This message is sent to the client when new market data is available for one of the clients market data subscriptions.
Note that the message will contain either an order book update or trades. Any given message will not contain both.
| Tag | Name | Req | Type | Description | Example |
|---|---|---|---|---|---|
| Header | Y | MsgType='W' | |||
| 262 | MDReqID | Y | String | Must refer to the MDReqID of the request. | 262=234dsj |
| 55 | Symbol | Y | String | Symbol Name | 55=BTC/USD |
| 207 | SecurityExchange | Y | String | Exchange Name | 207=huobi |
| 268 | NoMdEntries | Y | NumInGroup | Number of entries in the order book | |
| => 269 | MDEntryType | Y | char | Market Data entry type:0 = Bid1 = Offer2 = Tradeo = OHLCV | 269=0 |
| => 270 | MDEntryPx | Y | Price | Price level of the order book level | 270=14.948534 |
| => 271 | MDEntrySize | Y | Qty | Quantity or volume represented by this entry. | 271=15.67 |
| => 272 | MDEntryDate | Y | UTCDateOnly | Date of the order in the book - tag will only be present on the first entry in the repeating group. | 272=20210412 |
| => 273 | MDEntryTime | Y | UTCTimeOnly | Time of the order in the book - tag will only be present on the first entry in the repeating group. | 273=23:56:12.853647 |
| => 559 | SecurityListRequestType | N | int | The type/criteria of the request:6 = Spot7 = Futures8 = SwapsDefault is 6 if not provided. | 559=6 |
| Trailer | Y |