MarketDataIncrementalRefresh (X)

This message represents new executed trade or order book updates.

TagNameReqTypeDescriptionExample
HeaderYMsgType='X'
262MDReqIDYStringMust refer to the MDReqID of the request.262=234dsj
55SymbolYStringSymbol Name55=BTC/USD
207SecurityExchangeYStringExchange Name207=huobi
268NoMdEntriesYNumInGroupNumber of entries in the order book
=> 279MDUpdateActionYcharType of update:
   1 = Change
   2 = Delete
279=1
=> 269MDEntryTypeYcharMarket Data entry type:
   0 - Bid
   1 - Offer
   2 - Trade
   o - OHLCV
269=0
=> 278MDEntryIDN*StringTrade Unique ID - only available for type Trade.278=123249086
=> 270MDEntryPxYPricePrice level of the order book level270=14.948534
=> 271MDEntrySizeYQtyQuantity or volume represented by this entry.271=15.67
=> 272MDEntryDateYUTCDateOnlyDate of the order in the book - tag will only be present on the first entry in the repeating group.272=20210412
=> 273MDEntryTimeYUTCTimeOnlyTime of the order in the book - tag will only be present on the first entry in the repeating group.273=23:56:12.853647
=> 559SecurityListRequestTypeNintThe type/criteria of the request:
   6 = Spot
   7 = Futures
   8 = Swaps
Default is 6 if not provided.
559=6
TrailerY