This message represents new executed trade or order book updates.
| Tag | Name | Req | Type | Description | Example |
|---|---|---|---|---|---|
| Header | Y | MsgType='X' | |||
| 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 | |
| => 279 | MDUpdateAction | Y | char | Type of update:1 = Change2 = Delete | 279=1 |
| => 269 | MDEntryType | Y | char | Market Data entry type:0 - Bid1 - Offer2 - Tradeo - OHLCV | 269=0 |
| => 278 | MDEntryID | N* | String | Trade Unique ID - only available for type Trade. | 278=123249086 |
| => 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 |