MarketDataIncrementalRefresh (X)

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 = Change
   2 = Delete

279=1

=> 269

MDEntryType

Y

char

Market Data entry type:
   0 - Bid
   1 - Offer
   2 - Trade
   o - 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 = Spot
   7 = Futures
   8 = Swaps
Default is 6 if not provided.

559=6

Trailer

Y