MarketDataRequest (V)

Message sent by the client to subscribe to market data. Many different types of data are supported.

TagNameReqTypeDescriptionExample
HeaderYMsgType='V'
262MDReqIDYStringMust be unique, or the ID of previous Market Data Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2).262=234dsj
263SubscriptionRequestTypeYcharIndicates what type of response is expected:
   - a snapshot request asks for current information
   - an update request asks for new information as soon as it is available
   - an unsubscribe request cancels a previous update request

Types:
   0 = Current Order Book Snapshot
   1 = Current Order Book Snapshot followed by Order Book Events
   2 = Cancel previous request of type 1
263=1
=> 559SecurityListRequestTypeNintThe type/criteria of the request:
   6 = Spot
   7 = Futures
   8 = Swaps
Default is 6 if not provided.
559=6
264MarketDepthYintUsed to specify the number of bids/asks to receive.

At this time, only 0 = full order book is supported.
264=0
265MDUpdateTypeN*intRequired if SubscriptionRequestType = 1
   0 = Full Refresh
   1 = Incremental Updates
265=1
267NoMDEntryTypesYNumInGroupNumber of MDEntryType (269) fields requested.
=> 269MDEntryTypeYcharType Market Data entry:
   0 = Bid
   1 = Offer
   2 = Trade
   o = OHLCV

Only the following combinations are supported:
   1) Both bid and ask at the same time
   2) Trades
   3) OHLCV

If a Market Data Request contains other combinations of MDEntryType, the request will be rejected.
269=0
146NoRelatedSymYNumInGroupNumber of symbols requested.
At this time, only one symbol at a time is supported.
146=1
=> 55SymbolYStringSymbol Name55=BTC/USD
=> 207SecurityExchangeNStringExchange Name - if not specified, all supported exchanges will be returned.207=huobi
=> 916StartDateNLOCALMKTDATEUsed in Replay mode - note that both start & end dates have to be specified at this time.
=> 917EndDateNLOCALMKTDATEUsed in Replay mode - note that both start & end dates have to be specified at this time.
TrailerY