MarketDataRequest (V)

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

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

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

At this time, only 0 = full order book is supported.
265MDUpdateTypeN*intRequired if SubscriptionRequestType = 1
   0 = Full Refresh
   1 = Incremental Updates
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.
146NoRelatedSymYNumInGroupNumber of symbols requested.
At this time, only one symbol at a time is supported.
=> 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.