Message sent by the client to subscribe to market data. Many different types of data are supported.
| Tag | Name | Req | Type | Description | Example |
|---|---|---|---|---|---|
| Header | Y | MsgType='V' | |||
| 262 | MDReqID | Y | String | Must be unique, or the ID of previous Market Data Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2). | 262=234dsj |
| 263 | SubscriptionRequestType | Y | char | Indicates 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 Snapshot1 = Current Order Book Snapshot followed by Order Book Events2 = Cancel previous request of type 1 | 263=1 |
| => 559 | SecurityListRequestType | N | int | The type/criteria of the request:6 = Spot7 = Futures8 = SwapsDefault is 6 if not provided. | 559=6 |
| 264 | MarketDepth | Y | int | Used to specify the number of bids/asks to receive. At this time, only 0 = full order book is supported. | 264=0 |
| 265 | MDUpdateType | N* | int | Required if SubscriptionRequestType = 10 = Full Refresh1 = Incremental Updates | 265=1 |
| 267 | NoMDEntryTypes | Y | NumInGroup | Number of MDEntryType (269) fields requested. | |
| => 269 | MDEntryType | Y | char | Type Market Data entry:0 = Bid1 = Offer2 = Tradeo = OHLCVOnly 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 |
| 146 | NoRelatedSym | Y | NumInGroup | Number of symbols requested. At this time, only one symbol at a time is supported. | 146=1 |
| => 55 | Symbol | Y | String | Symbol Name | 55=BTC/USD |
| => 207 | SecurityExchange | N | String | Exchange Name - if not specified, all supported exchanges will be returned. | 207=huobi |
| => 916 | StartDate | N | LOCALMKTDATE | Used in Replay mode - note that both start & end dates have to be specified at this time. | |
| => 917 | EndDate | N | LOCALMKTDATE | Used in Replay mode - note that both start & end dates have to be specified at this time. | |
| Trailer | Y |