Template name: MarketDataIncrementalRefresh
Template ID: 3
Response with incremental changes of requested market data
Fields
Name | Tag ID | Type | Opt. | Operator | Valid values | Description |
|---|---|---|---|---|---|---|
MsgType | 35 | String | No | Constant: X | ||
MDReqID | 262 | String | No | Copy | ||
MDEntries | Sequance | No | ||||
->NoMDEntries | 268 | Length | No | |||
->MDUpdateAction | 279 | Int32 | No | Copy: 0 | 0 - NEW 1 - CHANGE 2 - DELETE | DELETE(2) action specified for DOM subscriptions only. Client application should delete a level specifed by MDEntryPx and all next levels in the market depth |
->MDEntryType | 269 | String | No | Default: 2 | See MDEntryType in MarketDataRequest(59) | |
->MDEntryPx | 270 | Decimal | Yes | Exponent: Default: 0 Mantissa: Delta |
Entry Price (Bid Price, e.g.) Dictionary: template | |
->MDEntrySize | 271 | Int32 | Yes | Delta | Entry Size (Bid Size, e.g.) | |
->MDEntryDate | 272 | Int32 | Yes | Delta | UTC timestamp, YYYYMMDD | |
->MDEntryTime | 273 | Int32 | Yes | Delta | UTC timestamp, hhmmssfff | |
->MDEntryPositionNo | 290 | Int32 | Yes | Delta |
Position of the entry in market depth. Specified for DOM subscriptions only |
Remarks
See Also