FAST Message MarketDataSnapshotFullRefresh

 GF API Documentation

Template name: MarketDataSnapshotFullRefresh

Template ID: 2

Response with full snapshot of requested market data
Fields

Name

Tag ID

Type

Opt.

Operator

Valid values

Description

MsgType

35

String

No

Constant: W

MDReqID

262

String

No

Copy

MDEntries

Sequance

No

->NoMDEntries

268

Length

No

->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
This message is used as a response message of subscriptions with MDUpdateType = Full Refresh (0). Additionally, it is used as the first response message for subscriptions with MDUpdateType = Incremental Refresh (1).
Notes:
  • Either MDEntryPx, either MDEntrySize, either both will be filled out
  • MDEntryDate and MDEntryTime is populated just once in the message for DOM and quote subscriptions
  • MDEntryDate and MDEntryTime is populated just once per one position (MDEntryPositionNo) for tick subscriptions
  • Response with historical ticks can be split to several Market Data Snapshot/Full Refresh messages. The sign of the last message is a message with empty MDEntries
  • OEC provides Aggregated Book only
See Also

Other Resources

MarketDataRequest(59)
MarketDataIncrementalRefresh(3)