Market Data Request (35=V)

The Market Data Request message is used by market participants to request market data updates for specific instruments. It allows subscribers to specify the type of market data, depth of market, update frequency, and other parameters according to their requirements.

The zerohash gateway receive the Market Data Request message and respond with the requested market data updates in real-time.

Message Fields

Tag	Field Name	Required	Note
	StandardHeader		MsgType = `V`
55	Symbol		Symbol of the instrument being traded. `BTC/USD` `ETH/USD`
48	SecurityId		Symbol of the instrument being traded. `BTC/USD` `ETH/USD`
22	SecurityIDSource		`8` = Exchange Symbol
146	NoRelatedSym	Y	The number of symbols in the repeating group defined below. If unspecified or set to `0`, the request applies to all symbols
262	MDReqID	Y	The MDReqID of the MarketDataRequest message.
263	SubscriptionRequestType	Y	`0` = Snapshot `1` = Subscribe (Snapshot + Updates) `2` = Unsubscribe
264	MarketDepth	Y	How many price levels from BBO inclusive to include for the market data snapshot and updates. `0` = Full Book depth `1` = Top of Book (Default) `2` and above = book depth (number of levels)
267	NoMDEntryTypes		Number of MDEntryType fields requested.
269	MDEntryType		Type of market data entry. `0` = Bid `1` = Offer `2` = Trade `4` = Opening Price `5` = Closing Price `6` = Settlement Price `7` = Trading Session High Price `8` = Trading Session Low Price `B` = Trade Volume
10	StandardTrailer

Example Message

 Market Data Request (V)
8   =   FIXT.1.1
9   =   133
35  =   V
34  =   306
49  =   YOURSENDERCOMP
52  =   20220915-09:58:59.011
56  =   ZERO
146 =   1
55  =   BTC/USD
48  =   BTC/USD
22  =   8
262 =   ZERO
263 =   1
264 =   2
267 =   4
269 =   0
269 =   1
269 =   2
269 =   B
10  =   093

# Example FIX Message
8=FIXT.1.1|9=138|35=V|34=627|49=C-SENDER-4|52=20230418-10:31:53.613|56=ZERO 262=KF-TEST-1|263=1|264=0|146=1|55=BTC/USD|48=BTC/USD|22=8|267=3|269=0|269=1|269=2|10=053