Market Data Request (35=V)

Sent by the client to subscribe or unsubscribe to market data for a given symbol.

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

Message Fields

TagField NameRequiredNote
StandardHeaderMsgType = V
55Symbol-Symbol of the instrument being traded.
BTC/USD
ETH/USD
48SecurityId-Symbol of the instrument being traded.
BTC/USD
ETH/USD
22SecurityIDSource-8 = Exchange Symbol
146NoRelatedSymYThe number of symbols in the repeating group defined below. If unspecified or set to 0, the request applies to all symbols
262MDReqIDYThe MDReqID of the MarketDataRequest message.
263SubscriptionRequestTypeY0 = Snapshot
1 = Subscribe (Snapshot + Updates)
2 = Unsubscribe
264MarketDepthYHow 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)
267NoMDEntryTypes-Number of MDEntryType fields requested.
269MDEntryType-Type of market data entry.
0 = Bid
1 = Offer
2 = Trade
B = Market Status
10StandardTrailer

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