(tag 35-MsgType=V)

This message maps to the MarketDataRequest template in the TCP Session Management SBE Schema.


TagFIX NameTypeSemantic TypeValid ValuesDescription
262MDReqIDuInt32int
Unique identifier for Market Data Request. Must be unique per session so it can be referenced in Request Ack or Request Reject responses from the exchange
263SubscriptionReqTypeSubscriptionReqTypeint

0=Snapshot

1=Snapshot and updates

2=Disable previous subscription

Subscription Request Type indicates to the type of response expected
Repeating Group 1
37022NoSecurityGroupsNuminGroup

Number of SecurityGroups specified in subscription request. Should be equal 0, when subscription is requested for all groups on the segment or individual Security IDs are listed in the criteria for subscription
→1151SecurityGroupSecurityGroupString
Security Group
Repeating Group 2
146NoRelatedSymNuminGroup

Number of instruments requested. When NoSecurityGroups > 0 specified in the request, the NoRelatedSym should be equal 0
→48SecurityIDInt32int
Security ID