Exchange FIX API
V (Market data request)
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V (Market data request)
The FIX message V (Market Data) is used to request market data for a specific currency pair, and initiates the process of receiving market data updates.
It allows clients to subscribe to one of the following event types:
- Order Book updates (full snapshots only) =
W(Market Data - Snapshot / Full Refresh) - Trades Executions =
X(Market Data - Incremental Refresh)
note
Market data subscription should be requested with a single message, containing all requested currency pairs and update types (BID, ASK, Trade execution).
Sending a new V (Market Data Request) request will override previous subscriptions.
| Tag | Name | Type | Required | Description | |
|---|---|---|---|---|---|
| 262 | MDReqID | String | yes | Unique identifier of the subscription request. | |
| 263 | SubscriptionRequestType | Char | yes | Subscription request type. Supported values:
| |
| 264 | MarketDepth | Int | yes | Maximum depth of the market for Order Book Snapshot. 0 means the highest supported limit for order book. | |
| 267 | NoMDEntryTypes | NumInGroup | yes | Number of the listed entry types. | |
| 269 | MDEntryType | Char | yes | Type of the requested subscription. Supported values:
| |
| 146 | NoRelatedSym | NumInGroup | yes | Number of the currency pairs requested for subscription. | |
| 55 | Symbol | String | yes | Currency pair. |
Depending on the subscription, Revolut FIX Gateway replies with Market Data messages taking one of the two forms:
W(Market Data - Full Refresh) - snapshot of the order book for the specific currency pair, containing requested depth.X(Market Data - Incremental Refresh) - used to transmit trade executions only.
For more details, see FIX 4.4 : Market Data Request <V> message in the FIX 4.4 documentation.
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