Exchange FIX API
X (Market Data - Incremental Refresh)
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X (Market Data - Incremental Refresh)
The FIX message X (Market Data - Incremental Refresh) is used to transmit trade executions only.
Currently, it is not used for incremental updates to the order book.
| Tag | Name | Type | Required | Description | |
|---|---|---|---|---|---|
| 262 | MDReqID | String | yes, by Revolut FIX Gateway | Unique identifier of the subscription provided with the V (Market Data) request. | |
| 268 | NoMDEntries | NumInGroup | yes | Number of the Market Data entries. | |
| 279 | MDUpdateAction | Char | yes | Type of the action. Supported values:
| |
| 269 | MDEntryType | Char | yes, by Revolut FIX Gateway | Type of the entry. Only trades are supported. Supported values:
| |
| 278 | MDEntryID | String | yes, by Revolut FIX Gateway | Unique identifier of the trade execution. | |
| 55 | Symbol | String | yes, by Revolut FIX Gateway | Currency pair. | |
| 270 | MDEntryPx | Price | yes, by Revolut FIX Gateway | Trade execution price. | |
| 271 | MDEntrySize | Qty | yes, by Revolut FIX Gateway | Trade execution quantity. | |
| 272 | MDEntryDate | UTCDateOnly | yes, by Revolut FIX Gateway | Trade execution date. | |
| 273 | MDEntryTime | UTCTimeOnly | yes, by Revolut FIX Gateway | Trade execution time. | |
| 2446 | AggressorSide | Char | no | Side of the taker:
|
For more details, see FIX 4.4 : Market Data - Incremental Refresh <X> message in the FIX 4.4 documentation.
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