FIX›Market Data FIX

FIXMsgType 35=W

Market Data Snapshot Full Refresh (35=W)

FIX 4.4 Gateway TLS/TCP

The server sends MarketDataSnapshotFullRefresh (35=W) to the client over TLS/TCP. This is not an HTTP response.

Sent immediately when a market data subscription is activated or in response to a snapshot-only request. Contains all bid and offer levels up to the requested depth.

Fields:

  • mdReqID (262): Your subscription request ID, echoed from the original request
  • symbol (55): Product symbol (e.g. BTC-USD)
  • noMDEntries (268): Number of price levels included
  • MDEntry Repeating Group (one entry per level):
    • mdEntryType (269): 0 = Bid, 1 = Offer
    • mdEntryPx (270): Price level
    • mdEntrySize (271): Quantity available at this level
    • mdEntryPositionNo (290): Position in book (1 = best bid/ask, 2 = second-best, etc.)

Message fields

TagFieldRequiredDescription
262 MDReqID Required

Required. Echoed subscription request ID.
55 Symbol Required

Required. Product symbol.
268 NoMDEntries Required

Required. Number of entries in this snapshot.
MDEntry Repeating Group (268) GroupRequired

Bid and offer levels up to requested depth.
269 MDEntryType Required

Required. 0 Bid, 1 Offer.
270 MDEntryPx Required

Required. Price level.
271 MDEntrySize Required

Required. Quantity at this level.
290 MDEntryPositionNo Required

Required. Position in book (1 = best).

Examples

Example — BTC-USD top 3 levels (pipe-delimited FIX body tags):

35=W|262=md-req-001|55=BTC-USD|268=6|269=0|270=45100.00|271=0.5|290=1|269=0|270=45095.00|271=1.2|290=2|269=0|270=45090.00|271=2.0|290=3|269=1|270=45105.00|271=0.3|290=1|269=1|270=45110.00|271=0.8|290=2|269=1|270=45115.00|271=1.5|290=3|