FIX›Market Data FIX

GET

Market Data Snapshot Full Refresh (35=W)

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.)

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|

Responses

200
Full orderbook snapshot at requested depth.

Response Body

object

MarketDataSnapshotFullRefresh (35=W). Server → client. Sent on subscribe and snapshot-only.
  • mdReqID string required
    Required. Echoed subscription request ID.
  • symbol string required
    Required. Product symbol.
  • noMDEntries integer required
    Required. Number of entries in this snapshot.
  • mdEntries array of objects required
    Bid and offer levels up to requested depth.
    mdEntries object
    • mdEntryType string enum required
      Required. 0 Bid, 1 Offer.
      01
    • mdEntryPx string required
      Required. Price level.
    • mdEntrySize string required
      Required. Quantity at this level.
    • mdEntryPositionNo integer required
      Required. Position in book (1 = best).