MarketDataIncrementalRefresh
MsgType(35)=MarketDataIncrementalRefresh(X)
Direction: Exchange to client.
Report changed aggregated top-of-book sides or newly published trades.
Depth is delivered as full refreshes. A trade is published once from the aggressing side; negotiated trades are included.
Field Layout
See FIX Message Layouts for field ordering and presence rules.
| Field | Type | Presence | Behavior |
|---|---|---|---|
MDReqID(262) |
STRING |
Required | |
NoMDEntries(268) |
NUMINGROUP |
Required | Repeating group. Always positive. No incremental message is sent when there are no entries. |
NoMDEntries(268) Entries
Keep each entry’s fields in the order shown.
| Field | Type | Presence | Behavior |
|---|---|---|---|
MDUpdateAction(279) |
CHAR |
Required | Supported values:MDUpdateAction(279)=NEW(0)MDUpdateAction(279)=CHANGE(1)MDUpdateAction(279)=DELETE(2) |
MDEntryType(269) |
CHAR |
Required | Supported values:MDEntryType(269)=BID(0)MDEntryType(269)=OFFER(1)MDEntryType(269)=TRADE(2) |
Symbol(55) |
STRING |
Required | |
MDEntryPx(270) |
PRICE |
Required | |
MDEntrySize(271) |
QTY |
Required | |
MDEntryDate(272) |
UTCDATEONLY |
Optional | Not sent by the exchange. |
MDEntryTime(273) |
UTCTIMEONLY |
Optional | Not sent by the exchange. |
MDEntryPositionNo(290) |
INT |
Optional | Not sent by the exchange. |
TrdType(828) |
INT |
Conditional | Included on trade entries; omitted on book updates. Supported values: TrdType(828)=REGULAR_TRADE(0) |
AggressorSide(2446) |
CHAR |
Conditional | Included on trade entries; omitted on book updates. Supported values: AggressorSide(2446)=BUY(1)AggressorSide(2446)=SELL(2) |