MarketDataSnapshotFullRefresh
MsgType(35)=MarketDataSnapshotFullRefresh(W)
Direction: Exchange to client.
Restate the requested order book or depth window.
The first answer to a subscription is a full refresh, including when later aggregated top-of-book updates are incremental. An empty book has no entry groups.
Field Layout
See FIX Message Layouts for field ordering and presence rules.
| Field | Type | Presence | Behavior |
|---|---|---|---|
MDReqID(262) |
STRING |
Required | |
Symbol(55) |
STRING |
Required | |
NoMDEntries(268) |
NUMINGROUP |
Required | Repeating group. An empty book is sent with NoMDEntries(268)=0 and no entries. |
NoMDEntries(268) Entries
Keep each entry’s fields in the order shown.
| Field | Type | Presence | Behavior |
|---|---|---|---|
MDEntryType(269) |
CHAR |
Required | Supported values:MDEntryType(269)=BID(0)MDEntryType(269)=OFFER(1) |
MDEntryID(278) |
STRING |
Conditional | Present for individual resting orders; omitted for aggregated price levels. |
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. |