Market Data Request (V)

FIX protocol version

The tag indicates the beginning of a new message.

This tag must be the first tag in the message.

You must set the value to FIX4.2.

Message length (in characters)

The value represents number of characters in the message following
this tag up to, and including, the delimiter immediately preceding Tag
10 (CheckSum). This tag must be the second field in a message.

Type of message contained in the message body

This tag must appear third in the list of header tags.

Assigned value used to identify TT

Assigned value used to identify the counterparty

Message sequence number

Whether the sequence number for this message is already used

Original time of message transmission, when transmitting orders as the result of a resend request

Always expressed in UTC.

Time, in UTC, the message was sent.

Number of symbols (instruments) requested

Number of different Tag 269 (MDEntryType) fields in the request.

Note: TT FIX Price Gateway always requests all possible market data for an instrument, so the value will always be the number of supported values for tag 269 (MDEntryType).

Type of market data to request.

Note: When Tag 35 (MsgType) = V, Tag 269 must be the first tag in each MDEntry repeating group.

Unencrypted three-character checksum

This tag must always be the last field in a message (i.e. it serves, with the trailing <SOH>, as the end-of-message delimiter).