{"id":7146,"date":"2025-08-28T22:36:11","date_gmt":"2025-08-29T03:36:11","guid":{"rendered":"https:\/\/librarytestdev.wpenginepowered.com\/?post_type=doc&p=7146"},"modified":"2025-08-28T22:36:11","modified_gmt":"2025-08-29T03:36:11","slug":"market-data-subscription-requests","status":"publish","type":"doc","link":"https:\/\/library-staging.tradingtechnologies.com\/tt-fix\/tt-fix-market-data\/tt-fix-message-conversations-tt-fix-market-data\/market-data-subscription-requests\/","title":{"rendered":"Market Data Subscription Requests"},"content":{"rendered":"\n

\nThe following article provides information on making Market Data requests.\n<\/p>\n\n

\n

Making Market Data Requests<\/h2>\n\n

\nEnsure you are connected to a valid Security Definition\/Market Data FIX session. \nYou also need to be entitled for FIX Market Data on the exchange you want to subscribe to.\n<\/p>\n\n

Requesting a Snapshot Plus Updates<\/h3>\n

\n With the SubscriptionRequestType<\/code> tag, you can request a snapshot and optionally subscribe to updates, or unsubscribe from them.\n Set the MarketDepth<\/code> for the snapshot and choose the type of updates you would like to receive with MDUpdateType<\/code> .\n<\/p>\n

\n Required Fields<\/caption>\n \n \n \n \n \n \n
Tag #<\/th>\n Field Name<\/th>\n Comments<\/th>\n <\/tr>\n
263<\/a><\/td>\n SubscriptionRequestType<\/td>\n \n

\n Type of request:\n <\/p>\n

    \n
  • 0<\/b>: Snapshot<\/li>\n
  • 1<\/b>: Snapshot plus updates (subscribe)<\/li>\n
  • 2<\/b>: Disable previous (unsubscribe)<\/li>\n <\/ul>\n <\/td>\n <\/tr>\n
264<\/a><\/td>\n MarketDepth<\/td>\n \n

\n Market depth to return in a snapshot:\n <\/p>\n

    \n
  • 0<\/b>: Full book<\/li>\n
  • 1<\/b>: Top of book<\/li>\n <\/ul>\n <\/td>\n <\/tr>\n
265<\/a><\/td>\n MDUpdateType<\/td>\n \n

Type of messages TT FIX sends when updating market data<\/a>:<\/p>\n

Required Fields<\/caption>\n \n \n \n \n \n
Tag #<\/th>\n Field Name<\/th>\n Comments<\/th>\n <\/tr>\n
267<\/a><\/td>\n NoMDEntryTypes<\/td>\n \n

\n Number of different Tab 269 (MDEntryType) fields in the request\n <\/p>\n <\/td>\n <\/tr>\n

269<\/a><\/td>\n MDEntryType<\/td>\n \n

Type of market data to request. See possible values<\/a>.<\/p>\n <\/td>\n <\/tr>\n <\/tbody>\n <\/table>\n <\/div>\n\n

Sample Request for LME AH – Updates including trading stats<\/h4>\n\n

\n In this example, we retrieve a full book snapshot of the London Metal Exchange Aluminum Futures with incremental updates (tags: \n 55<\/a>=AH<\/b>, \n 167<\/a>=FUT<\/b>, \n 207<\/a>=LME<\/b>,\n 264<\/a>=0<\/b>, \n 265<\/a>=1<\/b> \n )<\/i>. We’ll also subscribe to 8 trading stats. \n<\/p>\n

\n NoMDEntryTypes<\/code> (tag 267)<\/i> set to 8<\/code> indicates that we want to subscribe to eight trading stats. Include 8 MDEntryType<\/code>s in the request:\n<\/p>\n

    \n\n
  1. \n MDEntryType<\/code> (tag 269)<\/i> set to 0<\/code> subscribes to Bid<\/b>\n <\/li>\n\n
  2. \n MDEntryType<\/code> (tag 269)<\/i> set to 1<\/code> subscribes to Ask<\/b>\n <\/li>\n\n
  3. \n MDEntryType<\/code> (tag 269)<\/i> set to 2<\/code> subscribes to Trade<\/b>\n <\/li>\n\n
  4. \n MDEntryType<\/code> (tag 269)<\/i> set to 4<\/code> subscribes to Opening price<\/b>\n <\/li>\n\n
  5. \n MDEntryType<\/code> (tag 269)<\/i> set to 5<\/code> subscribes to Closing price<\/b>\n <\/li>\n\n
  6. \n MDEntryType<\/code> (tag 269)<\/i> set to 6<\/code> subscribes to Settlement price<\/b>\n <\/li>\n\n
  7. \n MDEntryType<\/code> (tag 269)<\/i> set to 7<\/code> subscribes to Trading session High price<\/b>\n <\/li>\n\n
  8. \n MDEntryType<\/code> (tag 269)<\/i> set to 8<\/code> subscribes to Trading session Low price<\/b>\n <\/li>\n\n<\/ol>\n\n
    8=FIX.4.2<\/span> | 9=198<\/span> | 35=V<\/span> | 34=2<\/span> | 49=WTEOUATSD<\/span> | 52=20220705-08:50:26<\/span> | 56=TT_SD<\/span> | 116=WTeoDTS<\/span> | 262=rid_00029<\/span> | 263=1<\/span> | 264=0<\/span> | 265=1<\/span> | 266=Y<\/span> | 146=1<\/span> | 55=AH<\/span> | 207=LME<\/span> | 167=FUT<\/span> | 541=20221005<\/span> | 267=8<\/span> | 269=0<\/span> | 269=1<\/span> | 269=2<\/span> | 269=4<\/span> | 269=5<\/span> | 269=6<\/span> | 269=7<\/span> | 269=8<\/span> | 10=157<\/span> | <\/div>\n\n\n

    Requesting Multiple Instruments<\/h3>\n

    \n Market Data for multiple instruments can be included in one request.\n Set the NoRelatedSym<\/code> to the number of Instruments\n<\/p>\n

    \n

Required Fields<\/caption>\n \n \n \n \n
Tag #<\/th>\n Field Name<\/th>\n Comments<\/th>\n <\/tr>\n
146<\/a><\/td>\n NoRelatedSym<\/td>\n \n Number of underlying instruments contain in this repeating group.\n <\/td>\n <\/tr>\n <\/tbody>\n <\/table>\n <\/div>\n\n

Sample Request for multiple CME instruments<\/h4>\n

\n In this example, we will request multiple CME instruments in a single message by setting NoRelatedSym<\/code> (tag 146)<\/i> to 5<\/code>. \n Then list the 5 instrument identifiers in order. \n <\/p>\n

\n Instruments are identified by a group of tags listed in numerical order:\n <\/p>\n

    \n\n
  1. \n All\n \n E-mini S&P\n <\/b>\n Futures\n (tags: \n 55<\/a>=ES<\/b>, \n 167<\/a>=FUT<\/b>, \n 207<\/a>=CME<\/b>\n )<\/i> \n <\/li>\n\n
  2. \n \n Euro FX EUR\/USD\n <\/b>\n for Dec22\n (tags: \n 55<\/a>=6E<\/b>, \n 167<\/a>=FUT<\/b>, \n 200<\/a>=202212<\/b>,\n 207<\/a>=CME<\/b>\n )<\/i> \n <\/li>\n\n
  3. \n \n Eurodollar\n <\/b>\n for Dec22\n (tags: \n 55<\/a>=GE<\/b>, \n 167<\/a>=FUT<\/b>, \n 200<\/a>=202212<\/b>,\n 207<\/a>=CME<\/b>\n )<\/i> \n <\/li>\n\n
  4. \n \n E-mini S&P\n <\/b>\n for Dec22\n (tags: \n 55<\/a>=ES<\/b>, \n 167<\/a>=FUT<\/b>, \n 200<\/a>=202212<\/b>,\n 207<\/a>=CME<\/b>\n )<\/i> \n <\/li>\n\n<\/ol>\n\n

    \n The request is for a full snapshot with incremental updates:\n<\/p>\n\n

Required Fields<\/caption>\n \n \n \n \n \n
Tag #<\/th>\n Field Name<\/th>\n Comments<\/th>\n <\/tr>\n
167<\/td>\n SecurityType<\/td>\n \n

\n Set to `MLEG`\n <\/p>\n <\/td>\n <\/tr>\n

48<\/td>\n SecurityID<\/td>\n \n

\n ID of the instrument. See data type notes<\/a>.\n <\/p>\n <\/td>\n <\/tr>\n <\/tbody>\n <\/table>\n <\/div>\n\n\n\n

Sample Request for multi-leg Eurex FESX Dec22-Dec23 Calendar – using TT Security ID<\/h4>\n

Sample Request for multi-leg Eurex FESX Dec22-Dec23 Calendar – using TT Security ID<\/p>\n\n

8=FIX.4.2<\/span> | 9=190<\/span> | 35=V<\/span> | 34=2<\/span> | 49=WTEOUATSD<\/span> | 52=20220705-08:31:12<\/span> | 56=TT_SD<\/span> | 116=WTeoDTS<\/span> | 262=rid_00023<\/span> | 263=1<\/span> | 264=0<\/span> | 265=1<\/span> | 266=Y<\/span> | 146=1<\/span> | 55=FESX<\/span> | 207=Eurex<\/span> | 167=MLEG<\/span> | 48=17287808984235357550<\/span> | 22=96<\/span> | 267=3<\/span> | 269=0<\/span> | 269=1<\/span> | 269=2<\/span> | 10=161<\/span> | <\/div>\n\n

Requesting for Multi-Leg Instrument using RIC code<\/h3>\n
\n \n \n \n \n \n
Required Fields<\/caption>\n
Tag #<\/th>\n Field Name<\/th>\n Comments<\/th>\n <\/tr>\n
22<\/a><\/td>\n IDSource<\/td>\n \n

\n Set source for tag 48 = 5 (RIC code)\n <\/p>\n <\/td>\n <\/tr>\n

48<\/a><\/td>\n SecurityID<\/td>\n \n

\n ID of the instrument. See IDSource notes<\/a> for supported `RIC code` markets.\n <\/p>\n <\/td>\n <\/tr>\n <\/tbody>\n <\/table>\n\nSample Request for multi-leg ASX IR Sep23 – YT Sep22 Inter-Product – using RIC code\n\n

Sample Request<\/h4>\n
8=FIX.4.2<\/span> | 9=179<\/span> | 35=V<\/span> | 34=8<\/span> | 49=WTEOUATSD<\/span> | 52=20220705-08:36:52<\/span> | 56=TT_SD<\/span> | 116=WTeoDTS<\/span> | 262=rid_00024<\/span> | 263=1<\/span> | 264=0<\/span> | 265=1<\/span> | 266=Y<\/span> | 146=1<\/span> | 55=IR<\/span> | YT<\/span> | 207=ASX<\/span> | 167=MLEG<\/span> | 48=YBAU3-YTTU2<\/span> | 22=5<\/span> | 267=3<\/span> | 269=0<\/span> | 269=1<\/span> | 269=2<\/span> | 10=231<\/span> | <\/div>\n\n <\/div>\n\n\n\n\n\t<\/section>\n","protected":false},"excerpt":{"rendered":"

The following article provides information on making Market Data requests. Making Market Data Requests Ensure […]<\/p>\n","protected":false},"author":2,"template":"","meta":{"_acf_changed":false,"footnotes":""},"docs-category":[478],"class_list":["post-7146","doc","type-doc","status-publish","hentry","docs-category-tt-fix-message-conversations-tt-fix-market-data"],"acf":[],"_links":{"self":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/doc\/7146","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/doc"}],"about":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/types\/doc"}],"author":[{"embeddable":true,"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/users\/2"}],"version-history":[{"count":0,"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/doc\/7146\/revisions"}],"wp:attachment":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/media?parent=7146"}],"wp:term":[{"taxonomy":"docs-category","embeddable":true,"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/docs-category?post=7146"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}