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# Marketdata

# Summary

List of message supported on the marketdata connection

* [Market Data Request](#market-data-request) (Client → TDX)
* [Market Data Request Reject](#market-data-request-reject) (Client ← TDX)
* [Market Data Snapshot Full Refresh](#market-data-snapshot-full-refresh) (Client ← TDX)
* [Market Data Incremental Refresh](#market-data-incremental-refresh) (Client ← TDX)

## Market Data Request

| Tag | Field name              | Req'd | Data Type | Comments                                                                                                             |
| --- | ----------------------- | ----- | --------- | -------------------------------------------------------------------------------------------------------------------- |
|     | Standard Header         | Y     |           | MsgType = `V`                                                                                                        |
| 262 | MDReqID                 | Y     | string    | Unique client provided request ID                                                                                    |
| 263 | SubscriptionRequestType | Y     | char      | Type of request Valid values: `0` = Snapshot `1` = Snpshot + updates (subscribe) `2` = Disable previous subscription |
| 264 | MarketDepth             | Y     | int       | Depth of market for Book Snapshot Valid values: `0` = Full Book `1` = Top of Book `N>1` = N layers                   |
| 146 | NoRelatedSym            | Y     | int       | Always 1                                                                                                             |
| 55  | Symbol                  | Y     | String    | Symbol for which the book is requested                                                                               |
|     | Standard Trailer        | Y     |           |                                                                                                                      |

## Market Data Request Reject

| Tag | Field name       | Req'd | Data Type | Comments                                      |
| --- | ---------------- | ----- | --------- | --------------------------------------------- |
|     | Standard Header  | Y     |           | MsgType = `Y`                                 |
| 262 | MDReqID          | Y     | string    | Unique client provided request ID             |
| 58  | Text             | Y     | String    | Reason for market data request being rejected |
|     | Standard Trailer | Y     |           |                                               |

## Market Data Snapshot Full Refresh

| Tag   | Field name        | Req'd | Data Type | Comments                                                                                |
| ----- | ----------------- | ----- | --------- | --------------------------------------------------------------------------------------- |
|       | Standard Header   | Y     |           | MsgType = `V`                                                                           |
| 262   | MDReqID           | Y     | string    | Unique client provided request ID                                                       |
| 55    | Symbol            | Y     | String    | Symbol                                                                                  |
| 268   | NoMDEntries       | Y     | int       | Number of entries following (repeating group fields marked `→`)                         |
| → 269 | MDEntryType       | Y     | int       | Type of market data entry Valid values: `0` = Bid `1` = Ask                             |
| → 270 | MDEntryPx         | Y     | Price     | Price of the entry                                                                      |
| → 271 | MDEntrySize       | Y     | Quantity  | Quantity of the layer                                                                   |
| → 290 | MDEntryPositionNo | N     | int       | Position of offer, numbered from most competitive to least competitive, per market side |
|       | Standard Trailer  | Y     |           |                                                                                         |

## Market Data Incremental Refresh

| Tag   | Field name          | Req'd | Data Type | Comments                                                                |
| ----- | ------------------- | ----- | --------- | ----------------------------------------------------------------------- |
|       | Standard Header     | Y     |           | MsgType = `V`                                                           |
| 262   | MDReqID             | Y     | string    | Unique client provided request ID                                       |
| 268   | NoMDEntries         | Y     | int       | Always `1`                                                              |
| → 278 | MDEntryUpdateAction | Y     | char      | Type of update Valid values: `0` = New `1` = Change `2` = Delete        |
| → 269 | MDEntryType         | Y     | int       | Type of market data entry Valid values: `0` = Bid `1` = Ask `2` = Trade |
| → 278 | MDEntryID           | N     | String    | Unique entry id                                                         |
| → 278 | MDEntryRefID        | N     | String    | Refers to a previous entry id                                           |
| → 55  | Symbol              | Y     | String    | Symbol                                                                  |
| → 270 | MDEntryPx           | Y     | Price     | Price of the entry                                                      |
| → 271 | MDEntrySize         | Y     | Quantity  | Quantity of the layer                                                   |
|       | Standard Trailer    | Y     |           |                                                                         |