Instruments

SecurityListRequest (35=x)

You can get a list of all available instruments using the security list request message.
You have to send the security list request message with unique ID. This ID will be returned with available instruments.

Tag	Name	Required	Description
320	SecurityReqID	Y	Unique ID for this Security List Request message.
559	SecurityListRequestType	Y	Type of Security List Request being made. For now only supported value for this is SecurityListRequestType_ALL_SECURITIES i.e. 4. This sends all available instruments.

SecurityList (35=y)

In response to a security list request message, a Security List message is sent back with the following format.

Tag	Name	Required	Description
320	SecurityReqID	N	ID received in Security List Request message.
146	NoRelatedSym	N	Specifies the number of instruments in message

Each entry in the related symbol group is an Instrument with the following details.

Tag	Name	Required	Description
55	Symbol	N	Human readable name of the instrument.
48	SecurityID	N	ISIN of the instrument.
22	SecurityIDSource	N	Required if SecurityID is specified. For Instruments list, it will always be SecurityIDSource_EXCHANGE_SYMBOL
541	MaturityDate	N	Specifies date of maturity

MarketDataRequest (35=V)

A Market Data Request is a general request for market data on specific instruments. This sends market depth for requested instruments.
This message requires the following details.

Tag	Name	Required	Description
262	MDReqID	Y	Must be unique associated with this Market Data Request.
263	SubscriptionRequestType	Y	SubscriptionRequestType indicates to the other party what type of response is expected. A snapshot request only asks for current information. A subscribe request asks for updates as the status changes. Unsubscribe will cancel any future update messages from the counter party. Currently only supported value is SubscriptionRequestType_SNAPSHOT.
264	MarketDepth	Y	Depth of market for Instruments. Possible values are 0 = full book depth 1 = top of book 2 and above = book depth (number of levels)
265	MDUpdateType	Y	Required if SubscriptionRequestType = Snapshot + Updates (1). For now, the supported value is MDUpdateType_FULL_REFRESH (0).
267	Component Block - MDReqEntryTypeGroup	Y	Fields required for this group ate mentioned below.
146	Component Block - InstrumentsMDReqGrp	Y	This group lists instruments for which you need market depth. Fields required for this group ate mentioned below.

MDReqEntryTypeGroup Should have the following fields.

Tag	Name	Required	Description
269	MDEntryType	Y	Type of market data entry. Valid values are 0 = Bid 1 = Ask / Offer

InstrumentsMDReqGrp should have the following fields.

Tag	Name	Required	Description
55	Symbol	N	Human readable name of the instrument.
48	SecurityID	N	ISIN of the instrument.
22	SecurityIDSource	N	Required if SecurityID is specified. For Instruments list, it will always be SecurityIDSource_EXCHANGE_SYMBOL

MarketDataSnapshotFullRefresh (35=W)

The Market Data messages are used as the response to a Market Data Request message.

Tag	Name	Required	Description
262	MDReqID	N	ID received in Market Data Request message.
48	SecurityID	Y	ISIN of the instrument.
22	SecurityIDSource	Y	Required if SecurityID is specified. For Instruments list, it will always be SecurityIDSource_EXCHANGE_SYMBOL
268	MarketDataEntriesGroup	Y	Fields required for this group ate mentioned below.

MarketDataEntriesGroup

Tag	Name	Required	Description
269	MDEntryType	Y	Must be the first field in this repeating group. Valid values are 0 = Bid 1 = Ask / Offer
270	MDEntryPx	N	Price of the offer
271	MDEntrySize	N	Quantity Of the offer
272	MDEntryDate	N	Date on which market data entry was created
273	MDEntryTime	N	Time on which market data entry was created
37	OrderID	N	Id of offer

SecurityListRequest (35=x)#

SecurityList (35=y)#

MarketDataRequest (35=V)#

MarketDataSnapshotFullRefresh (35=W)#

SecurityListRequest (35=x)

SecurityList (35=y)

MarketDataRequest (35=V)

MarketDataSnapshotFullRefresh (35=W)