The Market Definition Request message is used to request for market structure information from the Respondent that receives this request. Fields that are specified will act as "filters" for the request. For example, if MarketID is specified then only market structure information for that specified market should be sent back if available. If MarketID is not specified then the request is for all available market structure information.
The Market Definition Request can also indicate to the Respondent whether the request is for a snapshot of requested information, subscribe to market structure information, or to unsubscribe to an earlier subsription request. This is done via the SubscriptionRequestType (263) field.