The MarketDataFeedTypes component is used to specify the different available feed types and sub-types, and additional market data feed related attributes, such as the market depth of the specified feed type.


Tag Field Name Req'd Comments
1141 NoMDFeedTypes N The number of feed types and corresponding book depths associated with a security
1022 MDFeedType N Describes a class of service for a given data feed
1683 MDSubFeedType N
264 MarketDepth N The depth of book associated with a particular feed type
2563 MarketDepthTimeInterval N

Conditionally required when MarketDepthTimeIntervalUnit <2564> is specified.

2564 MarketDepthTimeIntervalUnit N

Conditionally required when MarketDepthTimeInterval <2563> is specified.

2565 MDRecoveryTimeInterval N

Conditionally required when MDRecoveryTimeIntervalUnit <2566> is specified.

2566 MDRecoveryTimeIntervalUnit N

Conditionally required when MDRecoveryTimeInterval <2565> is specified.

1021 MDBookType N Describes the type of book for which the feed is intended. Can be used when multiple feeds are provided over the same connection
1173 MDSubBookType N
2567 PrimaryServiceLocationID N
2568 SecondaryServiceLocationID N

Used In