Description
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.
Structure
| 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 | |