Message Content of MarketDataSnapshotFullRefresh (MsgType=W)
|TagText||FieldName or ComponentName||Required||Description|
|StandardHeader||x|| MsgType = W
|911||TotNumReports|| Total number or reports returned in response to a request.
|963||MDReportID|| Unique indentifier for Market Data Report
|1021||MDBookType|| Describes the type of book for which the feed is intended. Can be used when multiple feeds are provided over the same connection
|1022||MDFeedType|| Describes a class of service for a given data feed, ie Regular and Market Maker
|75||TradeDate|| Used to specify the trading date for which a set of market data applies
|1173||MDSubBookType|| Can be used to define a subordinate book.
|264||MarketDepth|| Can be used to define the current depth of the book.
|262||MDReqID|| Conditionally required if this message is in response to a Market Data Request.
|Instrument||x|| Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
|UndInstrmtGrp|| Number of underlyings
|InstrmtLegGrp|| Required for multileg quotes
|MDFullGrp||x|| Number of entries following.
|813||ApplQueueDepth|| Depth of application messages queued for transmission as of delivery of this message
|814||ApplQueueResolution|| Action taken to resolve application queuing
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