Multiple Pairs on MarketDataRequest?

Created at 20 Aug 2019, 19:09
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Athenum's avatar

Athenum

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Joined 19.06.2019

Multiple Pairs on MarketDataRequest?
20 Aug 2019, 19:09

Hi,

Is it possible to subscribe to more than one pair within one FIX request for Market Data Incremental Refresh?

I can see you add the Instrument identificator number on 55 [Symbol], but it doesnt mention if you can add more with a comma delimiter or similar. I cant imagine creating several FIX messages for each pair is good for performance.

Thank you,

Chris

@Athenum
Replies

PanagiotisCharalampous
26 Aug 2019, 10:35

Hi Chris,

You can request more than one symbols using Market Data Request. Use tag 146 to specify the number of symbols and then use repeating 55 tags for the symbols you need.

Best Regards,

Panagiotis

@PanagiotisCharalampous
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