How can I subscribe Just Best Bid and Best Offer(Ask) Prices
How can I subscribe Just Best Bid and Best Offer(Ask) Prices
22 Jun 2020, 15:26
It seems that when I try to subscribe via this message each action on order book sent to me. I'm getting delete messages also.
{
Symbol = 1;
MDEntryID = 925029575;
MDUpdateAction = DELETE (2);
}
I just want to subscribe to the best bid - best ask. Which part of the message that I must change?
<outgoing-app> FIX {
BeginString = FIX.4.4;
MsgSeqNum = 2;
MsgType = MARKET_DATA_REQUEST (V);
SenderCompID = icmarkets.1097772;
SendingTime = 20200622-12:07:54.003;
TargetCompID = cServer;
TargetSubID = QUOTE;
MDReqID = MARKETDATAID;
SubscriptionRequestType = SNAPSHOT_PLUS_UPDATES (1);
MarketDepth = 0;
NoMDEntryTypes (count 2) {
{
MDEntryType = BID (0);
},
{
MDEntryType = OFFER (1);
}
};
NoRelatedSym (count 1) {
{
Symbol = 1;
}
};
}, SessionId: FIX.4.4:icmarkets.1097772->cServer/QUOTE
PanagiotisCharalampous
22 Jun 2020, 15:33
Hi glikoz,
Change
to
Best Regards,
Panagiotis
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@PanagiotisCharalampous