market data: get only msg=W, no msg=X

Created at 11 Jun 2021, 14:36
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ertul

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Joined 19.02.2021

market data: get only msg=W, no msg=X
11 Jun 2021, 14:36

Hi,

I request market data with msg(35)=V and MDUpdateType(265)=1(true) for incremental refresh,

but I get only msg(35)=W and no msg(35)=X. I need msg=X to get the size MDEntrySize, not only the price.

I use IC Markets. They only support incremental refresh (265=1).

Thanks for suggestion

Full market data request: 8=FIX.4.4|9=135|35=V|49=xx|56=xx|57=QUOTE|262=xx|263=1|264=0|265=1|267=2|269=0|269=1|146=1|55=1

(same result if 264=1)

@ertul
Replies

PanagiotisCharalampous
11 Jun 2021, 15:53

Hi ertul,

When you subscibe to market data, the first message you will receive will be a full refresh followed by incremental refresh messages. The first message needs to be a full refresh message so that you have something to apply the increments on.

Best Regards,

Panagiotis 

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