| Tag | Group Tag | Field Name | Req | Comments |
|---|---|---|---|---|
| Header | Y | MsgType = V | ||
| 262 | MDReqID | Y | Unique for a new request or the ID used from a previous request if disabling a subscription. Note this ID should be unique between MDReqID (262), TradSesReqID (335), and SecurityStatusReqID (324). | |
| 263 | SubscriptionRequestType | Y | Indicates what type of response is expected Value Description 1 Snapshot + Updates (Subscribe) | |
| 264 | MarketDepth | Y | Indicates if depth of book or top of book is required Value Description 1 Snapshot + Updates (Subscribe) | |
| 267 | NoMDEntryTypes | Y | Number of MDEntryType fields | |
| >>> | 269 | MDEntryType | Y | Indicates what market data the requester is interested in receiving. Value Description 0 Bid 1 Offer 2 Trade Field repeats for each market data type. Send 0,1 for quotes, 2 for trades, 0,1,2 for quotes and trades. |
| 146 | NoRelatedSym | Y | Number of symbols requested | |
| >>> | 55 | Symbol | Y | Field repeats for each symbol |
| Tag | Group Tag | Field Name | Req | Comments |
|---|---|---|---|---|
| Header | Y | MsgType = W | ||
| 262 | MDReqID | Y | Corresponds to the ID in the request | |
| 55 | Symbol | Y | ||
| 387 | TotalVolumeTraded | N | Total volume traded for the security | |
| 268 | NoMDEntries | Y | Number of entries following | |
| >>> | 269 | MDEntryType | Y | Indicates what market data is represented in this entry. Value Description 2 Trade 4 Opening Price 5 Closing Price 7 High Price 8 Low Price |
| >>> | 270 | MDEntryPx | N | Price of the Market Data Entry |
| >>> | 271 | MDEntrySize | N | Size of the Market Data Entry |
| >>> | 272 | MDEntryDate | N | Date of source market data event (always expressed in UTC, Universal Time Coordinated, also known as GMT). Date format is YYYYMMDD |
| >>> | 273 | MDEntryTime | N | Time of source market data event (always expressed in UTC, Universal Time Coordinated, also known as GMT). Time format is HH:MM:SS.sss |
| 9846 | PreviousClosingPx | N | Previous Day’s Closing Price | |
| 9848 | InitPrx | N | Initial Reference Price used for assets that are not yet tradeable | |
| 9001 | IOISource | Y | ||
| Trailer | Y |
| Tag | Field Name | Req | Comments |
|---|---|---|---|
| Header | Y | MsgType = 3 | |
| 23 | IOIid | Y | Length of 22 bytes. |
| 27 | IOIShares | Y | |
| 28 | IOITransType | Y | Value Description N New C Cancel R Replace |
| 54 | Side | Y | Value Description 1 Buy 2 Sell |
| 55 | Symbol | Y | |
| 44 | Price | N | |
| 9001 | IOISource | Y | |
| Trailer | Y |
| Version | Date | Comments |
|---|---|---|
| 0 | 2017-07-18 | Original |
| 1 | 2022-07-28 | - Added milliseconds to Timestamps - Added MDEntryDate, MDEntryTime to Market Data Snapshot - Added Market Data Request message type |
| 1.2 | 2025-12-20 | - Incorporated new tZERO logo |