Market feed message

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Imported from previous forum

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Hi,
Which is the format of a Market Feed message in FIX?
I mean, which type of FIX message correspond to the market feed ( request and response eventually)?
Thank You.
Najla.

3

[ original email was from Jim Northey - jnorthey@lasalletech.com ]
Please refer to the Market Data Request Message, the Market Data Incremental Refresh, Market Data Snapshot / Full Refresh, and Market Data Request Reject Messages in FIX 4.2 Specification.

The Market Data Request permits subscription for market data by security and market data entry type.

Market Data Incremental Refresh and Market Data Snapshot / Full Refresh are used to publish market data.

There is also an application note on the ECN and Exchanges working group page on the FPL website that discusses an implementation of FIX over Multicast IP that is useful for delivery of market data.

> Hi,
> Which is the format of a Market Feed message in FIX?
> I mean, which type of FIX message correspond to the market feed ( request and response eventually)?
> Thank You.
> Najla.
>