W (Market Data - Snapshot/Full refresh)
The FIX message W (Market Data - Snapshot/Full Refresh) provides a complete snapshot of the order book for currency pairs according to the subscription type.
For simplicity, only full order book snapshots are transmitted; X (Market Data - Incremental Refresh) is not used to provide order book updates.
| Tag | Name | Type | Required | Description | |
|---|---|---|---|---|---|
| 262 | MDReqID | String | yes, by Revolut FIX Gateway | Unique identifier of the subscription provided with the V (Market Data) request. | |
| 55 | Symbol | String | yes | Currency pair. | |
| 268 | NoMDEntries | NumInGroup | yes | Number of the order book entries. | |
| 269 | MDEntryType | Char | yes | Type of the entry (bid or ask). Supported values:
| |
| 270 | MDEntryPx | Price | yes, by Revolut FIX Gateway | Price of the order book entry. | |
| 271 | MDEntrySize | Qty | yes, by Revolut FIX Gateway | Quantity of the order book entry. |
For more details, see FIX 4.4 : Market Data - Snapshot/Full Refresh <W> message in the FIX 4.4 documentation.