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fix-protocol

what is "NoMDEntries"?

In FAST incremental update message I have found "NoMDEntries" field. The description for it is "Number of entries in Market Data message."

What is it? How do I supposed to use this field?

Solution

  • This is what I get on the Fiximate website. It is the number of groups(MDFullGrp/MDIncGrp) present in the message and you should iterate that many times to read the groups present in the message, to capture the full market data contained in the FIX message.

    268 -> NoMDEntries -> NumInGroup -> Number of entries in Market Data message.