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The Fastmtch Venue interface allows for market data requests using the following FIX methods;

FIX TagFieldnameCommentsDescription
35MsgType=XMarketdata Incremental Refresh
35MsgType=WMarketdata Snapshot / Full Refresh
35MsgType=VMarketdata Request


Info
titleNote

MarketFactory's current Market Maker handler supports the 35=V Marketdata request type only.

 

There is ongoing work to bring the Fastmatch Market maker handler in line with all marketdata request types supported by Fastmatch, and further details of these improvements will become available on the product roadmap.