The Fastmtch Venue interface allows for market data requests using the following FIX methods;
| FIX Tag | Fieldname | Comments | Description |
|---|---|---|---|
| 35 | MsgType | =X | Marketdata Incremental Refresh |
| 35 | MsgType | =W | Marketdata Snapshot / Full Refresh |
| 35 | MsgType | =V | Marketdata Request |
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.