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Subscription requests to historic marketdata streams should contain the following parameters;

 

parameterDefinition
SubTypemfmarketdata::SubscriptionRequestType::Value - SnapshotAndUpdates, Disable
venueIDVenue intended for subscription
securityIDSecurity to be subscribed for, Use 0 to subscribe to all or unsubscribe
to all securities from the venue.
startTimeRequired when subscribing, (the value should be in nanoseconds)
stopTimeRequired when subscribing, (the value should be in nanoseconds)


Table
 5.1.

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