Page History: MarketData Snapshot
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Page Revision: 2013/01/23 09:21
Describing Market DataThe T4 FIX API support streaming of market data with the Market Data Snapshot message (Tag 35=W).
The Market Data Snapshot messages are used as the response to a
Market Data Request message. It can be used to transmit a list of quotes, a list of trades, index values, opening, closing, settlement, high, low, the trade volume or open interest for a security, or any combination of these. Market Data Snapshot messages sent as the result of a
Market Data Request message will specify the corresponding MDReqID (Tag 262). Unsolicited Market Data Snapshot messages may also be received by a T4 FIX client.
The Market Data message format used for a Snapshot (Tag 263=0) , or a Snapshot + Updates (Tag 263=1) is as follows: For Market Data Requests where a Bid or Offer is added, changed, or deleted, every update to a Market Data Entry results in a new Market Data message that contains the entirety of the data requested for that instrument, not just the changed Market Data Entry. In other words, both sides of the market, or just one side in the case of a request of only bids or offers, for the depth requested, is sent in one Market Data Snapshot message.
Chart Data ResponsesThe Market Data SnapShot message also carries Chart (Time-and-Sales) Data as requested with the
Market Data Request message. Chart Data details are included in the MDEntries repeating group as labeled with the MDEntryType (Tag 269). Compression of Chart Data is optional. It is indicated by the ExecInst field equal to COMPRESSED_TAGS (18=T). Compressed data is carried as a (Base-64) encoded payload in the EncodedText field (Tag 255). Once uncompressed, this payload avails the chart data through the corresponding Tag-Value pairs (Tags 3200 to 3278).
Message Dictionary| Tag | Field Name | Req'd | Comments |
|---|
| | Standard Header | Y |
| 262 | MDReqID | N | Identifier of Market Data Request. Conditionally required if this message is in response to a Market Data Request. |
| 55 | Symbol | N | Security Symbol. T4 Contract ID. |
| 48 | SecurityID | N | Security Identifier. T4 Market ID. |
| 27 | SecurityExchange | N | Exchange. T4 Exchange ID. |
| 387 | TotalVolumeTraded | N | Total quantity of volume traded across all levels. |
| | Start Repeating Group | |
| 268 | NoMDEntries | Y | Number of Market Data entries to follow |
| 269 | MDEntryType | Y | Market Data Entry Type. Must be the first field in this repeating group. Valid values are: |
| | | 0 = Bid |
| | | 1 = Offer |
| | | 2 = Implied Bid |
| | | 3 = Implied Offer |
| | | 4 = Last Trade |
| | | 6 = Settlement |
| | | 7 = Session High |
| | | 8 = Session Low |
| | | K = Limit High |
| | | L = Limit Low |
| | | B = Trade Volume |
| | | X = Chart Data. Single day with a sesson time span. |
| | | Y = Chart Data Batch. Mutiple days with a session time span. |
| | | Z = Chart Data Contract. Single day Total Traded Volume (TTV) for all markets of a contract. MarketId in Tag 278 with TTV in Tag 271. |
| | | U = Chart Data Day. Mutiple days with no session time span. |
| 270 | MDEntryPx | N | Entry Price. |
| 271 | MDEntrySize | N | Entry Size (or Volume). |
| 278 | MDEntryID | N | Market ID (of Chart Data Contract). |
| 1023 | MDEntryLevel | N | Book level this entry pertains to; an integer value from 1 to 10. |
| 18 | ExecInst | N | Execution Instruction as pertaining to the Compression Data Format. Valid Values are: |
| | | T = COMPRESSED_TAGS |
| | | U = UNCOMPRESSED |
| 965 | SecurityStatus | N | Status of Market Data Request for Chart Data. Valid values are: |
| | | 0 = Success |
| | | 1 = Failed |
| | | 2 = Exceeds Limit |
| | | 3 = No Permission |
| 3200 | TradeDateStart | N | Start Date of multiple-day Chart Data request. Used for SubscriptionRequestTypes of TIMEANDSALES_DATA_BATCH (263=4) and TIMEANDSALES_DATA_DAY (263=6) of MarketData Request message. |
| 3201 | TradeDateEnd | N | End Date of multiple-day Chart Data request. Used for SubscriptionRequestTypes of TIMEANDSALES_DATA_BATCH (263=4) and TIMEANDSALES_DATA_DAY (263=6) of MarketData Request message. |
| 3202 | SessionStartTime | N | Start of Session for a user-defined time-span of a Chart Data request. Used for SubscriptionRequestTypes of TIMEANDSALES_DATA_BATCH (263=4) and TIMEANDSALES_DATA (263=3) of MarketData Request message. |
| 3203 | SessionEndTime | N | End of Session for a user-defined time-span of a Chart Data request. Used for SubscriptionRequestTypes of TIMEANDSALES_DATA_BATCH (263=4) and TIMEANDSALES_DATA (263=3) of MarketData Request message. |
| 3204 | ChartType | N | Chart Type as pertaining to the (time) granularity of Chart Data Snapshot responses. Valid values are: |
| | | 0 = Tick |
| | | 1 = Second |
| | | 2 = Minute |
| | | 3 = Hour |
| | | 4 = Day |
| | | 5 = Time Price Opportunity (TPO) |
| | | 6 = TickChange |
| 3205 | DataFormat | N | Internal Format of Chart Data. For development information only. Valid values are: |
| | | 0 = CVS |
| | | 1 = T4C |
| | | 2 = T4Bin |
| 3206 | Numerator | N | Price Numerator of security |
| 3207 | Denominator | N | Price Denominator of security |
| 3208 | PriceCode | N | Internal Price code of security |
| 3209 | TickValue | N | Price Tick Value of security |
| | Start Repeating Group | |
| 3210 | NoTradeDates | N | Number of Trade Date entries to follow |
| 3211 | TradeDate | N | Trade Date for Chart Data Request (in UTC format) |
| | End Repeating Group | |
| | Start Repeating Group | |
| 3212 | NoMarketModes | N | Number of Market Mode entries to follow |
| 3213 | Time | N | Date-Time pertaining to this Market Mode Entry (in UTC format) |
| 3214 | MarketMode | N | Market Mode for Chart Data Request |
| | End Repeating Group | |
| | Start Repeating Group | |
| 3215 | NoSettlements | N | Number of Settlement entries to follow |
| 3216 | Time | N | Date-Time pertaining to this Settlement Entry (in UTC format) |
| 3217 | Settlement | N | Settlement for Chart Data Request |
| | End Repeating Group | |
| | Start Repeating Group | |
| 3218 | NoHeldSettlements | N | Number of Held Settlement entries to follow |
| 3219 | Time | N | Time pertaining to this Held Settlement Entry (in UTC format) |
| 3220 | HeldSettlement | N | Held Settlement for Chart Data Request |
| | End Repeating Group | |
| | Start Repeating Group | |
| 3221 | NoOpenInterests | N | Number of Open Interest entries to follow |
| 3222 | Time | N | Time pertaining to this Open Interest Entry (in UTC format) |
| 3223 | OpenInterest | N | Open Interest for Chart Data Request |
| | End Repeating Group | |
| | Start Repeating Group | |
| 3224 | NoClearedVolumes | N | Number of Cleared Volume entries to follow |
| 3225 | Time | N | Time pertaining to this Cleared Volume Entry (in UTC format) |
| 3226 | ClearedVolume | N | Cleared Volume for Chart Data Request |
| | End Repeating Group | |
| | Start Repeating Group | |
| 3227 | NoVWAPs | N | Number of Volume Weighted Average Pricing (VWAP) entries to follow |
| 3228 | Time | N | Time pertaining to this VWAP Entry (in UTC format) |
| 3229 | VWAP | N | VWAP for Chart Data Request |
| | End Repeating Group | |
| | Start Repeating Group | |
| 3230 | NoQuotes | N | Number of Quote entries to follow |
| 3231 | Time | N | Time pertaining to this Quote Entry (in UTC format) |
| 3232 | BidTicks | N | Bid Price in Ticks |
| 3233 | BidRealVolume | N | Bid Real Volume |
| 3234 | BidImpliedVolume | N | Bids Implied Volume of Quote |
| 3235 | OfferTicks | N | Offer Price in Ticks |
| 3236 | OfferRealVolume | N | Offer Real Volume |
| 3237 | OfferImpliedVolume | N | Offers Implied Volume of Quote |
| | End Repeating Group | |
| | Start Repeating Group | |
| 3238 | NoTPOs | N | Number of TPO (Time Price Opportunity) entries to follow |
| 3239 | TPOStartTime | N | Start Time pertaining to this TPO Entry (in UTC format) |
| 3240 | TPOTicks | N | Price Ticks of TPO |
| 3241 | TPOVolume | N | Volume of TPO |
| 3242 | TPOVolumeAtBid | N | Volume at the Bid |
| 3243 | TPOVolumeAtOffer | N | Volume at the Offer |
| 3244 | TPOIsOpening | N | Transaction is opening for TPO (Y=Yes, N=No) |
| 3245 | TPOIsClosing | N | Transaction is closing for TPO (Y=Yes, N=No) |
| | End Repeating Group | |
| | Start Repeating Group | |
| 3238 | No Trades | N | Number of Trade entries to follow |
| 3239 | Time | N | Start Time pertaining to this Trade Entry (in UTC format) |
| 3240 | TickValue | N | Price Tick Value for Chart Data Request |
| 3241 | TotalTradedVolume | N | Trade Volume for Chart Data Request |
| 3242 | DueToSpread | N | Whether the TPO corresponds to a Spread Strategy (Y=Yes, N=No) |
| 3243 | AtBidOrOffer | N | At Bid or Offer Transaction Type. Valid values are: |
| | | 1 = Buy |
| | | 2 = Sell |
| | End Repeating Group | |
| | Start Repeating Group | |
| 3253 | NoTradeBars | N | Number of Trade Bar entries to follow |
| 3254 | BarStartTime | N | Start Time for this TradeBar Entry (in UTC format) |
| 3255 | BarCloseTime | N | Close Time for this TradeBar Entry (in UTC format) |
| 3256 | BarOpenTicks | N | TradeBar Open Price in Ticks |
| 3257 | BarHighTicks | N | TradeBar High Price in Ticks |
| 3258 | BarLowTicks | N | TradeBar Low Price in Ticks |
| 3259 | BarCloseTicks | N | TradeBar Close Price in Ticks |
| 3260 | BarVolume | N | TradeBar Total Volume |
| 3261 | BarBidVolume | N | TradeBar Bid Volume |
| 3262 | BarOfferVolume | N | TradeBar Offer Volume |
| 3263 | BarTradeCount | N | Total number of trades for this TradeBar |
| 3264 | BarTradesAtBid | N | Number of Trades at Bid for this TradeBar |
| 3265 | BarTradesAtOffer | N | Number of Trades at Offer for this TradeBar |
| | End Repeating Group | |
| | Start Repeating Group | |
| 3266 | NoTickChanges | N | Number of Tick Change entries to follow |
| 3267 | BarStartTime | N | Start Time for this Tick Change Entry (in UTC format) |
| 3268 | BarCloseTime | N | Close Time for this Tick Change Entry (in UTC format) |
| 3269 | BarVolume | N | TickChange Total Volume |
| 3270 | BarBidVolume | N | TickChange Bid Volume |
| 3271 | BarOfferVolume | N | TickChange Offer Volume |
| 3272 | BarTradeCount | N | Total number of trades for this TickChange |
| 3273 | BarTradesAtBid | N | Number of Trades at Bid for this TickChange |
| 3274 | BarTradesAtOffer | N | Number of Trades at Offer for this TickChange |
| | End Repeating Group | |
| | Start Repeating Group | |
| 3275 | NoTrades | N | Number of RFQ (Request For Quote) entries to follow |
| 3276 | Time | N | Start Time pertaining to this RFQ (in UTC format) |
| 3277 | BuySell | N | Transaction Type for this RFQ. Valid values are: |
| | | 1 = Buy |
| | | 2 = Sell |
| 3278 | Volume | N | Volume for this RFQ |
| | End Repeating Group | |
| 354 | EncodedTextLength | N | Length of Encoded Text. |
| 355 | EncodedText | N | Chart Data Only. Base-64 encoded text of compressed Chart Data tags. For the COMPRESSED_TAGS data format (Tag 18=T), it carries the encoded tag-value pairs of all Chart Data tags (Tag 3200 to Tag 3278 above). |
| | End Repeating Group | |
| | Standard Trailer | Y |
Sample MessagesMarket Data Snapshot of Market with a 1 book level (Top of Book)
<< 10/11/2012 2:58:04 PM [fixmarketdatasnapshot] 34=11479|49=T4|56=T4Example|50=T4FIX|52=20121011-19:58:03.971|55=ZT|48=CME_20121200_ZTZ2|207=CME_F|387=4785|268=5|269=0|270=110.203125|271=224|1023=1|269=1|270=110.21875|271=326|1023=1|269=2|270=110.1875|271=1|1023=1|269=3|270=110.21875|271=3|1023=1|269=4|270=110.2109375|271=1|
[FIXMARKETDATASNAPSHOT]
[MsgSeqNum] 34 = 11479
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20121011-19:58:03.971
[Symbol] 55 = ZT
[SecurityID] 48 = CME_20121200_ZTZ2
[SecurityExchange] 207 = CME_F
[TotalVolumeTraded] 387 = 4785
[NoMDEntries] 268 = 5
[MDEntryType] 269 = 0 (BID)
[MDEntryPx] 270 = 110.203125
[MDEntrySize] 271 = 224
[MDPriceLevel] 1023 = 1
[MDEntryType] 269 = 1 (OFFER)
[MDEntryPx] 270 = 110.21875
[MDEntrySize] 271 = 326
[MDPriceLevel] 1023 = 1
[MDEntryType] 269 = 2 (IMPLIED_BID)
[MDEntryPx] 270 = 110.1875
[MDEntrySize] 271 = 1
[MDPriceLevel] 1023 = 1
[MDEntryType] 269 = 3 (IMPLIED_OFFER)
[MDEntryPx] 270 = 110.21875
[MDEntrySize] 271 = 3
[MDPriceLevel] 1023 = 1
[MDEntryType] 269 = 4 (TRADE)
[MDEntryPx] 270 = 110.2109375
[MDEntrySize] 271 = 1
Market Data Snapshot for non-book entries
<< 10/11/2012 2:58:04 PM [fixmarketdatasnapshot] 34=11480|49=T4Example|56=T4|50=T4FIX|52=20121011-19:58:04.002|55=ZT|48=CME_20121200_ZTZ2|207=CME_F|268=22|269=6|270=110.21875|269=7|270=110.21875|269=7|270=110|269=B|270=0|271=4785|1023=0|269=B|270=110|271=260|1023=1|269=B|270=110.0078125|271=10|1023=2|269=B|270=110.0234375|271=10|1023=3|269=B|270=110.0390625|271=80|1023=4|269=B|270=110.0546875|271=10|1023=5|269=B|270=110.0703125|271=10|1023=6|269=B|270=110.0859375|271=10|1023=7|269=B|270=110.1015625|271=10|1023=8|269=B|270=110.1171875|271=10|1023=9|269=B|270=110.1328125|271=25|1023=10|269=B|270=110.1484375|271=20|1023=11|269=B|270=110.15625|271=50|1023=12|269=B|270=110.1640625|271=35|1023=13|269=B|270=110.1796875|271=25|1023=14|269=B|270=110.1953125|271=156|1023=15|269=B|270=110.203125|271=21|1023=16|269=B|270=110.2109375|271=4012|1023=17|269=B|270=110.21875|271=31|1023=18|
[FIXMARKETDATASNAPSHOT]
[MsgSeqNum] 34 = 11480
[SenderCompID] 49 = T4Example
[TargetCompID] 56 = T4
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20121011-19:58:04.002
[Symbol] 55 = ZT
[SecurityID] 48 = CME_20121200_ZTZ2
[SecurityExchange] 207 = CME_F
[NoMDEntries] 268 = 22
[MDEntryType] 269 = 6 (SETTLEMENT_PRICE)
[MDEntryPx] 270 = 110.21875
[MDEntryType] 269 = 7 (TRADING_SESSION_HIGH_PRICE)
[MDEntryPx] 270 = 110.21875
[MDEntryType] 269 = 7 (TRADING_SESSION_HIGH_PRICE)
[MDEntryPx] 270 = 110
[MDEntryType] 269 = B (TRADE_VOLUME)
[MDEntryPx] 270 = 0
[MDEntrySize] 271 = 4785
[MDPriceLevel] 1023 = 0
[MDEntryType] 269 = B (TRADE_VOLUME)
[MDEntryPx] 270 = 110
[MDEntrySize] 271 = 260
[MDPriceLevel] 1023 = 1
[MDEntryType] 269 = B (TRADE_VOLUME)
[MDEntryPx] 270 = 110.0078125
[MDEntrySize] 271 = 10
[MDPriceLevel] 1023 = 2
[MDEntryType] 269 = B (TRADE_VOLUME)
[MDEntryPx] 270 = 110.0234375
[MDEntrySize] 271 = 10
[MDPriceLevel] 1023 = 3
[MDEntryType] 269 = B (TRADE_VOLUME)
[MDEntryPx] 270 = 110.0390625
[MDEntrySize] 271 = 80
[MDPriceLevel] 1023 = 4
[MDEntryType] 269 = B (TRADE_VOLUME)
[MDEntryPx] 270 = 110.0546875
[MDEntrySize] 271 = 10
[MDPriceLevel] 1023 = 5
[MDEntryType] 269 = B (TRADE_VOLUME)
[MDEntryPx] 270 = 110.0703125
[MDEntrySize] 271 = 10
[MDPriceLevel] 1023 = 6
[MDEntryType] 269 = B (TRADE_VOLUME)
[MDEntryPx] 270 = 110.0859375
[MDEntrySize] 271 = 10
[MDPriceLevel] 1023 = 7
[MDEntryType] 269 = B (TRADE_VOLUME)
[MDEntryPx] 270 = 110.1015625
[MDEntrySize] 271 = 10
[MDPriceLevel] 1023 = 8
[MDEntryType] 269 = B (TRADE_VOLUME)
[MDEntryPx] 270 = 110.1171875
[MDEntrySize] 271 = 10
[MDPriceLevel] 1023 = 9
[MDEntryType] 269 = B (TRADE_VOLUME)
[MDEntryPx] 270 = 110.1328125
[MDEntrySize] 271 = 25
[MDPriceLevel] 1023 = 10
[MDEntryType] 269 = B (TRADE_VOLUME)
[MDEntryPx] 270 = 110.1484375
[MDEntrySize] 271 = 20
[MDPriceLevel] 1023 = 11
[MDEntryType] 269 = B (TRADE_VOLUME)
[MDEntryPx] 270 = 110.15625
[MDEntrySize] 271 = 50
[MDPriceLevel] 1023 = 12
[MDEntryType] 269 = B (TRADE_VOLUME)
[MDEntryPx] 270 = 110.1640625
[MDEntrySize] 271 = 35
[MDPriceLevel] 1023 = 13
[MDEntryType] 269 = B (TRADE_VOLUME)
[MDEntryPx] 270 = 110.1796875
[MDEntrySize] 271 = 25
[MDPriceLevel] 1023 = 14
[MDEntryType] 269 = B (TRADE_VOLUME)
[MDEntryPx] 270 = 110.1953125
[MDEntrySize] 271 = 156
[MDPriceLevel] 1023 = 15
[MDEntryType] 269 = B (TRADE_VOLUME)
[MDEntryPx] 270 = 110.203125
[MDEntrySize] 271 = 21
[MDPriceLevel] 1023 = 16
[MDEntryType] 269 = B (TRADE_VOLUME)
[MDEntryPx] 270 = 110.2109375
[MDEntrySize] 271 = 4012
[MDPriceLevel] 1023 = 17
[MDEntryType] 269 = B (TRADE_VOLUME)
[MDEntryPx] 270 = 110.21875
[MDEntrySize] 271 = 31
[MDPriceLevel] 1023 = 18
Chart Data Batch Response (UnCompressed)
<< 01/22/2013 04:28:54.420 PM [fixmarketdatasnapshot] 34=403|49=T4Example|56=T4|50=T4FIX|52=20130122-22:28:54.420|262=mdc-1/22/2013 4:28:54 PM-0|55=ZC|48=LVCME_20130700_ZCN3|207=LVCME_C|965=0|3200=20120926-05:00:00.000|3201=20120926-05:00:00.000|3202=20120926-16:12:00.000|3203=20120926-16:14:00.000|3204=2|3205=2|268=1|269=Y|75=20120926-05:00:00.000|3206=25|3207=100|3208=MC|3209=12.5|3210=1|3211=20120926-05:00:00.000|3212=6|3213=20120925-21:59:30.005|3214=6|3213=20120925-22:00:00.145|3214=2|3213=20120926-19:00:00.002|3214=7|3213=20120926-19:30:00.018|3214=1|3213=20120926-21:00:00.014|3214=5|3213=20120926-21:45:00.037|3214=1|3215=1|3216=20120926-19:15:05.458|3217=72150|3218=1|3219=20120926-19:15:05.458|3220=72150|3221=2|3222=20120926-06:08:57.601|3223=111873|3222=20120926-13:30:49.811|3223=111854|3224=1|3225=20120926-06:08:57.601|3226=9310|3253=2|3254=20120926-16:12:00.000|3255=20120926-16:12:58.488|3256=72125|3257=72125|3258=72125|3259=72125|3260=2|3261=0|3262=2|3263=2|3264=0|3265=2|3254=20120926-16:13:00.000|3255=20120926-16:13:48.918|3256=72125|3257=72125|3258=72100|3259=72125|3260=29|3261=12|3262=17|3263=28|3264=11|3265=17|
[FIXMARKETDATASNAPSHOT]
[MsgSeqNum] 34 = 403
[SenderCompID] 49 = T4Example
[TargetCompID] 56 = T4
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130122-22:28:54.420
[MDReqID] 262 = mdc-1/22/2013 4:28:54 PM-0
[Symbol] 55 = ZC
[SecurityID] 48 = LVCME_20130700_ZCN3
[SecurityExchange] 207 = LVCME_C
[SecurityStatus] 965 = 0 (SUCCESS)
[TradeDateStart] 3200 = 20120926-05:00:00.000
[TradeDateEnd] 3201 = 20120926-05:00:00.000
[SessionStartTime] 3202 = 20120926-16:12:00.000
[SessionEndTime] 3203 = 20120926-16:14:00.000
[ChartType] 3204 = 2 (MINUTE)
[DataFormat] 3205 = 2 (T4BIN)
[NoMDEntries] 268 = 1
[MDEntryType] 269 = Y (CHART_DATA_BATCH)
[TradeDate] 75 = 20120926-05:00:00.000
[Numerator] 3206 = 25
[Denominator] 3207 = 100
[PriceCode] 3208 = MC
[TickValue] 3209 = 12.5
[NoTradeDates] 3210 = 1
[TradeDate] 3211 = 20120926-05:00:00.000
[NoMarketModes] 3212 = 6
[MarketModeTime] 3213 = 20120925-21:59:30.005
[MarketMode] 3214 = 6 (SUSPENDED)
[MarketModeTime] 3213 = 20120925-22:00:00.145
[MarketMode] 3214 = 2 (OPEN)
[MarketModeTime] 3213 = 20120926-19:00:00.002
[MarketMode] 3214 = 7 (HALTED)
[MarketModeTime] 3213 = 20120926-19:30:00.018
[MarketMode] 3214 = 1 (PRE_OPEN)
[MarketModeTime] 3213 = 20120926-21:00:00.014
[MarketMode] 3214 = 5 (CLOSED)
[MarketModeTime] 3213 = 20120926-21:45:00.037
[MarketMode] 3214 = 1 (PRE_OPEN)
[NoSettlement] 3215 = 1
[SettlementTime] 3216 = 20120926-19:15:05.458
[Settlement] 3217 = 72150
[NoHeldSettlement] 3218 = 1
[HeldSettlementTime] 3219 = 20120926-19:15:05.458
[HeldSettlement] 3220 = 72150
[NoOpenInterest] 3221 = 2
[OpenInterestTime] 3222 = 20120926-06:08:57.601
[OpenInterest] 3223 = 111873
[OpenInterestTime] 3222 = 20120926-13:30:49.811
[OpenInterest] 3223 = 111854
[NoClearedVolume] 3224 = 1
[ClearedVolumeTime] 3225 = 20120926-06:08:57.601
[ClearedVolume] 3226 = 9310
[NoTradeBar] 3253 = 2
[BarStartTime] 3254 = 20120926-16:12:00.000
[BarCloseTime] 3255 = 20120926-16:12:58.488
[BarOpenTicks] 3256 = 72125
[BarHighTicks] 3257 = 72125
[BarLowTicks] 3258 = 72125
[BarCloseTicks] 3259 = 72125
[BarVolume] 3260 = 2
[BarBidVolume] 3261 = 0
[BarOfferVolume] 3262 = 2
[BarTradeCount] 3263 = 2
[BarTradesAtBid] 3264 = 0
[BarTradesAtOffer] 3265 = 2
[BarStartTime] 3254 = 20120926-16:13:00.000
[BarCloseTime] 3255 = 20120926-16:13:48.918
[BarOpenTicks] 3256 = 72125
[BarHighTicks] 3257 = 72125
[BarLowTicks] 3258 = 72100
[BarCloseTicks] 3259 = 72125
[BarVolume] 3260 = 29
[BarBidVolume] 3261 = 12
[BarOfferVolume] 3262 = 17
[BarTradeCount] 3263 = 28
[BarTradesAtBid] 3264 = 11
[BarTradesAtOffer] 3265 = 17
Chart Data Contract Response (UnCompressed)
<< 01/22/2013 04:50:39.647 PM [fixmarketdatasnapshot] 34=467|49=T4Example|56=T4|50=T4FIX|52=20130122-22:50:39.647|262=mdc-1/22/2013 4:50:39 PM-0|55=ZC|207=LVCME_C|965=0|3200=20120926-05:00:00.000|268=13|269=Z|278=LVCME_20121200_ZCZ2|271=150084|269=Z|278=LVCME_20130300_ZCH3|271=47894|269=Z|278=LVCME_20130500_ZCK3|271=12153|269=Z|278=LVCME_20130700_ZCN3|271=13963|269=Z|278=LVCME_20130900_ZCU3|271=1256|269=Z|278=LVCME_20131200_ZCZ3|271=4963|269=Z|278=LVCME_20140300_ZCH4|271=218|269=Z|278=LVCME_20140500_ZCK4|271=80|269=Z|278=LVCME_20140700_ZCN4|271=52|269=Z|278=LVCME_20140900_ZCU4|271=5|269=Z|278=LVCME_20141200_ZCZ4|271=174|269=Z|278=LVCME_20150700_ZCN5|271=5|269=Z|278=LVCME_20151200_ZCZ5|271=38|
[FIXMARKETDATASNAPSHOT]
[MsgSeqNum] 34 = 467
[SenderCompID] 49 = T4Example
[TargetCompID] 56 = T4
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130122-22:50:39.647
[MDReqID] 262 = mdc-1/22/2013 4:50:39 PM-0
[Symbol] 55 = ZC
[SecurityExchange] 207 = LVCME_C
[SecurityStatus] 965 = 0 (SUCCESS)
[TradeDateStart] 3200 = 20120926-05:00:00.000
[NoMDEntries] 268 = 13
[MDEntryType] 269 = Z (CHART_DATA_CONTRACT)
[MDEntryID] 278 = LVCME_20121200_ZCZ2
[MDEntrySize] 271 = 150084
[MDEntryType] 269 = Z (CHART_DATA_CONTRACT)
[MDEntryID] 278 = LVCME_20130300_ZCH3
[MDEntrySize] 271 = 47894
[MDEntryType] 269 = Z (CHART_DATA_CONTRACT)
[MDEntryID] 278 = LVCME_20130500_ZCK3
[MDEntrySize] 271 = 12153
[MDEntryType] 269 = Z (CHART_DATA_CONTRACT)
[MDEntryID] 278 = LVCME_20130700_ZCN3
[MDEntrySize] 271 = 13963
[MDEntryType] 269 = Z (CHART_DATA_CONTRACT)
[MDEntryID] 278 = LVCME_20130900_ZCU3
[MDEntrySize] 271 = 1256
[MDEntryType] 269 = Z (CHART_DATA_CONTRACT)
[MDEntryID] 278 = LVCME_20131200_ZCZ3
[MDEntrySize] 271 = 4963
[MDEntryType] 269 = Z (CHART_DATA_CONTRACT)
[MDEntryID] 278 = LVCME_20140300_ZCH4
[MDEntrySize] 271 = 218
[MDEntryType] 269 = Z (CHART_DATA_CONTRACT)
[MDEntryID] 278 = LVCME_20140500_ZCK4
[MDEntrySize] 271 = 80
[MDEntryType] 269 = Z (CHART_DATA_CONTRACT)
[MDEntryID] 278 = LVCME_20140700_ZCN4
[MDEntrySize] 271 = 52
[MDEntryType] 269 = Z (CHART_DATA_CONTRACT)
[MDEntryID] 278 = LVCME_20140900_ZCU4
[MDEntrySize] 271 = 5
[MDEntryType] 269 = Z (CHART_DATA_CONTRACT)
[MDEntryID] 278 = LVCME_20141200_ZCZ4
[MDEntrySize] 271 = 174
[MDEntryType] 269 = Z (CHART_DATA_CONTRACT)
[MDEntryID] 278 = LVCME_20150700_ZCN5
[MDEntrySize] 271 = 5
[MDEntryType] 269 = Z (CHART_DATA_CONTRACT)
[MDEntryID] 278 = LVCME_20151200_ZCZ5
[MDEntrySize] 271 = 38
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