In the market data samples below, we are highlighting some of the primary changes that will be seen when migrating to the TT FIX market data.
- User ID (tag 116) needed on all market data requests
- Destination by MIC (tag 100 or tag 207)
- Instrument request by Security ID source
- Instrument request by Alt ID source
- New MD EntryTypes within market data request
Please note: We are not including the entire changes within our new TT FIX market data. For more detailed information, please look to our here
VX (CFE/FUT) Snapshot plus updates - Full Refresh (Top of Book only) & Security ID
GE (CFE/MLEG)Snapshot plus updates - Incremental Refresh (full book) & Security ID source
BRN (ICE/OPT)Snapshot plus updates - Incremental Refresh (Top of Book only) & Alt Sec ID
FESX (Eurex/FUT)Snapshot Only - Full Book & Security by Name
HSI (HKEX/MLEG)Snapshot plus updates - Incremental Refresh (full book) & Security ID source
CN (SGX/FUT) Snapshot plus updates - Incremental Refresh (full book) & Security by Name (MIC)
YT (ASX/FUT)Snapshot plus updates - Incremental Refresh (full book) & Security ID source / new MD Entry Types
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