Market Data Incremental Refresh (tag 35-MsgType = X)messages are segregated by their Entry Type value (tag 269-MDEntryType). To … See more The following Market Data messages can possibly cause an event, be included in the middle of the event, or be the last message of the event: 1. Market Data Incremental Refresh … See more WebThe Trade Summary data is the first type of message sent on the market data feed for a trade. A Trade Summary message represents a distinct match comprised of all orders …
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