The second Market Data message format is used for incremental updates.
Added in protocol FIX.4.2
See in: FIX.4.2, FIX.4.3, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.
| Field or Component | Name | Description | Is Required | Added | Is Deprecated |
|---|---|---|---|---|---|
| Block | StandardHeader | MsgType = X | Y | FIX.4.2 | |
| 262 | MDReqID | Conditionally required if this message is in response to a Market Data Request. | FIX.4.2 | ||
| ImplicitBlockRepeating | MDIncGrp | Number of entries following. | Y | FIX.4.4 | |
| 813 | ApplQueueDepth | Depth of application messages queued for transmission as of delivery of this message | FIX.4.4 | ||
| 814 | ApplQueueResolution | Action taken to resolve application queuing | FIX.4.4 | ||
| Block | StandardTrailer | Y | FIX.4.2 |