Market Data Snapshot (W) — Production FIX API

MarketDataSnapshotFullRefresh(W) delivers the initial full order book snapshot on the Deribit production FIX API before incremental updates begin streaming.

Market Data Snapshot/Full Refresh(W) is used as the response to a Market Data Request(V) message.

Arguments

Tag	Name	Type	Required	Comments
55	Symbol	String	Yes	Instrument symbol. See instrument naming convention for more details
262	MDReqID	String	No	ID of the original request, if it is applicable
311	UnderlyingSymbol	String	For options	Underlying symbol
810	UnderlyingPx	Price	For options	Price of the underlying instrument. Underlying instrument underlies the primary instrument
231	ContractMultiplier	float	No	Specifies a multiply factor to convert from contracts to total units
201	PutOrCall	int	No	Indicates whether an Option is for a put or call. Only for Options. Possible values: 0 = put, 1 = call
100087	TradeVolume24h	Qty	No	Defines 24h trade volume for the Symbol in the corresponding contract units
100090	MarkPrice	Price	No	Defines mark price for the Symbol
746	OpenInterest	float	No	Defines open interest for the Symbol
100092	CurrentFunding	Price	No	Current funding (perpetual only)
100093	Funding8h	Price	No	Funding in last 8h (perpetual only)
	Group MDFullGrp
268	NoMDEntries	NumInGroup	Yes	Repeating group. Specifies the number of entries in the group
=>269	MDEntryType	int	Yes	Possible values: 0 = Bid (Bid side of the order book), 1 = Offer (Ask side of the order book), 2 = Trade (in case of request for info about recent trades), 3 = Index Value (value of Index for INDEX instruments like BTC-DERIBIT-INDEX), 6 = Settlement Price(Estimated Delivery Price for INDEX instruments like BTC-DERIBIT-INDEX)
=>270	MDEntryPx	Price	No	Price of an entry
=>271	MDEntrySize	Qty	No	Size of an entry in Contract units corresponding to the ContractMultiplier in SecurityList
=>272	MDEntryDate	UTCTimestamp	No	The timestamp for trade
=>100009	DeribitTradeId	String	No	Id of the trade, in case of the request for trades
=>54	Side	char	No	Side of trade. Possible values: 1 = Buy, 2 = Sell
=>44	Price	Price	No	For trades, this is the index price at the trade moment (Deribit index)
=>58	Text	String	No	For trade - the trade sequence number
=>37	OrderId	String	No	For trade – taker’s matching order id
=>198	SecondaryOrderId	String	No	For trade – maker’s matching order id
=>39	OrdStatus	char	No	For trade – order status. Possible values: 0 = New, 1 = Partially filled, 2 = Filled, 4 = Cancelled
=>100010	DeribitLabel	String	No	User defined max 64 grapheme clusters long, label of the order, in case of the request for trades. This tag operates on grapheme clusters. A grapheme cluster is a user-perceived character, which can be represented by several unicode codepoints. Please refer to Unicode specification for more details about the grapheme clusters
=>100091	DeribitLiquidation	String	No	Optional field (only for trades caused by liquidation): “M” when maker side of trade was under liquidation, “T” when taker side was under liquidation, “MT” when both sides of trade were under liquidation. This field is hidden for public for the first hour after the trade in order to prevent traders from abusing this information.
=>880	TrdMatchID	String	No	Only for trades. Block trade id - when trade was part of block trade. It can be included only if DeribitShowBlockTradeId(9012) is set to Y and DeribitSkipBlockTrades(9011) is set to N

CurrentFunding and Funding8h are present only in W message, not in X message below.