> ## Documentation Index
> Fetch the complete documentation index at: https://docs.cdp.coinbase.com/llms.txt
> Use this file to discover all available pages before exploring further.

# Prime FIX 5.0 Market Data

> Market data messages for the Coinbase Prime FIX 5.0 API.

Prime FIX Market Data provides level 2 market data on FIX 5.0 for Prime Trading Spot instruments. This includes OHLCV (Open, High, Low, Close, Volume), bids and offers, and trade history data.

This requires a separate API key from the API key used for FIX Order Entry.

<Info>Market data messages include the [standard header and trailer fields](./overview.mdx#standard-header).</Info>

## Getting started

To get started quickly with FIX Market Data, take a look at the sample [FIX Market Data Go reference application](https://github.com/coinbase-samples/prime-fix-md-go) on Coinbase Samples.

## Supported message types

The Prime FIX Market Data API supports the following message types:

**Client to server:**

* MarketDataRequest (V)

**Server to client:**

* MarketDataRequestReject (Y)
* MarketDataSnapshotFullRefresh (W)
* MarketDataIncrementalRefresh (X)
* SecurityStatus (f)

## MarketDataRequest (V)

Sent by the client when placing a market data request.

| Tag  | Req | Name                    | Description                                                                                                                   |
| :--- | :-- | :---------------------- | :---------------------------------------------------------------------------------------------------------------------------- |
| 262  | Y   | MDReqID                 | Client unique identifier for market data request                                                                              |
| 263  | Y   | SubscriptionRequestType | `0` = Snapshot only<br />`1` = Snapshot+Updates (Subscribe)<br />`2` = Disable previous Snapshot+Update (Unsubscribe)         |
| 264  | Y   | MarketDepth             | `0` = Full depth (L2)<br />`1` = Top of book<br />`N>1` = Report best N price tiers of data                                   |
| 265  | N   | MDUpdateType            | Required if SubscriptionRequestType \<263> = 1:<br />`0` = Snapshot+Updates<br />`1` = Updates only                           |
| 267  | Y   | NoMDEntryTypes          | Number of MDEntryType \<269> fields requested                                                                                 |
| ↳269 | Y   | MDEntryType             | `0` = Bid<br />`1` = Offer<br />`2` = Trade<br />`4` = Open<br />`5` = Close<br />`7` = High<br />`8` = Low<br />`B` = Volume |
| 146  | Y   | NoRelatedSym            | Number of Symbols \<55> requested                                                                                             |
| ↳55  | Y   | Symbol                  | Repeating group of symbols for which the client requests market data                                                          |

## MarketDataRequestReject (Y)

Sent by the server in case the MarketDataRequest (V) fails.

| Tag | Req | Name           | Description                                      |
| :-- | :-- | :------------- | :----------------------------------------------- |
| 262 | Y   | MDReqID        | Client unique identifier for market data request |
| 281 | Y   | MDReqRejReason | See [MDReqRejReason table](#mdreqrejreason)      |
| 58  | N   | Text           | User friendly error message                      |

### MDReqRejReason

Possible values for MDReqRejReason (see [MarketDataRequestReject (Y)](#marketdatarequestreject-y)).

| Value | Description                            |
| :---- | :------------------------------------- |
| 0     | Unknown symbol                         |
| 1     | Duplicate MDReqID                      |
| 2     | Insufficient bandwidth                 |
| 3     | Insufficient permission                |
| 4     | Invalid SubscriptionRequestType \<263> |
| 5     | Invalid MarketDepth \<264>             |
| 6     | Unsupported MDUpdateType \<267>        |
| 7     | Other                                  |
| 8     | Unsupported MDEntryType \<269>         |

## MarketDataSnapshotFullRefresh (W)

Sent by the server to view a new stream of market data information.

| Tag   | Req | Name          | Description                                                                                                                   |
| :---- | :-- | :------------ | :---------------------------------------------------------------------------------------------------------------------------- |
| 262   | Y   | MDReqID       | Client unique identifier for market data request                                                                              |
| 55    | Y   | Symbol        | The trading pair from MarketDataRequest                                                                                       |
| 268   | Y   | NoMDEntries   | Number of market data updates in snapshot                                                                                     |
| 911   | Y   | TotNumReports | Total number of reports being sent in response to a single request                                                            |
| 963   | Y   | ReportID      | Unique identifier of the report itself                                                                                        |
| ↳269  | Y   | MDEntryType   | `0` = Bid<br />`1` = Offer<br />`2` = Trade<br />`4` = Open<br />`5` = Close<br />`7` = High<br />`8` = Low<br />`B` = Volume |
| ↳278  | Y   | MDEntryID     | Unique identifier for this market data entry                                                                                  |
| ↳83   | Y   | RptSeq        | Public sequence number for each entry in the snapshot by symbol                                                               |
| ↳270  | N   | MDEntryPx     | Price of the market data entry (Not present if MDEntryType = B)                                                               |
| ↳271  | N   | MDEntrySize   | Volume represented by the market data entry (Not present if MDEntryType = 4, 5, 7, or 8)                                      |
| ↳272  | Y   | MDEntryDate   | Date of the market data entry                                                                                                 |
| ↳2446 | N   | AggressorSide | If MDEntryType = 2 (Trade), the side of the order:<br />`1` = Buy<br />`2` = Sell                                             |
| ↳273  | Y   | MDEntryTime   | Time of the market data entry                                                                                                 |
| ↳453  | N   | NoPartyIDs    | Only present if MDEntryType = 2 (Trade). Will always be 1                                                                     |
| ↳↳448 | N   | PartyID       | Market Identifier Code (MIC) for Venue                                                                                        |
| ↳↳447 | N   | PartyIDSource | Will always be `G`, Market Identifier Code (MIC)                                                                              |
| ↳↳452 | N   | PartyRole     | Will always be `73`, Execution Venue                                                                                          |

## MarketDataIncrementalRefresh (X)

Sent by the server to view updates to an existing stream.

| Tag   | Req | Name           | Description                                                                                                                   |
| :---- | :-- | :------------- | :---------------------------------------------------------------------------------------------------------------------------- |
| 262   | Y   | MDReqID        | Client unique identifier for market data request                                                                              |
| 55    | Y   | Symbol         | The trading pair from MarketDataRequest                                                                                       |
| 268   | Y   | NoMDEntries    | Number of market data updates in snapshot                                                                                     |
| ↳279  | Y   | MDUpdateAction | Type of entry update:<br />`0` = NEW<br />`1` = CHANGE<br />`2` = DELETE                                                      |
| ↳269  | Y   | MDEntryType    | `0` = Bid<br />`1` = Offer<br />`2` = Trade<br />`4` = Open<br />`5` = Close<br />`7` = High<br />`8` = Low<br />`B` = Volume |
| ↳278  | Y   | MDEntryID      | Unique identifier for this market data entry                                                                                  |
| ↳83   | Y   | RptSeq         | Public sequence number for each entry in the snapshot by symbol                                                               |
| ↳270  | N   | MDEntryPx      | Price of the market data entry (Not present if MDEntryType = B)                                                               |
| ↳271  | N   | MDEntrySize    | Volume represented by the market data entry (Not present if MDEntryType = 4, 5, 7, or 8)                                      |
| ↳272  | Y   | MDEntryDate    | Date of the market data entry                                                                                                 |
| ↳2446 | N   | AggressorSide  | If MDEntryType = 2 (Trade), the side of the order:<br />`1` = Buy<br />`2` = Sell                                             |
| ↳273  | Y   | MDEntryTime    | Time of the market data entry                                                                                                 |
| ↳453  | N   | NoPartyIDs     | Only present if MDEntryType = 2 (Trade). Will always be 1                                                                     |
| ↳↳448 | N   | PartyID        | Market Identifier Code (MIC) for Venue                                                                                        |
| ↳↳447 | N   | PartyIDSource  | Will always be `G`, Market Identifier Code (MIC)                                                                              |
| ↳↳452 | N   | PartyRole      | Will always be `73`, Execution Venue                                                                                          |

## SecurityStatus (f)

Sent by the server once when an existing stream fails, and once when it reconnects.

| Tag | Req | Name                  | Description                                                                                                                  |
| :-- | :-- | :-------------------- | :--------------------------------------------------------------------------------------------------------------------------- |
| 55  | Y   | Symbol                | Symbol                                                                                                                       |
| 326 | Y   | SecurityTradingStatus | `3` = Resume<br />`999` = Market data feed temporarily unavailable                                                           |
| 58  | Y   | Text                  | Market data feed temporarily unavailable for MDReqID `{MDReqID}` for stream type:<br />- bid/offer<br />- trade<br />- OHLCV |