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Workflow

​Understanding price and quantity

In a Market Data - Incremental Refresh <X> message, the MDEntryPx <270> field is denominated in USD and the MDEntrySize <271> field is denominated in BTC.

RAW
8=FIX.4.4|9=122|35=X|34=41|49=GEMINI|52=20160217-18:07:26.581|56=CLIENT|262=TestMDReqID_1|268=1|279=0|269=0|55=BTCUSD|270=300.43|271=0.57|10=070|

HEADER
        8         BeginString: FIX.4.4
        9          BodyLength: 122
       34           MsgSeqNum: 41
       35             MsgType: MarketDataIncrementalRefresh (X)
       49        SenderCompID: GEMINI
       52         SendingTime: 20160217-18:07:26.581
       56        TargetCompID: CLIENT
BODY
      262             MDReqID: TestMDReqID_1
      268         NoMDEntries: count = 1
       55              Symbol: BTCUSD
      269         MDEntryType: BID (0)
      270           MDEntryPx: 419.02
      271         MDEntrySize: 9.50
      279      MDUpdateAction: NEW (0)
TRAILER
       10            CheckSum: 070
txt
Market data subscriptionCurrency-based messages and fields