MD Market Data Feed

After connecting to OpenYield, the Market Data session (********-MD) sends a full snapshot of top-of-market bids and offers, then streams incremental refresh messages as prices change. Each snapshot references a single security. Both snapshots and updates may contain multiple events per message.

MDEntryType	Value	Description
Bid	0	Current top-of-market bid. Deleted when the bid side empties.
Offer	1	Current top-of-market offer. Deleted when the offer side empties.
Trade	2	Real-time print on the OpenYield ATS.
Index	3	Current mid delta to the previous day’s closing mid (change on day).
High	7	High price on day.
Low	8	Low price on day.