Market Price data is conveyed as an FieldList, where each FieldEntry corresponds to a piece of information and its current value. The field list should be decoded by checking FieldEntry.LoadType and retrieving a specific type. For more information, refer to the Enterprise Message API C++ Edition Developers Guide.
Figure 13. MarketPrice Response Message Payload
Code Example 6: Market Price Request Message Sample XML Message Layout
Code Example 7: Market Price Refresh Message Sample XML Message Layout