My software does not receive Market Data Snapshot message (W) in response to Market Data Request (V). Instead Market Data Incremental Refresh messages start coming immediately. Is this expected behavior and snapshots actually never come? Or if they have to be implemented, what should be changed in the request in order to receive them?
Account Id 3179496 on demo connection.
You can find sample transcript of FIX session here: http://fixparser.targetcompid.com?sharedlink=-L-kzJge6_FzMzAgXMIt, use the following key: