Market Data
Every price or size values should be represented with FineryMarkets internal corresponding types.
Description of all the types can be found here.
Market Data Request<V>
Market data request allows the client to receive market data on a subscription basis.
In case of successful subscription Market Data - Snapshot/Full Refresh<W> message sent to the client and Market Data - Incremental Refresh<X> are sent to the client upon every book update.
If subscription failed Market Data Request Reject<Y> message sent to the client.
Makers are subscribed to the feed 'B'. Takers are subscribed to the feed 'F'.
Market Data - Snapshot/Full Refresh<W>
The Market Data messages are used as the response to a Market Data Request<V> message. In all cases, one Market Data message refers only to one Market Data Request<V> . Each Market Data message contains information about only one symbol(instrument).
Market Data - Incremental Refresh<X>
The Market Data messages are used as the response to a Market Data Request<V> message. In all cases, one Market Data message refers only to one Market Data Request<V> . Contains incremental update for market data.
Market Data - Reject <Y>
The Market Data Request Reject<Y> is used when FineryMarkets cannot honor the Market Data Request<V> , due to business or technical reasons.
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