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  1. API Reference
  2. FIX API
  3. QS for Liquidity Providers

Market Data

PreviousQS for Liquidity ProvidersNextTrading

Last updated 19 days ago

Every price or size values should be represented with FineryMarkets internal corresponding types.

Description of all the types can be found .

Market Data - Snapshot/Full Refresh<W>

Market Data messages are used to transmit updates related to the instrument. Each message contains data for a single symbol (instrument) only. If an invalid update is received, it is ignored and the connection will be closed.

Tag
Name
Required
Example
Description

55

Symbol

N

BTC-USD

Instrument. Should match the instrument of the stream with ID StreamID<20000>

268

NoMDEntries

Y

1

Number of entries following. 0 for empty book.

269

=> MDEntryType

Y

0

Must be the first field of the repeating group. Entry type(see below)

270

=> MDEntryPx

Y

1

Price, value of type Price

271

=> MDEntrySize

Y

1

Size, value of type Size

20000

StreamID

Y

11e61d3e-804c-4b60-bf27-d217f086a1f9

ID of a stream this update relates to

MDEntryType
Description

0

Bid

1

Offer

Example of the message
8=FIX.4.4|9=489|35=W|34=2|49=<api_key>|52=20250526-14:33:53.808|56=FINERYMARKETS|268=10|269=0|270=500000000|271=500000000|269=0|270=400000000|271=400000000|269=0|270=300000000|271=300000000|269=0|270=200000000|271=200000000|269=0|270=100000000|271=100000000|269=1|270=100000000|271=100000000|269=1|270=200000000|271=200000000|269=1|270=300000000|271=300000000|269=1|270=400000000|271=400000000|269=1|270=500000000|271=500000000|20000=f7657b96-4b8c-4054-bc7a-0cb355363655|10=000
here