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 - 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