Market Data
Last updated
Last updated
Every price or size values should be represented with FineryMarkets internal corresponding types.
Description of all the types can be found .
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.
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
0
Bid
1
Offer