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  • Market Data Request<V>
  • Market Data - Snapshot/Full Refresh<W>
  • Market Data - Reject <Y>
  1. API Reference
  2. FIX API
  3. QS for Takers

Market Data

PreviousQS for TakersNextTroubleshooting Errors

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 Request<V>

Market data request allows receiving market data on a subscription basis.

Tag
Name
Required
Example
Description

262

MDReqID

Y

1

Unique market data request Id

263

SubscriptionRequestType

Y

2

Subscription request type(see below)

267

NoMDEntryTypes

Y

2

Number of MDEntryType <269> fields requested. Should always be 2 for bid and offer.

269

=> MDEntryType

Y

0

Must be the first field in this repeating group. This is a list of all the types of Market Data Entries that the firm requesting the Market Data is interested in receiving (see below)

146

NoRelatedSym

Y

1

Number of symbols (instruments) requested. Should be 1.

55

=> Symbol

Y

BTC-USD

Requested instrument

Subscription Request Type
Description

1

Subscribe

2

Unsubscribe

MDEntryType
Description

0

Bid

1

Offer

Upon a successful subscription, a Market Data - Snapshot/Full Refresh <W> message is sent to the client, followed by subsequent Snapshot/Full Refresh <W> messages for each book update.

If the subscription fails, a Market Data Request Reject <Y> message is sent to the client.

Market Data - Snapshot/Full Refresh<W>

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).

Tag
Name
Required
Example
Description

262

MDReqID

Y

1

Contains MDReqId<262> from corresponding Market Data Request

55

Symbol

Y

BTC-USD

Instrument

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

20002

LpId

Y

123

FM id of an LP, providing the corresponding price stream

MDEntryType
Description

0

Bid

1

Offer

Example of the message
8=FIX.4.4|9=471|35=W|34=2|49=FINERYMARKETS|52=20250526-14:33:53.914|56=<api_key>|55=BTC-USD|262=1|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|20002=1|10=102

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.

Tag
Name
Required
Example
Description

262

MDReqID

Y

1

Contains MDReqId<262> from corresponding Market Data Request

281

MDReqRejReason

N

0

Rejection reason code(see below)

58

Text

N

25

Contains FM error code if MDReqRejReason<281> == F

Rejection reason code
Description

0

Unknown symbol(instrument)

3

Insufficient Permissions

4

Unsupported SubscriptionRequestType <263>

F

Finery Markets error, see code in Text<58> field

A

Finery Markets error, see code in Text<58> field

here