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 request allows receiving market data on a subscription basis.
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
1
Subscribe
2
Unsubscribe
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 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).
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
0
Bid
1
Offer
The Market Data Request Reject<Y> is used when FineryMarkets cannot honor the Market Data Request<V> , due to business or technical reasons.
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
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