Market Data
Bind Event
Subscribes to quote streams from Makers for a given instrument. This event doesn't subscribe to firm book updates. Only one subscription per instrument is allowed in a single connection.
event
string
Event type, required
reqId
string
Subscription request ID, required
instrument
string
Instrument name to subscribe to, required
makers
array[uint32]
List of makers to receive quotes from, optional. Default is all makers
Unbind Event
The Unbind Event is sent by a Taker to unsubscribe from the quote streams.
event
string
Event type, required
reqId
string
Subscription request ID, required
Market Data Update (FM to Taker)
This event is sent by FM to a Taker to provide market data updates as a snapshot of the order book.
event
string
Event type, required
reqId
string
ID of the corresponding bind event, required
instrument
string
Instrument name, required
makerId
ClientID
ID of the maker providing the quotes, required
levels.asks
array[[uint64, int64]]
Price and size for asks
levels.bids
array[[uint64, int64]]
Price and size for bids
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