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  • API Reference
    • Quick Start with API
      • For Market Makers
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    • REST API
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        • connectCounterparty
        • cancelConnectionInvite
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          • addInstrumentMarkups
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          • qs/getAvailableQsProviders
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          • setUserSettings (authorized)
          • getProviders
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        • settlementRequests
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        • addIncomingSettlementRequest
        • delIncomingSettlementRequest
        • delIncomingSettlementCPRequest
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        • addIncomingSettlementTransaction
        • sendSettlementTransaction
        • commitIncomingSettlementTransaction
        • delSettlementTransaction
      • Risk Management
        • climits
        • setCLimit
        • delCLimit
        • enableTrading
        • disableTrading
        • cAssetLimits
        • setCAssetLimit
        • delCAssetLimit
        • cShortSalesBan
        • setShortSalesBan
        • delShortSalesBan
        • enableInstrumentsWhitelist
        • setInstrumentsWhitelist
        • disableInstrumentsWhitelist
        • instrumentsWhitelist
      • Non-deliverable Trading
        • settings/getOvernightRates
        • settings/setOvernightRates
      • QS Stream Management
        • qs/addStream
        • qs/removeStream
        • qs/getStreams
        • qs/addTakerToStream
        • qs/delTakerFromStream
    • Websocket API
      • Feed 'A' - Assets
      • Feed 'P' - Positions
      • Feed 'L' - Counterparty limits
      • Feed 'B' - Global order books
      • Feed 'F' - Tradable order books
      • Feed 'R' - Settlement requests
      • Feed 'N' - Settlement transactions
      • Feed 'K' - Positions
      • Feed 'O' - Orders
      • Feed 'S' - Settlement orders
      • RFQ
      • QS for Liquidity Providers
        • Market Data
        • Trading
      • QS for Takers
        • Market Data
    • FIX API
      • Admin messages
      • Market Data
      • Trade
        • Trading for Takers
        • Trading for LPs and Masters
      • QS for Liquidity Providers
        • Market Data
        • Trading
      • QS for Takers
        • Market Data
    • Troubleshooting Errors
      • List of Error Codes
      • Error 3
      • Error 6
      • Error 7
      • Error 14
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On this page
  • Bind Event
  • Unbind Event
  • Market Data Update (FM to Taker)
  1. API Reference
  2. Websocket API
  3. QS for Takers

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": "bind",
  "reqId": <string>,
  "instrument": <string>,
  "makers": [<Efx::ClientId>]
}
Field
Type
Description

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

{
  "event": "bind",
  "reqId": "1",
  "instrument": "BTC-USD",
  "makers": [1, 2, 3]
}
{
  "event": "bind",
  "reqId": "1",
  "error": 300
}

An error event will be sent in case of failure.

Unbind Event

The Unbind Event is sent by a Taker to unsubscribe from the quote streams.

{
  "event": "unbind",
  "reqId": "<string>"
}
Field
Type
Description

event

string

Event type, required

reqId

string

Subscription request ID, required

{
  "event": "unbind",
  "reqId": "1"
}
{
  "event": "unbind",
  "reqId": "1",
  "error": 101
}

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": "marketDataUpdate",
  "reqId": "<string>",
  "instrument": "<string>",
  "makerId": "<ClientID>",
  "levels": {
    "asks": [[<uint64>, <int64>]],
    "bids": [[<uint64>, <int64>]]
  }
}
Field
Type
Description

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

{
  "event": "marketDataUpdate",
  "reqId": "1",
  "makerId": 1,
  "instrument": "BTC-USD",
  "levels": {
    "asks": [],
    "bids": []
  }
}
PreviousQS for TakersNextFIX API

Last updated 14 days ago