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Documentation Index

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Request market data for a specific symbol. Note that exactly one of either Depth, or SizeBucket must be specified. For example, specifying both Depth and SizeBuckets will result in an error.
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header
required
MsgType V
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262 - MDReqID
string
required
Must be unique, or the ID of previous Market Data Request to disable if SubscriptionRequestType(263) = 2 (Disable previous Snapshot + Updates Request).
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263 - SubscriptionRequestType
integer
required
Subscription type for market data.
    Possible values:
  • 0 : Snapshot
  • 1 : Snapshot + Updates (Subscribe)
  • 2 : Unsubscribe
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264 - MarketDepth
integer
Depth of market for Book Snapshot / Incremental updates. Exactly one of tag 264 or tag 20020 must be specified.
    Possible values:
  • 0 : Full book depth
  • 1 : Top of book
  • 2 and above : Book depth (number of levels)
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1070 - MDQuoteType
integer
Type of liquidity to be included.
    Possible values:
  • 0 : Indicative
  • 1 : Tradeable (i.e., Firm)
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20020 - NoSizeBucketsSegments
integer
A list of sizes to return price levels for. Used to ask for prices of aggregated sizes. Exactly one of tag 264 or tag 20020 must be specified. Only supported with MDUpdateType(265) = 0 (Full refresh).
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20021 - SizeBucket
float
Identifies a single size bucket. Required if NoSizeBucketsSegments is used.
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55 - Symbol
string
required
The symbol of the currency pair to subscribe to. For example, BTC-USD.
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trailer
required