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FIX Market Data

Market Data flow for receiving real-time market information via FIX protocol.

This flow supports:

  • Subscriptions: Subscribe to market data channels (35=V MarketDataRequest)
  • Order Book Updates: Receive incremental order book changes (35=X MarketDataIncrementalRefresh) and full snapshots (35=W MarketDataSnapshotFullRefresh)
  • Instrument Data: Query available instruments (35=x SecurityListRequest, 35=c SecurityDefinitionRequest)
  • Rejections: Handle subscription rejections (35=Y MarketDataRequestReject)