FIX Market Data

Use the FIX Market Data session to receive market data from the FIX API

For assistance or information regarding implementation of the FIX API, please contact [email protected]​
sFOX uses FIX 4.4
Connectivity
Before logging onto a FIX session, you must establish a secure connection to the FIX gateway
Endpoints
Environment
URL
SSL Required
Production
fix-md.sfox.com:5001
Y
Sandbox
fix-md.staging.sfox.com:5001
Contact support to access the Sandbox environment
Y
TCP SSL
If your FIX implementation does not support establishing a native TCP SSL connection with SNI support, set up a local proxy such as stunnel to establish a secure connection to the FIX gateway. Refer to our QuickFIX Integration Guide for details and examples
Standard Header
Tag
Field
Description
8
BeginString
Must be FIX.4.4
108
HeartBtInt
Must be <= 30 (seconds)
49
SenderCompID
Any value. Must be unique per session
56
TargetCompID
Must be SFOX
​
StartDay
Sunday
​
EndDay
Sunday
​
StartTime
00:00:01
​
EndTime
00:00:00
​
TimeZone
ETC / UTC
Messages
Logon - A
Only one session may exist per SenderCompId. Attempting to logon using a SenderCompId of an active session will result in an error.
Tag
Name
Required
Description
554
Password
Y
Your API Key
QuickFIX: If you are implementing the FIX protocol using QuickFIX please refer to our QuickFIX Integration Guide​
Market Data Request – V
Subscribes the current session to Market Data
Tag
Name
Required
Description
262
MDReqID
Y
Market data request ID, included in all MarketDataSnapshotFullRefresh updates
263
SubscriptionRequestType
Y
1: Snapshot Plus Updates
2: Disable Previous Snapshot Plus Updates
20030
FeedType
Y
Which marketdata feed:
net: Net Price (default)
smart: Smart
compact: Compact/Enterprise
264
MarketDepth
N
Depth of the orderbook (per-side). The orderbook may be depth limited to a smaller number than the requested depth.
267
NoMDEntryType
N
Number of MDEntryTypes requested. If empty the default is to subscribe to the orderbook.
-> 269
MDEntryType
N
0: Bid
1: Offer
2: Trade

Note: 0 and/or 1 will give both sides of the book.
146
NoRelatedSym
Y
Number of symbols in this request
-> 55
Symbol
Y
Pair to subscribe to, basequote format.
Market Data Snapshot/Full Refresh - W
Tag
Name
Description
262
MDReqID
Original MDReqID that generated this refresh
55
Symbol
Symbol/currency pair of the market data entry
106
Issuer
The full feed recipient, e.g. orderbook.net.btcusd
268
NoMDEntries
Number of market data entries in this message
-> 269
MDEntryType
0: Bid
1: Offer
2: Trade
-> 270
MDEntryPx
Price of the market data entry
-> 271
MDEntrySize
Size/Quantity of the market data entry
-> 273
MDEntryTime
Only for trades
-> 37
OrderID
Only for trades
-> 275
MDMkt
Market of the entry, not applicable in the compact/enterprise feed
-> 2446
AggressorSide
1: Buy
2: Sell
Security List Request - x
Returns a Security List - y response containing supported symbols
Tag
Name
Required
Description
320
SecurityReqID
Y
​
559
SecurityListRequestType
Y
4: All Securities
Security List - y
The response containing the list of symbols from a Security List Request - x request
Tag
Name
Description
320
SecurityReqID
SecurityReqID from the SecurityListRequest
322
SecurityResponseID
Unique identifier of the response
560
SecurityRequestResult
0: Valid Request
146
NoRelatedSym
Specifies the number of returned symbols
-> 55
Symbol
Underlying asset symbol in basequote format. i.e. btcusd

Environment	URL	SSL Required
Production	`fix-md.sfox.com:5001`	Y
Sandbox	`fix-md.staging.sfox.com:5001`Contact support to access the Sandbox environment	Y

Tag	Field	Description
8	BeginString	Must be `FIX.4.4`
108	HeartBtInt	Must be <= `30` (seconds)
49	SenderCompID	Any value. Must be unique per session
56	TargetCompID	Must be `SFOX`
	StartDay	`Sunday`
	EndDay	`Sunday`
	StartTime	`00:00:01`
	EndTime	`00:00:00`
	TimeZone	`ETC` / `UTC`

Tag	Name	Required	Description
554	Password	Y	Your API Key

Tag	Name	Required	Description
262	MDReqID	Y	Market data request ID, included in all MarketDataSnapshotFullRefresh updates
263	SubscriptionRequestType	Y	`1`: Snapshot Plus Updates `2`: Disable Previous Snapshot Plus Updates
20030	FeedType	Y	Which marketdata feed: `net`: Net Price (default) `smart`: Smart `compact`: Compact/Enterprise
264	MarketDepth	N	Depth of the orderbook (per-side). The orderbook may be depth limited to a smaller number than the requested depth.
267	NoMDEntryType	N	Number of MDEntryTypes requested. If empty the default is to subscribe to the orderbook.
-> 269	MDEntryType	N	`0`: Bid `1`: Offer `2`: Trade Note: `0` and/or `1` will give both sides of the book.
146	NoRelatedSym	Y	Number of symbols in this request
-> 55	Symbol	Y	Pair to subscribe to, `basequote` format.

Tag	Name	Description
262	MDReqID	Original MDReqID that generated this refresh
55	Symbol	Symbol/currency pair of the market data entry
106	Issuer	The full feed recipient, e.g. `orderbook.net.btcusd`
268	NoMDEntries	Number of market data entries in this message
-> 269	MDEntryType	`0`: Bid `1`: Offer `2`: Trade
-> 270	MDEntryPx	Price of the market data entry
-> 271	MDEntrySize	Size/Quantity of the market data entry
-> 273	MDEntryTime	Only for trades
-> 37	OrderID	Only for trades
-> 275	MDMkt	Market of the entry, not applicable in the compact/enterprise feed
-> 2446	AggressorSide	`1`: Buy `2`: Sell

Tag	Name	Required	Description
320	SecurityReqID	Y
559	SecurityListRequestType	Y	`4`: All Securities

Tag	Name	Description
320	SecurityReqID	SecurityReqID from the SecurityListRequest
322	SecurityResponseID	Unique identifier of the response
560	SecurityRequestResult	`0`: Valid Request
146	NoRelatedSym	Specifies the number of returned symbols
-> 55	Symbol	Underlying asset symbol in `basequote` format. i.e. `btcusd`

Last modified 1mo ago