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 [e-mail]

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

SenderCompIDs must be provided by sFOX. Contact [e-mail] to be provided with a SenderCompID for your session.

Tag	Field	Description
8	BeginString	Must be FIX.4.4
108	HeartBtInt	Must be <= 30 (seconds)
49	SenderCompID	Value provided by sFOX. 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
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