# FIX Market Data

For assistance or information regarding implementation of the FIX API, please contact <support@sfox.com>

{% hint style="info" %}
sFOX uses FIX 4.4
{% endhint %}

## Connectivity

Before logging onto a FIX session, you must establish a secure connection to the FIX gateway

### Endpoints

<table><thead><tr><th width="157">Environment</th><th width="436">URL</th><th>SSL Required</th></tr></thead><tbody><tr><td>Production</td><td><code>fix-md.sfox.com:5001</code></td><td>Y</td></tr><tr><td>Sandbox</td><td><code>fix-md.staging.sfox.com:5001</code><br><a href="mailto:support@sfox.com">Contact support</a> to access the Sandbox environment</td><td>Y</td></tr></tbody></table>

### 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](https://www.stunnel.org/) to establish a secure connection to the FIX gateway. Refer to our [QuickFIX Integration Guide](/fix-api/quickfix-guide.md) for details and examples

## Standard Header

{% hint style="info" %}
`SenderCompID`s must be provided by sFOX. Contact <support@sfox.com> to be provided with a `SenderCompID` for your session.
{% endhint %}

<table><thead><tr><th width="94">Tag</th><th width="175">Field</th><th>Description</th></tr></thead><tbody><tr><td>8</td><td>BeginString</td><td>Must be <code>FIX.4.4</code></td></tr><tr><td>108</td><td>HeartBtInt</td><td>Must be &#x3C;= <code>30</code> (seconds)</td></tr><tr><td>49</td><td>SenderCompID</td><td>Value provided by sFOX. Must be unique per session</td></tr><tr><td>56</td><td>TargetCompID</td><td>Must be <code>SFOX</code></td></tr><tr><td></td><td>StartDay</td><td><code>Sunday</code></td></tr><tr><td></td><td>EndDay</td><td><code>Sunday</code></td></tr><tr><td></td><td>StartTime</td><td><code>00:00:01</code></td></tr><tr><td></td><td>EndTime</td><td><code>00:00:00</code></td></tr><tr><td></td><td>TimeZone</td><td><code>ETC</code> / <code>UTC</code></td></tr></tbody></table>

## Messages

### Logon - A

{% hint style="info" %}
Only one session may exist per SenderCompId. Attempting to logon using a SenderCompId of an active session will result in an error.
{% endhint %}

<table><thead><tr><th width="92">Tag</th><th width="134">Name</th><th width="129">Required</th><th>Description</th></tr></thead><tbody><tr><td>554</td><td>Password</td><td>Y</td><td>Your API Key</td></tr></tbody></table>

{% hint style="warning" %}
**QuickFIX:** If you are implementing the FIX protocol using QuickFIX please refer to our [QuickFIX Integration Guide](/fix-api/quickfix-guide.md)
{% endhint %}

### Market Data Request – V <a href="#market-data-request-v" id="market-data-request-v"></a>

Subscribes the current session to Market Data

<table><thead><tr><th width="117">Tag</th><th width="231">Name</th><th width="111">Required</th><th>Description</th></tr></thead><tbody><tr><td>262</td><td>MDReqID</td><td>Y</td><td>Market data request ID, included in all MarketDataSnapshotFullRefresh updates</td></tr><tr><td>263</td><td>SubscriptionRequestType</td><td>Y</td><td><code>1</code>: Snapshot Plus Updates<br><code>2</code>: Disable Previous Snapshot Plus Updates</td></tr><tr><td>20030</td><td>FeedType</td><td>Y</td><td>Which marketdata feed:<br><code>net</code>: Net Price (default)<br><code>smart</code>: Smart</td></tr><tr><td>264</td><td>MarketDepth</td><td>N</td><td>Depth of the orderbook (per-side). The orderbook may be depth limited to a smaller number than the requested depth.</td></tr><tr><td>267</td><td>NoMDEntryType</td><td>N</td><td>Number of MDEntryTypes requested. If empty the default is to subscribe to the orderbook.</td></tr><tr><td>-> 269</td><td>MDEntryType</td><td>N</td><td><code>0</code>: Bid<br><code>1</code>: Offer<br><code>2</code>: Trade<br><br>Note: <code>0</code> and/or <code>1</code> will give both sides of the book.</td></tr><tr><td>146</td><td>NoRelatedSym</td><td>Y</td><td>Number of symbols in this request</td></tr><tr><td>-> 55</td><td>Symbol</td><td>Y</td><td>Pair to subscribe to, <code>basequote</code> format.</td></tr></tbody></table>

### Market Data Snapshot/Full Refresh - W

<table><thead><tr><th width="143">Tag</th><th width="174">Name</th><th>Description</th></tr></thead><tbody><tr><td>262</td><td>MDReqID</td><td>Original MDReqID that generated this refresh</td></tr><tr><td>55</td><td>Symbol</td><td>Symbol/currency pair of the market data entry</td></tr><tr><td>106</td><td>Issuer</td><td>The full feed recipient, e.g. <code>orderbook.net.btcusd</code></td></tr><tr><td>268</td><td>NoMDEntries</td><td>Number of market data entries in this message</td></tr><tr><td>-> 269</td><td>MDEntryType</td><td><code>0</code>: Bid<br><code>1</code>: Offer<br><code>2</code>: Trade</td></tr><tr><td>-> 270</td><td>MDEntryPx</td><td>Price of the market data entry</td></tr><tr><td>-> 271</td><td>MDEntrySize</td><td>Size/Quantity of the market data entry</td></tr><tr><td>-> 273</td><td>MDEntryTime</td><td>Only for trades</td></tr><tr><td>-> 37</td><td>OrderID</td><td>Only for trades</td></tr><tr><td>-> 275</td><td>MDMkt</td><td>Market of the entry, not applicable in the compact/enterprise feed</td></tr><tr><td>-> 2446</td><td>AggressorSide</td><td><code>1</code>: Buy<br><code>2</code>: Sell</td></tr></tbody></table>

### Security List Request - x

Returns a [Security List - y](#security-list-y) response containing supported symbols

<table><thead><tr><th width="113">Tag</th><th width="222">Name</th><th width="131">Required</th><th>Description</th></tr></thead><tbody><tr><td>320</td><td>SecurityReqID</td><td>Y</td><td></td></tr><tr><td>559</td><td>SecurityListRequestType</td><td>Y</td><td><code>4</code>: All Securities</td></tr></tbody></table>

### Security List - y

The response containing the list of symbols from a [Security List Request - x](#security-list-request-x) request

<table><thead><tr><th width="115">Tag</th><th width="225">Name</th><th>Description</th></tr></thead><tbody><tr><td>320</td><td>SecurityReqID</td><td>SecurityReqID from the SecurityListRequest</td></tr><tr><td>322</td><td>SecurityResponseID</td><td>Unique identifier of the response</td></tr><tr><td>560</td><td>SecurityRequestResult</td><td><code>0</code>: Valid Request</td></tr><tr><td>146</td><td>NoRelatedSym</td><td>Specifies the number of returned symbols</td></tr><tr><td>-> 55</td><td>Symbol</td><td>Underlying asset symbol in <code>basequote</code> format. i.e. <code>btcusd</code></td></tr></tbody></table>


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