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
Before logging onto a FIX session, you must establish a secure connection to the FIX gateway
Environment | URL | SSL Required |
---|---|---|
Production | fix-md.sfox.com:5001 | Y |
Sandbox | Y |
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
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 |
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
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. |
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