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
Staging
fix-md.staging.sfox.com:5001
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: "": Smart (default) "net": Net Price "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

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
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Outline
Connectivity
Endpoints
TCP SSL
Standard Header
Messages
Logon - A
Market Data Request – V
Market Data Snapshot/Full Refresh - W
Security List Request - x
Security List - y