Parameter | Description |
instrument | The name of the instrument to track. |
service identifier | The name of the service to use, or an empty string for any service. See Addressing services. |
market identifier | The name of the market to subscribe to. Some services may not require this parameter. |
extra parameters | Any extra parameters for the service. |
Operation | Description |
start | Start receiving information for the specified instrument. |
stop | Stop receiving information for the specified instrument. |
stop all | Stop receiving information for all instruments started from this block. |
Feed | Fields | Description |
depth | instrument | The name of the instrument tracked, as provided by the instrument parameter. |
bid price 1 | The best bid price. | |
bid price 2 | The second best bid price. | |
bid price 3 | The third best bid price. | |
bid price 4 | The fourth best bid price. | |
bid price 5 | The fifth best bid price. | |
ask price 1 | The best ask price. | |
ask price 2 | The second best ask price. | |
ask price 3 | The third best ask price. | |
ask price 4 | The fourth best ask price. | |
ask price 5 | The fifth best ask price. | |
mid price 1 | Mid price 1. | |
mid price 2 | The mid point of the second best ask and bid prices. | |
mid price 3 | The mid point of the third best ask and bid prices. | |
mid price 4 | The mid point of the fourth best ask and bid prices. | |
mid price 5 | The mid point of the fifth best ask and bid prices. | |
bid quantity 1 | The best bid’s quantity. | |
bid quantity 2 | The second best bid’s quantity. | |
bid quantity 3 | The third best bid’s quantity. | |
bid quantity 4 | The fourth best bid’s quantity. | |
bid quantity 5 | The fifth best bid’s quantity. | |
ask quantity 1 | The best ask’s quantity. | |
ask quantity 2 | The second best ask’s quantity. | |
ask quantity 3 | The third best ask’s quantity. | |
ask quantity 4 | The fourth best ask’s quantity. | |
ask quantity 5 | The fifth best ask’s quantity. | |
depth | The number of depths supplied. Some providers may only supply the best, in which case this will be 1. | |
extra parameters | An extra parameters string, containing extra information about the symbol. |
Feed | Fields | Description |
trade | instrument | The name of the instrument tracked, as provided by the instrument parameter. |
price | The last traded price. | |
quantity | The last traded quantity. | |
extra parameters | An extra parameters string, containing extra information about the symbol. |
Feed | Fields | Description |
status | instrument | The name of the instrument tracked, as provided by the instrument parameter. |
status | A free-form status message describing the status of the subscription. | |
Fault | true if there is a fault with the subscription – if true, market data may not be supplied. |