From d8128bdd873db7f98e724cd1b767741a81b33bed Mon Sep 17 00:00:00 2001 From: wcliftonCC <50579759+wcliftonCC@users.noreply.github.com> Date: Mon, 9 Dec 2019 17:36:43 +0000 Subject: [PATCH] Update README.md --- README.md | 5 ++++- 1 file changed, 4 insertions(+), 1 deletion(-) diff --git a/README.md b/README.md index 707e032..098f99a 100644 --- a/README.md +++ b/README.md @@ -47,7 +47,10 @@ A Symbol may also contain an exchange name without a market. ## Market Data types -When requesting data from the FIX endpoint, the client should send a [MarketDataRequest](https://www.onixs.biz/fix-dictionary/4.4/msgType_V_86.html) (V) message. Three stream types will be available through this endpoint: trade and orderbook level 1 & 2. The type of data being requested should be indicated in the [MDEntryType](https://www.onixs.biz/fix-dictionary/4.4/tagNum_269.html) (269) field in line with the FIX documentation, with the addition of setting the [MarketDepth](https://www.onixs.biz/fix-dictionary/4.4/tagNum_264.html) (264) field to '1' for level 1 orderbook Data. +When requesting data from the FIX endpoint, the client should send a [MarketDataRequest](https://www.onixs.biz/fix-dictionary/4.4/msgType_V_86.html) (V) message. Three stream types will be available through this endpoint: trade and orderbook level 1 & 2. The type of data being requested should be indicated in the [MDEntryType](https://www.onixs.biz/fix-dictionary/4.4/tagNum_269.html) (269) field, with the addition of setting the [MarketDepth](https://www.onixs.biz/fix-dictionary/4.4/tagNum_264.html) (264) field to '1' for level 1 orderbook Data. + +A request for bid or offer data will be interpreted as a request for full orderbook data, we do not currently support providing only one side of the book. + In order to distinguish between level 1 & 2 orderbook data, we mark each level 1 message by writing "TOB" into the 'text' field. ## Message Flow