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Expand Up @@ -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
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