Differences

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--- developers:websocket:quotes [2025/03/15 14:36] – chad
+++ developers:websocket:quotes [2026/09/08 00:38] (current) – chad
@@ Line 1: / Line 1: @@
+<note warning>**Legacy — V1.** This page documents the ''/v1'' WebSocket API and is retained for existing integrations. New development should use [[developers:apiv2|V2]]. See [[developers:apiv2:migrating|Migrating from V1]].</note>
 ====== Quote Feed ======
@@ Line 52: / Line 54: @@
 MarketDepthSubscribe {
    ExchangeId = "CME",
-   ContractId = "ESM25",
+   ContractId = "ES",
    MarketId = "XCME_C ES (M25)",
    Buffer = DepthBuffer.Smart,
@@ Line 66: / Line 68: @@
 MarketDepthSubscribe {
    ExchangeId = "CME",
-   ContractId = "ESM25",
+   ContractId = "ES",
    MarketId = "XCME_C ES (M25)",
    Buffer = DepthBuffer.NoSubscription,
@@ Line 80: / Line 82: @@
   * **MarketDefinition** – Sent once per market, unless already received via another feed.
   * **MarketSnapshot** – Provides a full market state on initial subscription.
-  * **MarketDepthUpdate** – Sends incremental changes to depth.
+  * **MarketDepth** – Sends incremental changes to depth.
 Example MBP message handling:
@@ Line 97: / Line 99: @@
             break;
-        case ServerMessage.PayloadOneofCase.MarketDepthUpdate:
+        case ServerMessage.PayloadOneofCase.MarketDepth:
-            ProcessMarketDepthUpdate(serverMessage.MarketDepthUpdate);
+            ProcessMarketDepth(serverMessage.MarketDepth);
             break;
@@ Line 126: / Line 128: @@
 MarketByOrderSubscribe {
    exchange_id = "CME",
-   contract_id = "ESM25",
+   contract_id = "ES",
    market_id = "XCME_C ES (M25)",
    subscribe = true
@@ Line 139: / Line 141: @@
 MarketByOrderSubscribe {
    exchange_id = "CME",
-   contract_id = "ESM25",
+   contract_id = "ES",
    market_id = "XCME_C ES (M25)",
    subscribe = false
@@ Line 156: / Line 158: @@
 Example MBO message handling:
-<code>
+<code c#>
 private void HandleMBOMessage(ServerMessage serverMessage)
 {
@@ Line 203: / Line 205: @@
 T4 does not support delayed MBO data at this time.
 </bootnote>
+===== Secondary Market Data =====
+In addition to quotes, a market data feed subscription will include secondary market data:
+^ **Message** ^ **Description** ^
+| MarketDepthTrade | If a `Trade` feed is subscribed, the trade ticker is sent as a feed of MarketDepthTrade messages. |
+| MarketHighLow | Publishes updates to the high and low prices reached by the market. |
+| MarketPriceLimits | Publishes the price limits (bands or collars) set by the exchange for the market. |
+| MarketSettlement | Contains the latest market settlement, held settlment, open interest, cleared volume and VWAP information as published by the exchange. |