Differences

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--- developers:websocket:quotes [2025/03/15 14:36] – chad
+++ developers:websocket:quotes [2025/03/17 16:51] (current) – chad
@@ Line 80: / Line 80: @@
   * **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 97: @@
             break;
-        case ServerMessage.PayloadOneofCase.MarketDepthUpdate:
+        case ServerMessage.PayloadOneofCase.MarketDepth:
-            ProcessMarketDepthUpdate(serverMessage.MarketDepthUpdate);
+            ProcessMarketDepth(serverMessage.MarketDepth);
             break;
@@ Line 156: / Line 156: @@
 Example MBO message handling:
-<code>
+<code c#>
 private void HandleMBOMessage(ServerMessage serverMessage)
 {
@@ Line 203: / Line 203: @@
 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. |