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developers:websocket:quotes [2025/03/15 14:43] – [Secondary Market Data] chad | developers:websocket:quotes [2025/03/17 16:51] (current) – chad | ||
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* **MarketDefinition** – Sent once per market, unless already received via another feed. | * **MarketDefinition** – Sent once per market, unless already received via another feed. | ||
* **MarketSnapshot** – Provides a full market state on initial subscription. | * **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: | Example MBP message handling: | ||
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- | case ServerMessage.PayloadOneofCase.MarketDepthUpdate: | + | case ServerMessage.PayloadOneofCase.MarketDepth: |
- | | + | |
break; | break; | ||
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^ **Message** ^ **Description** ^ | ^ **Message** ^ **Description** ^ | ||
| MarketDepthTrade | If a `Trade` feed is subscribed, the trade ticker is sent as a feed of MarketDepthTrade messages. | | | MarketDepthTrade | If a `Trade` feed is subscribed, the trade ticker is sent as a feed of MarketDepthTrade messages. | | ||
- | | MarketHighLow | Publishes | + | | MarketHighLow | Publishes |
| MarketPriceLimits | Publishes the price limits (bands or collars) set by the exchange for 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. | | | MarketSettlement | Contains the latest market settlement, held settlment, open interest, cleared volume and VWAP information as published by the exchange. | |