developers:websocket:quotes

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developers:websocket:quotes [2025/03/15 14:43] – [Secondary Market Data] chaddevelopers: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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             break;             break;
  
-        case ServerMessage.PayloadOneofCase.MarketDepthUpdate+        case ServerMessage.PayloadOneofCase.MarketDepth
-            ProcessMarketDepthUpdate(serverMessage.MarketDepthUpdate);+            ProcessMarketDepth(serverMessage.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 update to the high and low prices reached by the market. |+| 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. | | 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. |
  • developers/websocket/quotes.1742049798.txt.gz
  • Last modified: 2025/03/15 14:43
  • by chad