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| developers:websocket:quotes [2025/03/17 16:51] – chad | developers:websocket:quotes [2026/09/08 00:38] (current) – chad |
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| | <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 ====== | ====== Quote Feed ====== |
| |
| MarketDepthSubscribe { | MarketDepthSubscribe { |
| ExchangeId = "CME", | ExchangeId = "CME", |
| ContractId = "ESM25", | ContractId = "ES", |
| MarketId = "XCME_C ES (M25)", | MarketId = "XCME_C ES (M25)", |
| Buffer = DepthBuffer.Smart, | Buffer = DepthBuffer.Smart, |
| MarketDepthSubscribe { | MarketDepthSubscribe { |
| ExchangeId = "CME", | ExchangeId = "CME", |
| ContractId = "ESM25", | ContractId = "ES", |
| MarketId = "XCME_C ES (M25)", | MarketId = "XCME_C ES (M25)", |
| Buffer = DepthBuffer.NoSubscription, | Buffer = DepthBuffer.NoSubscription, |
| MarketByOrderSubscribe { | MarketByOrderSubscribe { |
| exchange_id = "CME", | exchange_id = "CME", |
| contract_id = "ESM25", | contract_id = "ES", |
| market_id = "XCME_C ES (M25)", | market_id = "XCME_C ES (M25)", |
| subscribe = true | subscribe = true |
| MarketByOrderSubscribe { | MarketByOrderSubscribe { |
| exchange_id = "CME", | exchange_id = "CME", |
| contract_id = "ESM25", | contract_id = "ES", |
| market_id = "XCME_C ES (M25)", | market_id = "XCME_C ES (M25)", |
| subscribe = false | subscribe = false |