Depth vs Spot subscription

Created at 12 Feb 2019, 22:29
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Rimokatolik

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Joined 12.02.2019

Depth vs Spot subscription
12 Feb 2019, 22:29

In Market Data Request message there is a choice of Depth (0) or Spot (1) subscription in the field MarketDepth (264). Are those complementary or duplicate? I mean, does it make sense to subscribe for both depth and spot for a given instrument, or only one at a time?

Thank you

@Rimokatolik
Replies

Rimokatolik
12 Feb 2019, 22:31

RE:

I am asking this also because my own broker offers only spot subscription on FIX connection. BTW, offers I get over spot subscriptions through cTrader or directly from broker differ, so if you can also explain that difference.

@Rimokatolik

PanagiotisCharalampous
13 Feb 2019, 10:11

Hi ctid731646,

Spot price subscription will return you only the top of the book price. Depth subscription with return the entire depth of market. For differences in the price feed, please contact your broker since they are in charge of their price feed.

Best Regards,

Panagiotis

@PanagiotisCharalampous
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