What are the sequence of FIX messages for realtime market data subscription?
What are the sequence of FIX messages for realtime market data subscription?
01 Mar 2021, 11:31
Could anyone give an example of what sequence of messages should be sent to subscribe for real-time market data?
For example, do I need to log-on first? I know FIX is implemented differently by FIX providers and I have no clue what exact messages cTrader expects.
Replies
jiminparky
01 Mar 2021, 16:45
RE:
PanagiotisCharalampous said:
Hi jiminparky,
You just need to login (MsgType(35)=A) and then subscribe to market data (MsgType(35)=V). Let me know if you have any further questions.
Best Regards,
Panagiotis
Could you give me two actual FIX request messages for this with the password masked out of course. I find that in the past different FIX providers always implement these differently.
@jiminparky
PanagiotisCharalampous
01 Mar 2021, 20:38
Hi jiminparky,
You can find examples of request messages in our Rules of Engagement. You can also use our sample application to generate such FIX messages.
Best Regards,
Panagiotis
@PanagiotisCharalampous
PanagiotisCharalampous
01 Mar 2021, 12:05
Hi jiminparky,
You just need to login (MsgType(35)=A) and then subscribe to market data (MsgType(35)=V). Let me know if you have any further questions.
Best Regards,
Panagiotis
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