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mikemedved

QUOTES - Streaming

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Can you explain what I am getting if I subscribe to QUOTES in STREAMINGALL? Are these the orders as they come into the exchange/get filled/get cancelled?

 

Since I cannot subscribe to it for particular MarketIDs, is the stream for all possible MarketIDs?

 

Can I build a Market Depth / Book from this data?

 

 

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Hi!

 

The QUOTES stream sends to the user (yourself) Dealer re-quotes when a trade goes to a Dealer instead of being processed automatically. This is usually when the requested trade size is above the maximum web trade size. 

If you are not usually trading maximum trade sizes then the QUOTES stream isn't normally used as your trades won't be going to our dealers for manual processing. 

 

You are correct, the QUOTES stream is for all possible MarketIDs, it will stream the requote for whichever market has just been re-quoted by our Dealers.

 

Cordially,

PM!

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Oh and one more question: the MarketIDs (for FX pairs especially, and in general) - are they permanent or can they change from session to session. That is, can I safely cache them so I don't have to look them up every time?

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Hi,

 

In answer to your first question regarding book / market depth, the answer is unfortunately no, not in the near/immediate future.

 

MarketIDs in general are permanent and don't change from session to session *(for the same market)*. Note that some markets are based on Futures as the underlying, so have expiry dates. For example, a US Crude Oil Sep market will have a different Market ID than a US Crude Oil Oct market, even though they are both US Crude Oil.

 

Kind Regards,

PM!

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Hi SGN,

No, order book is not available for general users.

Internally, we are working on adding order book functionality to a sub-set of spot FX markets. Once finished, that will be available only to a certain sub-set of accounts using our front-end platforms and not through the API directly.

Kind Regards, PM 

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