File: WebAPI/webapi_2.proto
Top level client-to-server message, must include at least one field.
Note: Logon, LogonRoutineClient, RestoreOrJoinSession or ObtainDemoCredentials are required to be the first and the only message after connection.
Limits: Client messages rate is limited, 1000 messages per 10 seconds by default. If this rate is exceeded then a user message is sent with details and the connection is closed.
Relates to: ServerMsg.
Type: user_session_2.Logon
Type: user_session_2.LogonRoutineClient
Type: user_session_2.PasswordChange
password_change_routine_client
Type: user_session_2.PasswordChangeRoutineClient
Type: user_session_2.RestoreOrJoinSession
Type: user_session_2.Logoff
Type: user_session_2.ObtainDemoCredentials
Type: user_session_2.UserSessionStateRequest
Type: user_session_2.Ping
Type: user_session_2.Pong
Type: user_session_2.SetCollapsingLevelRequest
Type: InformationRequest
Description: Various information data requests.
Type: trade_routing_2.TradeSubscription
Description: Subscriptions on trade routing information (orders, positions, account summary, etc.).
Type: order_2.OrderRequest
Description: Order requests.
Type: order_2.AllocationRequest
Description: Allocate order fills request.
Type: market_data_2.MarketDataSubscription
Description: Market data subscriptions.
Type: historical_2.TimeAndSalesRequest
Type: historical_2.TimeBarRequest
Type: historical_2.VolumeProfileRequest
Type: historical_2.NonTimedBarRequest
Type: rules_1.RuleRequest
Description: Rules requests.
account_logon_requests (deprecated)
Type: account_authorization_2.AccountLogon
account_password_change_requests
Type: account_authorization_2.AccountPasswordChange
Type: account_authorization_2.AccountLogoff
Type: account_authorization_2.AccountLogonRoutineClient
account_password_change_routines_client
Type: account_authorization_2.AccountPasswordChangeRoutineClient
Type: metadata_admin_2.MetadataAdminRequest
Description: Administrative messages to manipulate security and instrument settings.
Type: otc_1.OtcRequest
Description: OTC related requests. Used to receive data from OTC and manipulate OTC instances.
Type: market_data_2.RFQRequest
Description: RFQ requests.
Type: market_data_2.RFQSubscriptionRequest
Description: RFQ subscription requests.
Type: market_data_2.OptionCalculationRequest
Description: Option calculation requests.
Type: cqg_api.Request
Description: Requests to new CQG data delivery system.