File: WebAPI/market_data_2.proto
Subscription status.
Requests: MarketDataSubscription.
Type: uint32
Description: Subscription contract ID.
Source: metadata_2.ContractMetadata.contract_id.
Type: uint32
Description: Subscription result.
Source: MarketDataSubscriptionStatus.StatusCode.
Type: uint32
Description: Effective subscription level.
Note: When successfully subscribed to delayed DOM data, the reported level is MarketDataSubscription.Level.LEVEL_TRADES_BBA_DOM, but actual DOM data may not yet be available and will be available later. Level can be decreased if:
1. the client is prohibited to get requested data;
2. Implied DOM is unavailable for an instrument and level MarketDataSubscription.Level.LEVEL_TRADES_BBA_DOM or MarketDataSubscription.Level.LEVEL_TRADES_BBA_DETAILED_DOM was selected with MarketDataSubscription.Level.DOM_TYPE_IMPLIED - it will be lowered to MarketDataSubscription.Level.LEVEL_TRADES_BBA_VOLUMES;
Source: MarketDataSubscription.Level.
Type: string
Description: Possible details of subscription failure.
Type: shared_1.Text
Description: Possible details of subscription failure.
Type: bool
Description: Specifies whether past quotes are included into real-time market data snapshot or not.
See: MarketDataSubscription.include_past_quotes.
Note: Always False if user didn’t request past quotes.
session_market_values_included
Type: bool
Description: Specifies whether intraday session market values are included into real-time market data or not.
See: MarketDataSubscription.include_session_market_values.
Type: bool
Description: Specifies whether yields are included into real-time market data or not.
See: MarketDataSubscription.include_yields.
Note: Always False if user didn’t request source contract quotes.
Type: bool
Description: Specifies whether source contract prices are include into real-time market data or not.
See: MarketDataSubscription.include_source_prices.
Note: Always False if user didn’t request source contract quotes.
requests_for_quotation_included
Type: bool
Description: Specifies whether RFQs are included into real-time market data or not.
See: MarketDataSubscription.include_requests_for_quotation.
Note: Always False if user didn’t request RFQs.
Type: bool
Description: Specifies whether trade attributes included into real-time market data.
See: MarketDataSubscription.include_trade_attributes.
Note: Always False if user didn’t request trade attributes.
Type: bool
Description: Specifies whether market state included into real-time market data.
See: MarketDataSubscription.include_market_state.
Note: Always False if user didn’t request market state.
Type: bool
Description: Specifies whether Off Market trade quotes included into real-time market data.
See: MarketDataSubscription.include_off_market_trades.
Note: Always False if user didn’t request Off Market trades.
Type: bool
Description: Specifies whether currency prices are included into real-time market data.
See: MarketDataSubscription.include_currency_rate.
Note: Always False if user did not request currency prices or contract does not use currency conversion.
Type: uint32
Description: Request ID of a corresponding request.
See: MarketDataSubscription.request_id.
Type: string
Description: OTC contributor ID for contributor specific data subscriptions.
See: metadata_2.ContributorMetadata.contributor_id.
Type: uint32
Description: Effective DOM data subscription type.
Source: MarketDataSubscription.DomType.
Type: bool
Description: Specifies whether the scaled premium price is included in quotes.
•STATUS_CODE_SUCCESS = 0
•STATUS_CODE_DISCONNECTED = 1
Currently subscription is disconnected.
Possible reasons: communication issues, metadata update, subscription parameters change. Clients should not resubscribe in this case, the server will restore subscription with sending STATUS_CODE_SUCCESS status. If subscription can’t be restored for some reason one of the failure codes will be sent.
•STATUS_CODE_FAILURE = 101
General failure.
•STATUS_CODE_INVALID_PARAMS = 102
Subscription parameters are invalid.
•STATUS_CODE_ACCESS_DENIED = 103
The user is not allowed to be subscribed to this Instrument.
•STATUS_CODE_DELETED = 104
Market data source was deleted because of expiration or by another reason.
•STATUS_CODE_SUBSCRIPTION_LIMIT_VIOLATION = 105
The subscription count limit has been violated.
•STATUS_CODE_CONTRIBUTOR_REQUIRED = 106
OTC Contributor ID is required for this subscription but was not provided or not authorized.
•STATUS_CODE_SUBSCRIPTION_RATE_LIMIT_VIOLATION = 107
The subscription rate limit has been violated.
•STATUS_CODE_NOT_SUPPORTED = 110
Market data subscription is not supported for specified contract.