Examples

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Market Data Requests

These are some examples of FIX market data requests. These requests only need to be made once per session to setup a FIX connection for market data.

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Top of Book (Bids)

This is a request for the Top of Book BTCUSD bids and its response:

Request

Code
 
RAW
8=FIX.4.4|9=114|35=V|34=2|49=TRADEBOTMD002|52=20180425-17:51:40.000|56=GEMINI|262=2|263=1|264=1|146=1|55=BTCUSD|267=1|269=0|10=016|

HEADER
        8                   BeginString: FIX.4.4
        9                    BodyLength: 114
       34                     MsgSeqNum: 2
       35                       MsgType: MarketDataRequest (V)
       49                  SenderCompID: TRADEBOTMD002
       52                   SendingTime: 20180425-17:51:40.000
       56                  TargetCompID: GEMINI
BODY
      262                       MDReqID: 2
      263       SubscriptionRequestType: SNAPSHOT_PLUS_UPDATES (1)
      264                   MarketDepth: TOP_OF_BOOK (1)
      146                  NoRelatedSym: count = 1
       55                        Symbol: BTCUSD
      267                NoMDEntryTypes: count = 1
      269                   MDEntryType: BID (0)
TRAILER
       10                      CheckSum: 016

Response

Code
 
RAW
8=FIX.4.4|9=108|35=W|34=2|49=GEMINI|52=20180425-17:51:40.787|56=TRADEBOTMD002|55=BTCUSD|262=2|268=1|269=0|270=8490.07|271=1|10=075|

HEADER
        8                   BeginString: FIX.4.4
        9                    BodyLength: 108
       34                     MsgSeqNum: 2
       35                       MsgType: MarketDataSnapshotFullRefresh (W)
       49                  SenderCompID: GEMINI
       52                   SendingTime: 20180425-17:51:40.787
       56                  TargetCompID: TRADEBOTMD002
BODY
       55                        Symbol: BTCUSD
      262                       MDReqID: 2
      268                   NoMDEntries: count = 1
      269                   MDEntryType: BID (0)
      270                     MDEntryPx: 8490.07
      271                   MDEntrySize: 1
TRAILER
       10                      CheckSum: 075

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Trades

This is a request for all ETHBTC trades:

Request

Code
 
RAW
8=FIX.4.4|9=114|35=V|34=2|49=TRADEBOTMD002|52=20180425-17:55:30.000|56=GEMINI|262=2|263=1|264=0|146=1|55=ETHBTC|267=1|269=2|10=009|

HEADER
        8                   BeginString: FIX.4.4
        9                    BodyLength: 114
       34                     MsgSeqNum: 2
       35                       MsgType: MarketDataRequest (V)
       49                  SenderCompID: TRADEBOTMD002
       52                   SendingTime: 20180425-17:55:30.000
       56                  TargetCompID: GEMINI
BODY
      262                       MDReqID: 2
      263       SubscriptionRequestType: SNAPSHOT_PLUS_UPDATES (1)
      264                   MarketDepth: FULL_BOOK (0)
      146                  NoRelatedSym: count = 1
       55                        Symbol: ETHBTC
      267                NoMDEntryTypes: count = 1
      269                   MDEntryType: TRADE (2)
TRAILER
       10                      CheckSum: 009

Request - Multiple Symbols

This is a request for the Top of Book BTCUSD, ETHUSD, and ETHBTC bids:

Code
 
RAW
8=FIX.4.4|9=134|35=V|34=2|49=TRADEBOTMD002|52=20180425-17:55:38.000|56=GEMINI|262=2|263=1|264=1|146=3|55=BTCUSD|55=ETHUSD|55=ETHBTC|267=1|269=0|10=246|

HEADER
        8                   BeginString: FIX.4.4
        9                    BodyLength: 134
       34                     MsgSeqNum: 2
       35                       MsgType: MarketDataRequest (V)
       49                  SenderCompID: TRADEBOTMD002
       52                   SendingTime: 20180425-17:55:38.000
       56                  TargetCompID: GEMINI
BODY
      262                       MDReqID: 2
      263       SubscriptionRequestType: SNAPSHOT_PLUS_UPDATES (1)
      264                   MarketDepth: TOP_OF_BOOK (1)
      146                  NoRelatedSym: count = 3
       55                        Symbol: BTCUSD
      ----
       55                        Symbol: ETHUSD
      ----
       55                        Symbol: ETHBTC
      267                NoMDEntryTypes: count = 1
      269                   MDEntryType: BID (0)
TRAILER
       10                      CheckSum: 246

Responses

and the corresponding responses:

Code
 
RAW
8=FIX.4.4|9=108|35=W|34=2|49=GEMINI|52=20180425-17:55:39.151|56=TRADEBOTMD002|55=BTCUSD|262=2|268=1|269=0|270=8490.07|271=1|10=072|

HEADER
        8                   BeginString: FIX.4.4
        9                    BodyLength: 108
       34                     MsgSeqNum: 2
       35                       MsgType: MarketDataSnapshotFullRefresh (W)
       49                  SenderCompID: GEMINI
       52                   SendingTime: 20180425-17:55:39.151
       56                  TargetCompID: TRADEBOTMD002
BODY
       55                        Symbol: BTCUSD
      262                       MDReqID: 2
      268                   NoMDEntries: count = 1
      269                   MDEntryType: BID (0)
      270                     MDEntryPx: 8490.07
      271                   MDEntrySize: 1
TRAILER
       10                      CheckSum: 072

and:

Code
 
RAW
8=FIX.4.4|9=107|35=W|34=3|49=GEMINI|52=20180425-17:55:39.151|56=TRADEBOTMD002|55=ETHUSD|262=2|268=1|269=0|270=587.35|271=1|10=032|

HEADER
        8                   BeginString: FIX.4.4
        9                    BodyLength: 107
       34                     MsgSeqNum: 3
       35                       MsgType: MarketDataSnapshotFullRefresh (W)
       49                  SenderCompID: GEMINI
       52                   SendingTime: 20180425-17:55:39.151
       56                  TargetCompID: TRADEBOTMD002
BODY
       55                        Symbol: ETHUSD
      262                       MDReqID: 2
      268                   NoMDEntries: count = 1
      269                   MDEntryType: BID (0)
      270                     MDEntryPx: 587.35
      271                   MDEntrySize: 1
TRAILER
       10                      CheckSum: 032

and:

Code
 
RAW
8=FIX.4.4|9=115|35=W|34=4|49=GEMINI|52=20180425-17:55:39.152|56=TRADEBOTMD002|55=ETHBTC|262=2|268=1|269=0|270=0.06896|271=0.004008|10=152|

HEADER
        8                   BeginString: FIX.4.4
        9                    BodyLength: 115
       34                     MsgSeqNum: 4
       35                       MsgType: MarketDataSnapshotFullRefresh (W)
       49                  SenderCompID: GEMINI
       52                   SendingTime: 20180425-17:55:39.152
       56                  TargetCompID: TRADEBOTMD002
BODY
       55                        Symbol: ETHBTC
      262                       MDReqID: 2
      268                   NoMDEntries: count = 1
      269                   MDEntryType: BID (0)
      270                     MDEntryPx: 0.06896
      271                   MDEntrySize: 0.004008
TRAILER
       10                      CheckSum: 152

---

Enable Maker Side on Trades

To enable showing the maker side of trades, create a Market Data Request <V> with custom field EnableMDEntryMakerSide <9003> enabled.

When trades occur, custom field MDEntryMakerSide <9002> will appear in the MDEntry group with the market side of the trade. See Examples: Showing Maker Side For Trades.

Code
 
RAW
8=FIX.4.4|9=121|35=V|34=2|49=TRADEBOTMD002|52=20180809-15:59:14.000|56=GEMINI|262=2|263=1|264=1|9003=Y|146=1|55=BTCUSD|267=1|269=2|10=128|

HEADER
        8                   BeginString: FIX.4.4
        9                    BodyLength: 121
       34                     MsgSeqNum: 2
       35                       MsgType: MarketDataRequest (V)
       49                  SenderCompID: TRADEBOTMD002
       52                   SendingTime: 20180809-15:59:14.000
       56                  TargetCompID: GEMINI
BODY
      262                       MDReqID: 2
      263       SubscriptionRequestType: SNAPSHOT_PLUS_UPDATES (1)
      264                   MarketDepth: TOP_OF_BOOK (1)
     9003        EnableMDEntryMakerSide: Y
      146                  NoRelatedSym: count = 1
       55                        Symbol: BTCUSD
      267                NoMDEntryTypes: count = 1
      269                   MDEntryType: TRADE (2)
TRAILER
       10                      CheckSum: 128