Field name (REST)

Field tag (WS)


Possible values

Description

MsgType

35

M

V


MDStreamId

1500

M

string

Name of the stream

SubscriptionRequestType

263

M

1 — SnapshotAndUpdates (use to subscribe)

2 — DisablePreviousSnapshot (use to unsubscribe)

ThrottleType

1612

O

1 — InboundRate

Use these three fields to throttle the messages received through the channel. By default the messages are not throttled.

ThrottleTimeInterval

1614

O

500

5000

ThrottleTimeUnit

1615

O

3 — Milliseconds

AggregatedBook

266

O

1 (default), 5, 10, 25, 50, 100, 250


Submit this field if you want to receive the aggregated order book (the number denotes the ticks)

Samples

WS

REST