APPLICATION MESSAGES

GF API Documentation
OEC FIX/FAST Price inspired by FIX 4.4 protocol for market data: client application should use Market Data Request to manage subscriptions and handle Market Data Snapshot/Full Refresh, Market Data – Incremental Refresh and Market Data Request Reject in response
Application Messages

Name

Id

Description

MarketDataRequest

59

Request to subscribe or load market data

MarketDataRequest_Cancel

57

Request to cancel a subscription

MarketDataSnapshotFullRefresh

2

Response with full snapshot of requested market data

MarketDataIncrementalRefresh

3

Response with incremental changes of requested market data

MarketDataRequestReject

58

Response for failed MarketDataRequest(59)