Market Data

Spot rates

Subscribe to a stream of real-time spot rates for a given symbol. In response this channel sends an aggregated list of rates, which may include prices from multiple liquidity providers or external market data sources.

Subscribe rates request example

{ "rateSubscriptions":
    [ { "symbol":"EUR/USD",
        "type":"RAW",
        "org":"pfOrg"
        "requestId":1
        "tiers":[1000000,2000000.0,3000000.0]
      }
    ]
}

Request body

Attribute	Description
`symbol`	string: (required) Base and term currency separated by a slash "/" (for example `EUR/USD`).
`requestId`	string: (required) ID assigned by you to your request, returned in the response.
`type`	string: The type of rates requested: `RAW`: Raw rates, `FULL`: Full book, `TOB`: Top of book, `VWAP`: Value-weighted average price.
`org`	string: Organization ID. If specified, then rates are sourced from the liquidity providers configured for this org. If not specified, rates are sourced from preconfigured liquidity providers.
`tiers`	string: Price tier amounts. Conditional: Applicable when `type=VWAP`.

Subscribe rates request example

{ "rateSubscriptionsResponses":
    [ { "request":
        { "symbol":"EUR/USD",
          "type":"RAW",
          "requestId":1
        },
        "status":"success"
      }
    ]
}

Response body

Attribute	Description
`symbol`	string: Base and term currency separated by a slash "/" (for example `EUR/USD`).
`type`	string: The type of rates requested: `RAW`: Raw rates, `FULL`: Full book, `TOB`: Top of book, `VWAP`: Value-weighted average price.
`requestId`	string: ID assigned by you to your request, returned in the response.
`status`	string: The status of the request.

Returns

Rate example

{ "rate": 
  { "symbol": "EUR/USD",
    "bid": [1.18631],
    "offer": [1.18639],
    "bidLimit": [1000000.0],
    "offerLimit": [1000000.0],
    "bidProviders": ["LP1","LP2","LP3"],
    "offerProviders": ["LP2","LP3","LP1"],   
    "time": 1604046862425,
    "requestId": 1
  }
}

Attribute	Description
`symbol`	string: Base and term currency separated by a slash "/" (for example `EUR/USD`).
`bid`	array [double]: Bid rate.
`offer`	array [double]: Offer rate.
`bidLimit`	array [double]: Bid size in base.
`offerLimit`	array [double]: Offer size in base.
`bidProviders`	array [double]: Bid price providers. Applies when `type=RAW` on the request.
`offerProviders`	array [string]: Offer price providers. Applies when `type=RAW` on the request.
`time`	int: Rate timestamp in milliseconds since the Unix epoch in the UTC timezone.

Unsubscribe rates

Unsubscribe from a real-time rate stream.

Unsubscribe rates request example

{ "rateUnsubscriptions":
    [ { "requestId":1
      }
    ]
}

Request body

Attribute	Description
`requestId`	string: (required) ID assigned by you to your request, returned in the response.

Unsubscribe rates response example

{ "rateUnsubscriptionsResponses":
    [ { "request":
        { "requestId":1
        },
        "status":"success"
      }
    ]
}

Response body

Attribute	Description
`requestId`	string: ID assigned by you to your request, returned in the response
`status`	string: The status of the request.

Benchmark rates

Subscribe to a stream of benchmark rates for a symbol and price source. Returns Benchmark Rate or Grid Mid Rate.

Subscribe benchmark rates request example

{ "fxbenchmarkSubscriptions":[{ 
    "symbol":"AUD/CAD",
    "priceSource":"FXB"
    }]
}

Request body

Attribute	Description
`symbol`	string: (required) Base and term currency separated by a slash "/" (for example `EUR/USD`).
`priceSource`	string: The price source: `FXB`: Benchmark, `GMR`: Grid mid rate. If not specified, the default `FXB` is used.

Subscribe benchmark rates response example

{ "fxbenchmarkSubscriptionResponses":[{
    "request":{ 
      "symbol":"AUD/CAD",
      "priceSource":"FXB"
    },
  "status":"success"
  }]
}

Response body

Attribute	Description
`symbol`	string: Base and term currency separated by a slash "/" (for example `EUR/USD`).
`type`	string: The price source of the benchmark.
`status`	string: The status of the request.

Returns

Benchmark rate example

{ "fxbenchmark":
    { "currencyPair":"AUD/CAD",
      "rate":1.18842,
      "guid":"G-4796976cd-171343c4903-FXB-d7ba48",
      "timestamp":1585719298307
    }
}

Mid rate example

{ "gridmidrate":
    { "currencyPair":"AUD/CAD",
      "rate":1.18842,
      "guid":"G-4796976cd-171343c4903-FXB-d7ba48",
      "timestamp":1585719298307
    }
}

Attribute	Description
`currencyPair`	string: Currency pair in the format `base`/`term`.
`priceSource`	double: The rate.
`guid`	string: Unique ID of the rate.
`timestamp`	integral: The timestamp of the rate in milliseconds (Unix time).

Unsubscribe benchmark

Unsubscribe from a stream of benchmark rates for a symbol and price source.

Unsubscribe benchmark rates request example

{ "fxbenchmarkUnsubscriptions":
    [ { "symbol":"AUD/CAD",
        "priceSource":"FXB"
      }
   ]
}

Request body

Attribute	Description
`symbol`	string: (required) Base and term currency separated by a slash "/" (for example `EUR/USD`).
`priceSource`	string The price source: `FXB`: Benchmark, `GMR`: Grid mid rate. If not specified, the default `FXB` is used.

Unsubscribe benchmark rates response example

{ "fxbenchmarkUnsubscriptionResponses":
    [ { "request":
          { "symbol":"AUD/CAD",
            "priceSource":"FXB"
          },
        "status":"success"
      }
    ]
}

Response body

Attribute	Description
`symbol`	string: Base and term currency separated by a slash "/" (for example `EUR/USD`).
`priceSource`	string: The price source: FXB: Benchmark GMR: Grid mid rate
`status`	string: The status of the request.

Ticker

Subscribe to a stream of last-traded prices for a symbol. Returns Trade Ticker.

Subscribe ticker request example

{ "tradeTickerSubscriptions":
  [ {"symbol":"EUR/USD"}
  ]
}

Request body

Attribute	Description
`symbol`	string: (required) Base and term currency separated by a dash "-" (for example `EUR/USD` or `GER30-USD`).

Subscribe ticker response example

{ "tradeTickerSubscriptionResponses":
  [ { "request":
      { "symbol":"EUR/USD"
      },
      "status":"success"
    }
  ]
}

Response body

Attribute	Description
`symbol`	string: Base and term currency separated by a slash "/" (for example `EUR/USD`).
`status`	string: The status of the request.

Ticker example

{ "tradeticker":
  { "symbol":"AUD/CAD",
    "rate":1.18842,
    "isBid":true,
    "time":1585719298307
  }
}

Returns

Attribute	Description
`symbol`	string: Currency pair in the format `base`/`term`.
`rate`	double: The rate at which the trade was done.
`isBid`	boolean: `true`=Trade rate is bid, `false`=Trade rate is offer.
`time`	string: TThe timestamp of the trade in milliseconds (Unix time).

Unsubscribe ticker

Unsubscribe from a stream of last traded prices on this venue for a symbol.

Unsubscribe ticker request example

{ "tradeTickerUnsubscriptions":
  [ { "symbol":"EUR/USD"
    }
  ]
}

Request body

Attribute	Description
`symbol`	string: (required) Base and term currency separated by a slash "/" (for example `EUR/USD`).

Unsubscribe ticker response example

{ "tradeTickerUnsubscriptionResponses":
  [ { "request":
      {
        "symbol":"EUR/USD"
      },
      "status":"success"
    }
  ]
}

Response body

Attribute	Description
`symbol`	string: Base and term currency separated by a slash "/" (for example `EUR/USD`).
`status`	string: The status of the request.

Market Data

Spot rates

Subscribe rates

Unsubscribe rates

Benchmark rates

Subscribe benchmark

Unsubscribe benchmark

Ticker

Subscribe ticker

Unsubscribe ticker

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