 limitbook_full |
Full order book snapshot and updates. |
| limitbook_snapshot_1 |
Every update of the order book best bid and ask (price + size). |
| limitbook_snapshot_20 |
Every update of the order book snapshot limited to the best 20 levels (price + size) from each side (total 40). |
| limitbook_snapshot_5 |
Every update of the order book snapshot limited to the best 5 levels (price + size) from each side (total 10). |
| limitbook_snapshot_50 |
Every update of the order book snapshot limited to the best 50 levels (price + size) from each side (total 100). |
| quotes |
Every update of the order book best bid and ask (price + size) across all sites. |
| trades |
Transaction's / matches - active market data. |