QST FIX Market Data API V1.0 and V2.0 documentation

• Introduction
  • Supported FIX versions
  • Supported protocol versions
  • Supported requests
  • Revisions
• Standard Header
  • Overview
  • Message header tags in requests from a FIX client to QST FIX server
  • Message header tags in responses from QST FIX server to a FIX client
• Standard Trailer
  • Overview
• Session Messages
  • Logon(A) Message
  • Logout(5) Message
  • Heartbeat(0) Message
  • Test Request(1) Message
• Market Data Messages
  • Market Data Request(V) Message
  • Market Data Snapshot (W) message
  • Market Data Incremental Refresh (X) message
  • Market Data Request Reject(Y) Message
  • Security Definition Request (c) Message
  • Security Definition (d) Message
  • Security Status Request (e) Message
  • Security Status (f) Message
  • Business Message Reject (j) Message
• Component Instrument from FIX Client
  • Overview
  • When specifying by single security ID
  • When specifying by multiple alternative security IDs
  • When specifying by security attributes
• LegInstrumentGrp Component
  • NoLegs - 555
  • Leg Group
• Component Instrument from QST FIX server response
  • Overview
  • Supported tags
• LegInstrumentGrp Component
  • NoLegs - 202
  • Leg Group