IRESS Market Feed Technical Overview

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TRADE RECOVERY REQUEST MESSAGESMessage Type = ‘TR’A trade recovery request message specifies the largest trade number the client has ever received for aspecified security within a session. Typically a client uses a sequence of trade recovery request messagesfollowing a Subscription Request Message to notify the feed server from which point to recover for asecurity. The number of the messages within the sequence is defined by Subscription Supplement PacketCount field in the Subscription Request Message above.Trade Recovery Request MessageName Offset Len Value NotesSecurity Id 4 Integer The unique security ID, which was assignedto the security in a security informationmessage previously.Session Id 2 Integer A session id identifying the session that therecovery point belongs to.Recovery Point 4 Integer The largest trade number the client has everreceived for this particular security.GENERAL INFORMATIONAL MESSAGESGeneral Informational Messages are sent by the data feed server to the clients in order to create orupdate information about an exchange, data source or a data source board. These messages are wrappedas the payload in a Feed Data Packet defined in IRESS TCP Feed protocol.SUBSCRIPTION CONFIRMATION MESSAGEMessage Type = ‘SC’This message is the server’s response to the Subscription Request Messages sent from a client.Subscription Confirmation MessageName Offset Len Value NotesExchange 17 String A code representing the exchange.Data Source 9 String A code representing the data source.Data Source Board 9 String A code representing the data source board.Error Code` 2 Integer A number representing the request result.0 = Success.-1 = Undefined failure.-2 = The number of received recoverrequests does not match with the numberdefined in subscription request messageafter a certain period of time.-3 = Server not ready. Try again later.-4 = The specifiedexchange/datasource/board is notsupported.-5 = the user has no permission to accessspecified exchange/datasource/board.8 IRESS Market Feed | Technical Overview
EXCHANGE INFORMATION MESSAGEMessage Type = ‘XX’Throughout a session, the server sends out Exchange Information Messages to update the status of anexchange-data source pair.Exchange Information Message ContentName Offset Len Value NotesExchange 17 String A code representing the exchange.Data Source 9 String A code representing the data source.Status 51 String The status of the exchange-data source.Exchange Time 8 Datetime The time of the exchange-data source.Error Code 2 Integer Error with the exchange-data source.0 – OK-1 – Exchange is down. Data will resumeonce it is back up and running.DATA SOURCE INFORMATION MESSAGEMessage Type = ‘XD’Data Source Information Message describes a data source associated with an exchange, and assigns anID to this data source, unique in this exchange, so that future security information can refer to this ID toidentify the data source.Exchange Information Message ContentName Offset Len Value NotesExchange 17 String The exchange associated with the datasource.Data Source 9 String The name of the data source.Data Source ID 2 Integer The id unique to this exchange. Starting from1.Message may be sent throughout the session whenever a data source comes up from the update stream.9 IRESS Market Feed | Technical Overview
Page 1: IRESS MARKET FEEDTECHNICAL OVERVIEW
Page 5 and 6: OVERVIEWIRESS Market Feed is a low
Page 7: CLIENT REQUEST MESSAGESAfter login,
Page 11 and 12: DATA RESPONSE MESSAGESAs the respon
Page 13 and 14: ASK MESSAGEMessage Type = ‘QA’Q
Page 16 and 17: DEPTH CLEAR MESSAGEMessage Type =
Page 18 and 19: TRADE MESSAGESTRADE MESSAGEMessage
Page 20 and 21: APPENDIX 1: IRESS TCP FEED PROTOCOL
Page 22 and 23: LOBYTE is the minor version. E.g.HI
Page 24 and 25: LOGIN REJECTED PACKETThe IRESS TCP
Page 26 and 27: 542 Index Put OptionSECURITY STATUS
Page 28 and 29: 0x00004000 Reserved.TRADE CONDITION

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