All Sessions
OpenYield offers five FIX session types; additional instances of a session are available on request:
| Session | Suffix | Purpose |
|---|---|---|
| Market Data | -MD | Equity-style top-of-book feed including best bid, best offer, daily high and low, change on day, and last trade. |
| Order Book | -OB | Full depth of the live order book for clients that need complete order book visibility. |
| Trading | -TR | Live order entry and executions, for both providing liquidity (Limit Order or Quote) and taking liquidity (Market Order). |
| Drop Copy | -DC | Copies of fill execution reports, plus post-trade fill cancels and corrections. |
| Request Quote | -RQ | RFQ-style session for sending requests, and for receiving requests and responding with quotes, using the Request for Order (RFO) protocol. |
Use Market Data for top-of-book data, or Order Book if you need full depth. Orders, quotes, cancels, and requests are only processed on the Trading (TR) and Request Quote (RQ) sessions. Other sessions ignore all messages except session-level (administrative) messages such as Logon, Heartbeat, and Test Request.