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Topic: Palin ES data from sample API? (2 messages, Page 1 of 1) |
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Moderators: VPfau | |||||
AErglis3996 Posts: 24 Joined: Nov 26, 2019 |
In read-me file:
https://github.com/GainFutures/OECFIXSample/blob/master/readme.md one can read that for market data available these commands: [[MSG] MsgName =] SubscribeQuotes ["FULL"] ( ( ("SPREAD" | "FOREX") Symbol) | (FuturesBaseSymbol ExpirationMonth [("CALL" | "PUT") StrikePrice])) [">" OutputFilename] [[MSG] MsgName =] SubscribeDOM ["FULL"] (("SPREAD" FuturesSpreadSymbol) | (FuturesBaseSymbol ExpirationMonth [("CALL" | "PUT") StrikePrice])) [">" OutputFilename] [[MSG] MsgName =] SubscribeHistogram ["FULL"] (("SPREAD" FuturesSpreadSymbol) | (FuturesBaseSymbol ExpirationMonth [("CALL" | "PUT") StrikePrice])) [">" OutputFilename] [[MSG] MsgName =] SubscribeTicks ["FULL"] ((("SPREAD" | "FOREX") Symbol) | (FuturesBaseSymbol ExpirationMonth [("CALL" | "PUT") StrikePrice])) [("FROM" timestamp) | ("LAST" timespan] [">" OutputFilename] I wold like to get just bid and ask data stream for live, plain Es-mini. Neither spreads, nor options, nor what ever. What is command in terminal after login to FAST server to get plain Futures data feed in this sample API? |
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AErglis3996 Posts: 24 Joined: Nov 26, 2019 |
I found it: "SubscribeQuotes ES 202003;"
Just "SubscribeQuotes" followed by symbol and YYYYMM ended by ";" |
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