Market Data Availability

The field may contain three chars.

First character defines market data timeline. This includes: R = RealTime, D = Delayed, Z = Frozen, Y = Frozen Delayed, N = Not Subscribed.

Second character defines the data structure. This includes: P = Snapshot, p = Consolidated.

Third character defines the type of data: This will always return: B = Book

Code	Name	Description
R	RealTime	Data is relayed back in real time without delay, market data subscription(s) are required.
D	Delayed	Data is relayed back 15-20 min delayed.
Z	Frozen	Last recorded data at market close, relayed back in real time.
Y	Frozen Delayed	Last recorded data at market close, relayed back delayed.
N	Not Subscribed	User does not have the required market data subscription(s) to relay back either real time or delayed data.
O	Incomplete Market Data API Acknowledgement	The annual Market Data API Acknowledgement has not been completed for the given user. To complete the agreement: 1. Log in to the 2. Select “Welcome” in the top right corner, and then “Settings” 3. You will find a large button for “Market Data Subscriptions” on the right. 4. Find the “Market Data API Agreement” on the right.
P	Snapshot	Snapshot request is available for contract.
p	Consolidated	Market data is aggregated across multiple exchanges or venues.
B	Book	Top of the book data is available for contract.
d	Performance Details Enabled	Additional performance details are available for this contract. Internal use intended.