SubscribeBlockTrades

Subscribe Block Trades

post

Retrieves Open Trade Reports (Block Trades only). See the Block Trade Data Schema for details. The initial snapshot and subsequent updates are arrays of trades. Use the /market-data/unsubscribe-block-trades endpoint to unsubscribe.

Body

OMSIdintegerRequired

The ID of the Order Management System.

InstrumentIdintegerRequired

The ID of the instrument.

Responses

application/json

object[]OptionalExample: {"Side":"Buy","OrderId":0,"Price":0,"Quantity":0,"DisplayQuantity":0,"Instrument":0,"Account":0,"OrderType":"Unknown","ClientOrderId":0,"OrderState":"Unknown","ReceiveTime":0,"ReceiveTimeTicks":0,"OrigQuantity":0,"QuantityExecuted":0,"AvgPrice":0,"CounterPartyId":0,"ChangeReason":"Unknown","OrigOrderId":0,"OrigClOrdId":0,"EnteredBy":0,"IsQuote":false,"InsideAsk":0,"InsideAskSize":0,"InsideBid":0,"InsideBidSize":0,"LastTradePrice":0,"RejectReason":"","IsLockedIn":false,"CancelReason":"","OMSId":0}

post

HTTPcURLJavaScriptPython

POST / HTTP/1.1
Host: SubscribeBlockTrades
Content-Type: application/json
Accept: */*
Content-Length: 28

{
  "OMSId": 1,
  "InstrumentId": 1
}

200

Successful subscription and initial block trades data.

[
  {
    "Side": "Buy",
    "OrderId": 0,
    "Price": 0,
    "Quantity": 0,
    "DisplayQuantity": 0,
    "Instrument": 0,
    "Account": 0,
    "OrderType": "Unknown",
    "ClientOrderId": 0,
    "OrderState": "Unknown",
    "ReceiveTime": 0,
    "ReceiveTimeTicks": 0,
    "OrigQuantity": 0,
    "QuantityExecuted": 0,
    "AvgPrice": 0,
    "CounterPartyId": 0,
    "ChangeReason": "Unknown",
    "OrigOrderId": 0,
    "OrigClOrdId": 0,
    "EnteredBy": 0,
    "IsQuote": false,
    "InsideAsk": 0,
    "InsideAskSize": 0,
    "InsideBid": 0,
    "InsideBidSize": 0,
    "LastTradePrice": 0,
    "RejectReason": "",
    "IsLockedIn": false,
    "CancelReason": "",
    "OMSId": 0
  }
]