CF Benchmarks Value Feed

Real-time CF Benchmarks index value updates, each carrying the raw upstream frame plus trailing 60-second and quarter-hour final-minute averages. Requires authentication.

Requirements:

• Authentication required
• Index specification via index_ids (array of CF Benchmarks index IDs, for example ["BRTI", "ETHUSD_RTI"])
• market_ticker/market_tickers/market_id/market_ids are not supported for this channel
• You can seed index_ids in the initial subscribe, or subscribe first and add indices later
• Use index_ids: ["all"] to receive every available index
• Supports update_subscription with subscribe_indices / unsubscribe_indices / indexlist actions
• indexlist returns the available index IDs (as a cfbenchmarks_value_indexlist message) without modifying the subscription
• Ticks are emitted roughly once per second; duplicate or out-of-order upstream source timestamps are ignored

Use case: Consuming CF Benchmarks reference index values and their short-window averages

Subscription workflow:

1. Subscribe to cfbenchmarks_value (optionally seeding index_ids). A successful subscribe returns a subscribed response with the assigned sid.
2. Discover available index IDs with the indexlist action; the server replies with a cfbenchmarks_value_indexlist message.
3. Add or remove tracked index IDs with subscribe_indices / unsubscribe_indices, or use index_ids: ["all"] to track everything.

Averaging semantics:

avg_60s_data (always present):

• Window is trailing and per tick: [source_ts_ms - 60000, source_ts_ms)
• window_size counts prior ticks only
• If there are no prior ticks in the trailing window, the average falls back to the current tick value

last_60s_windowed_average_15min (present only in the final minute before quarter-hour close: :00, :15, :30, :45):

• Active accumulation window is (quarter_close_ts_ms - 60000, quarter_close_ts_ms]
• The start-boundary tick is excluded and the close tick is included
• This produces second-indexed counts: :01 -> 1, :14 -> 14, :59 -> 59, close tick (:00/:15/:30/:45) -> 60
• The field is omitted outside that final-minute window

Integration notes:

• If you subscribe without any index_ids, no value events flow until you add indices or switch to ["all"]
• sid identifies the subscription stream; use it for update_subscription and unsubscribe
• Missing index_ids for subscribe_indices/unsubscribe_indices returns an error with code: 24 (“Index IDs required”); unsupported actions return a standard websocket error