CF Benchmarks 5Hz Value Feed

Real-time CF Benchmarks index value updates at up to 5 updates per second, each carrying the raw upstream frame plus parsed value fields. Requires authentication.

This is the high-frequency sibling of the once-per-second cfbenchmarks_value channel. It carries the indices CF Benchmarks publishes at 200ms granularity (currently BRTI, ETHUSD_RTI, SOLUSD_RTI, XRPUSD_RTI, and DOGEUSD_RTI); all other indices remain available on cfbenchmarks_value only. Messages are lean raw ticks — they do not include the 60-second or quarter-hour averages, which stay on the per-second channel.

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 index available on this channel
• Supports update_subscription with subscribe_indices / unsubscribe_indices / indexlist actions
• indexlist returns the index IDs recently observed on this channel’s stream (as a cfbenchmarks_value_5hz_indexlist message) without modifying the subscription
• Up to 5 ticks per second per index; duplicate or out-of-order upstream source timestamps are ignored

Use case: Consuming CF Benchmarks reference index values at the vendor’s full publication rate

Subscription workflow:

1. Subscribe to cfbenchmarks_value_5hz (optionally seeding index_ids). A successful subscribe returns a subscribed response with the assigned sid.
2. Discover the streaming index IDs with the indexlist action; the server replies with a cfbenchmarks_value_5hz_indexlist message.
3. Add or remove tracked index IDs with subscribe_indices / unsubscribe_indices, or use index_ids: ["all"] to track everything on this channel.

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
• Historical index values — including intra-second granularity — are available over REST via the CF Benchmarks REST Passthrough