{
"type": "rfq_created",
"sid": 15,
"msg": {
"id": "rfq_123",
"creator_id": "comm_abc123",
"market_ticker": "FED-23DEC-T3.00",
"event_ticker": "FED-23DEC",
"contracts": 100,
"contracts_fp": "100.00",
"target_cost": 3500,
"target_cost_dollars": "0.35",
"created_ts": "2024-12-01T10:00:00Z"
}
}{
"type": "rfq_deleted",
"sid": 15,
"msg": {
"id": "rfq_123",
"creator_id": "comm_abc123",
"market_ticker": "FED-23DEC-T3.00",
"event_ticker": "FED-23DEC",
"contracts": 100,
"contracts_fp": "100.00",
"target_cost": 3500,
"target_cost_dollars": "0.35",
"deleted_ts": "2024-12-01T10:05:00Z"
}
}{
"type": "quote_created",
"sid": 15,
"msg": {
"quote_id": "quote_456",
"rfq_id": "rfq_123",
"quote_creator_id": "comm_def456",
"rfq_creator_id": "comm_abc123",
"market_ticker": "FED-23DEC-T3.00",
"event_ticker": "FED-23DEC",
"yes_bid": 35,
"no_bid": 65,
"yes_bid_dollars": "0.35",
"no_bid_dollars": "0.65",
"yes_contracts_offered": 100,
"no_contracts_offered": 200,
"yes_contracts_offered_fp": "100.00",
"no_contracts_offered_fp": "200.00",
"rfq_target_cost": 3500,
"rfq_target_cost_dollars": "0.35",
"created_ts": "2024-12-01T10:02:00Z"
}
}{
"type": "quote_accepted",
"sid": 15,
"msg": {
"quote_id": "quote_456",
"rfq_id": "rfq_123",
"quote_creator_id": "comm_def456",
"rfq_creator_id": "comm_abc123",
"market_ticker": "FED-23DEC-T3.00",
"event_ticker": "FED-23DEC",
"yes_bid": 35,
"no_bid": 65,
"yes_bid_dollars": "0.35",
"no_bid_dollars": "0.65",
"accepted_side": "yes",
"contracts_accepted": 50,
"contracts_accepted_fp": "50.00",
"yes_contracts_offered": 100,
"no_contracts_offered": 200,
"yes_contracts_offered_fp": "100.00",
"no_contracts_offered_fp": "200.00",
"rfq_target_cost": 3500,
"rfq_target_cost_dollars": "0.35"
}
}{
"type": "quote_executed",
"sid": 15,
"msg": {
"quote_id": "quote_456",
"rfq_id": "rfq_123",
"quote_creator_id": "a1b2c3d4e5f6...",
"rfq_creator_id": "f6e5d4c3b2a1...",
"order_id": "order_789",
"client_order_id": "my_client_order_123",
"market_ticker": "FED-23DEC-T3.00",
"executed_ts": "2024-12-01T10:05:00Z"
}
}Real-time Request for Quote (RFQ) and quote notifications. Requires authentication.
Requirements:
Use case: Tracking RFQs you create and quotes on your RFQs, or quotes you create on others’ RFQs. Use QuoteExecuted to correlate fill messages with quotes via client_order_id.
{
"type": "rfq_created",
"sid": 15,
"msg": {
"id": "rfq_123",
"creator_id": "comm_abc123",
"market_ticker": "FED-23DEC-T3.00",
"event_ticker": "FED-23DEC",
"contracts": 100,
"contracts_fp": "100.00",
"target_cost": 3500,
"target_cost_dollars": "0.35",
"created_ts": "2024-12-01T10:00:00Z"
}
}{
"type": "rfq_deleted",
"sid": 15,
"msg": {
"id": "rfq_123",
"creator_id": "comm_abc123",
"market_ticker": "FED-23DEC-T3.00",
"event_ticker": "FED-23DEC",
"contracts": 100,
"contracts_fp": "100.00",
"target_cost": 3500,
"target_cost_dollars": "0.35",
"deleted_ts": "2024-12-01T10:05:00Z"
}
}{
"type": "quote_created",
"sid": 15,
"msg": {
"quote_id": "quote_456",
"rfq_id": "rfq_123",
"quote_creator_id": "comm_def456",
"rfq_creator_id": "comm_abc123",
"market_ticker": "FED-23DEC-T3.00",
"event_ticker": "FED-23DEC",
"yes_bid": 35,
"no_bid": 65,
"yes_bid_dollars": "0.35",
"no_bid_dollars": "0.65",
"yes_contracts_offered": 100,
"no_contracts_offered": 200,
"yes_contracts_offered_fp": "100.00",
"no_contracts_offered_fp": "200.00",
"rfq_target_cost": 3500,
"rfq_target_cost_dollars": "0.35",
"created_ts": "2024-12-01T10:02:00Z"
}
}{
"type": "quote_accepted",
"sid": 15,
"msg": {
"quote_id": "quote_456",
"rfq_id": "rfq_123",
"quote_creator_id": "comm_def456",
"rfq_creator_id": "comm_abc123",
"market_ticker": "FED-23DEC-T3.00",
"event_ticker": "FED-23DEC",
"yes_bid": 35,
"no_bid": 65,
"yes_bid_dollars": "0.35",
"no_bid_dollars": "0.65",
"accepted_side": "yes",
"contracts_accepted": 50,
"contracts_accepted_fp": "50.00",
"yes_contracts_offered": 100,
"no_contracts_offered": 200,
"yes_contracts_offered_fp": "100.00",
"no_contracts_offered_fp": "200.00",
"rfq_target_cost": 3500,
"rfq_target_cost_dollars": "0.35"
}
}{
"type": "quote_executed",
"sid": 15,
"msg": {
"quote_id": "quote_456",
"rfq_id": "rfq_123",
"quote_creator_id": "a1b2c3d4e5f6...",
"rfq_creator_id": "f6e5d4c3b2a1...",
"order_id": "order_789",
"client_order_id": "my_client_order_123",
"market_ticker": "FED-23DEC-T3.00",
"executed_ts": "2024-12-01T10:05:00Z"
}
}API key authentication required for WebSocket connections. The API key should be provided during the WebSocket handshake.
Notification when an RFQ is created
Notification when an RFQ is deleted
Notification when a quote is created on an RFQ
Notification when a quote is accepted
Notification when a quote is executed and orders are placed