Messages

{
  "type": "rfq_created",
  "sid": 15,
  "msg": {
    "id": "rfq_123",
    "creator_id": "",
    "market_ticker": "FED-23DEC-T3.00",
    "event_ticker": "FED-23DEC",
    "contracts_fp": "100.00",
    "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_fp": "100.00",
    "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",
    "market_ticker": "FED-23DEC-T3.00",
    "event_ticker": "FED-23DEC",
    "yes_bid_dollars": "0.35",
    "no_bid_dollars": "0.65",
    "yes_contracts_offered_fp": "100.00",
    "no_contracts_offered_fp": "200.00",
    "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",
    "market_ticker": "FED-23DEC-T3.00",
    "event_ticker": "FED-23DEC",
    "yes_bid_dollars": "0.35",
    "no_bid_dollars": "0.65",
    "accepted_side": "yes",
    "contracts_accepted_fp": "50.00",
    "yes_contracts_offered_fp": "100.00",
    "no_contracts_offered_fp": "200.00",
    "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"
  }
}

WebSockets

Communications

Real-time Request for Quote (RFQ) and quote notifications. Requires authentication.

Requirements:

Authentication required
Market specification ignored
Optional sharding for fanout control:
- shard_factor (1-100) and shard_key (0 <= key < shard_factor)
RFQ events (RFQCreated, RFQDeleted) always sent
Quote events (QuoteCreated, QuoteAccepted, QuoteExecuted) are only sent if you created the quote OR you created the RFQ

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.

WSS

communications

Messages

{
  "type": "rfq_created",
  "sid": 15,
  "msg": {
    "id": "rfq_123",
    "creator_id": "",
    "market_ticker": "FED-23DEC-T3.00",
    "event_ticker": "FED-23DEC",
    "contracts_fp": "100.00",
    "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_fp": "100.00",
    "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",
    "market_ticker": "FED-23DEC-T3.00",
    "event_ticker": "FED-23DEC",
    "yes_bid_dollars": "0.35",
    "no_bid_dollars": "0.65",
    "yes_contracts_offered_fp": "100.00",
    "no_contracts_offered_fp": "200.00",
    "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",
    "market_ticker": "FED-23DEC-T3.00",
    "event_ticker": "FED-23DEC",
    "yes_bid_dollars": "0.35",
    "no_bid_dollars": "0.65",
    "accepted_side": "yes",
    "contracts_accepted_fp": "50.00",
    "yes_contracts_offered_fp": "100.00",
    "no_contracts_offered_fp": "200.00",
    "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"
  }
}

apiKey

type:apiKey

API key authentication required for WebSocket connections. The API key should be provided during the WebSocket handshake.

RFQ Created

type:object

Notification when an RFQ is created

RFQ Deleted

type:object

Notification when an RFQ is deleted

Quote Created

type:object

Notification when a quote is created on an RFQ

Quote Accepted

type:object

Notification when a quote is accepted

Quote Executed

type:object

Notification when a quote is executed and orders are placed

Multivariate Lookups (Deprecated)Order Group Updates

REST

CF Benchmarks REST

WebSockets

FIX

Communications