Home >> (Table of Contents) Data and Trading Communications (DTC) Protocol >> DTC Messages and Procedures >> All DTC Messages
All DTC Messages
Below are the links to each message which includes the documentation for the message and the fields within the message.
The documentation for each message is not meant to be specific to any particular encoding, whether binary, JSON, or Google protocol buffers.
Authentication and Connection Monitoring Messages
Market Data Messages
- MARKET_DATA_FEED_STATUS
- MARKET_DATA_FEED_SYMBOL_STATUS
- MARKET_DATA_REQUEST
- MARKET_DEPTH_REQUEST
- MARKET_DATA_REJECT
- MARKET_DEPTH_REJECT
- MARKET_DATA_SNAPSHOT
- MARKET_DEPTH_SNAPSHOT_LEVEL
- MARKET_DEPTH_UPDATE_LEVEL
- MARKET_DATA_UPDATE_TRADE
- MARKET_DATA_UPDATE_BID_ASK
- MARKET_DATA_UPDATE_LAST_TRADE_SNAPSHOT
- MARKET_DATA_UPDATE_TRADE_COMPACT
- MARKET_DATA_UPDATE_SESSION_VOLUME
- MARKET_DATA_UPDATE_OPEN_INTEREST
- MARKET_DATA_UPDATE_SESSION_SETTLEMENT
- MARKET_DATA_UPDATE_SESSION_HIGH
- MARKET_DATA_UPDATE_SESSION_LOW
- MARKET_DATA_UPDATE_SESSION_OPEN
Order Entry and Modification Messages
Trading Related Messages
Account List Messages
Symbol Discovery and Security Definitions Messages
Account Balance Data Messages
Logging Messages
Historical Price Data Messages
*Last modified Tuesday, 31st October, 2023.