All Sessions
OpenYield offers five FIX session types; additional instances of a session are available on request:
| Session | Suffix | Purpose |
|---|---|---|
| Market Data | -MD |
Equity-style top-of-book feed including best bid, best offer, daily high and low, change on day, and last trade. |
| Order Book | -OB |
Full depth of the live order book for clients that need complete order book visibility. |
| Trading | -TR |
Live order entry and executions, for both providing liquidity (Limit Order or Quote) and taking liquidity (Market Order). |
| Drop Copy | -DC |
Copies of fill execution reports, plus post-trade fill cancels and corrections. |
| Summon | -RQ |
RFQ-style session for sending Summon requests, with or without a limit, and for receiving requests and responding with quotes. Fills arrive on TR and DC. |
Use Market Data for top-of-book data, or Order Book if you need full depth. Orders, quotes, cancels, and requests are only processed on the Trading (TR) and Summon (RQ) sessions. Other sessions ignore all messages except session-level (administrative) messages such as Logon, Heartbeat, and Test Request.