Market Data
Clear specifications and connectivity details to access Blue Ocean market data.
Market Data Feeds
Blue Ocean ATS Specifications
FAQs
- How does the Market Data feed aggregate odd lots?
- How does the MEMOIR Top of Book feed differ from the Depth of Book feed?
- How is the FIX Top of Book Market Data feed different from the MEMOIR feeds?
- Why do Market Data sequence numbers appear mismatched between Feed A and Feed B?
- How is the close price determined for a symbol in Blue Ocean ATS?
- What test symbols are available on Blue Ocean ATS?
- What does SecurityTradingStatusType represent in Blue Ocean ATS market data?
- How is the 7:30PM ET reference price determined?
- Why does market data sometimes show large price fluctuations outside risk bands?
- What is the transmission schedule for Blue Ocean ATS market data?
- Why do some MD feed updates show bidSize=0 and bidPrice=0, or offerSize=0 and offerPrice=0?
- Why do some FIX Market Data messages show zeros for all fields?
- How often will Blue Ocean clear the book and how does it work?
- Does the MEMOIR Top of Book feed aggregate odd lots?