Here is the list of the Market Data FIX API messages supported by Revolut FIX Gateway.
For session-level messages, Revolut FIX Gateway follows the FIX 4.4 specification. This means that all messages are supported.
Code | Description |
---|---|
A | Logon |
0 | Heartbeat |
1 | Test Request |
2 | Resend Request |
3 | Session Level Reject |
4 | Sequence Reset |
5 | Logout |
For application-level messages, only the messages listed below are supported.
Code | Description |
---|---|
V | Market Data Request |
Code | Description |
---|---|
W | Full Refresh |
X | Incremental Refresh |
Y | Market Data Request Reject |
Any other message will be rejected with the 3
(Session Level Reject) message.
For more information, see the FIX 4.4 documentation.