Digital-asset identifiers
Resolve asset aliases and distinguish spot pairs from perpetual or dated derivatives. A symbol alone may be insufficient: include the venue and instrument type in the mapping approved for the session.
Market data · deployment planning
Crypto FIX Market Data
Use FIX for a crypto market-data workflow when the counterparties share a clear dictionary for venue, market type and quote fields.
Continuous sessions
Agree session resets and recovery around a continuously traded market. Operational runbooks should identify whether maintenance interrupts subscriptions, how clients reconnect and which observations are safe to use after restoration.
Requirements to confirm
- Venue and market-type mapping
- Counterparty message dictionary
- Session reset schedule
- Subscription restoration checks
Bring the proposed instrument list, source documentation and consumer workflow to a technical discussion. The agreed integration specification defines coverage, fields, usage permissions and acceptance tests.
Integration brief
Crypto FIX Market Data: what to agree before connecting
| Session agreement | Confirm the FIX version, identifiers, heartbeat policy and recovery procedure with the counterparty. |
|---|---|
| Market-data scope | Agree requested instruments, entry types, depth if applicable and update behaviour. |
| Instrument model | Map source identifiers, price precision, timestamps and required metadata. |
| Operational recovery | Test session reconnects and the treatment of application state after recovery. |
Use the counterparty specification
A FIX delivery plan for digital assets must define the agreed version, session rules and market-data messages. Confirm snapshot and incremental semantics with the actual counterparty. Transport connectivity alone does not establish a complete, usable instrument state.
What to test
- Exercise logon, disconnect and recovery in a test environment.
- Compare the agreed snapshot with subsequent incremental updates.
- Record rejected symbols and the reason supplied by the counterparty.