Market state
Do not interpret the absence of updates as an outage in every circumstance. Combine connection health with symbol status and session information so a weekend closure is distinct from an unexpected interruption during an active session.
Continuous FX pricing requires a clear session calendar and a consumer policy for quiet, closed and disconnected instruments.
Do not interpret the absence of updates as an outage in every circumstance. Combine connection health with symbol status and session information so a weekend closure is distinct from an unexpected interruption during an active session.
Choose whether a consumer needs every eligible tick or conflated updates. Measure queue age and processing lag under bursts; a fast network connection can still deliver prices too late when the application cannot keep up.
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.
| Subscription scope | Specify symbol identifiers, supported fields and acknowledgement or rejection behaviour. |
|---|---|
| Quote semantics | Agree snapshot versus incremental updates, source timestamps and status fields. |
| Consumer pressure | Define application buffer limits and what happens when a consumer cannot process updates fast enough. |
| Reconnect rules | Agree authentication, resubscription, fresh snapshot and duplicate-message handling. |
For Forex, define what a new subscriber receives before incremental updates begin. A connected socket does not prove a symbol is fresh. Separate heartbeat health from per-symbol timestamps and document the resubscription procedure after a disconnect.
{
"type": "quote",
"symbol": "EURUSD",
"bid": "1.10000",
"ask": "1.10010",
"source_time": "2026-10-18T12:00:00.000Z",
"received_at": "2026-10-18T12:00:00.012Z",
"source_id": "example-source",
"status": "illustrative"
}Illustrative engineering example, not live prices or a published API contract. Confirm field names and delivery rules during integration.