Changelog

Update Preview

books50 Depth Channel: Incremental Push

Live date: November 5, 2026

Interface:

Changes:

The books50 channel will change from full snapshot on every push to incremental push: the first push after subscription is a full snapshot, and all subsequent pushes are incremental updates. This applies to both the JSON text-frame channel and the SBE binary channel.
The pseq push parameter will also have a value for the books50 channel (previously only for the books channel), and can be used to determine whether there has been packet loss.
On the SBE side, the schema version will be raised to 5, and the Depth50 message (templateId=1001) will carry two additional fields: depthAction (0 = snapshot, 1 = update) to distinguish the two frame types explicitly, and pseq for packet-loss detection.
Currently effective in demo trading.

Changelog

Live date: November 5, 2026

Interface:

Changes:

The books50 channel will change from full snapshot on every push to incremental push: the first push after subscription is a full snapshot, and all subsequent pushes are incremental updates. This applies to both the JSON text-frame channel and the SBE binary channel.
The pseq push parameter will also have a value for the books50 channel (previously only for the books channel), and can be used to determine whether there has been packet loss.
On the SBE side, the schema version will be raised to 5, and the Depth50 message (templateId=1001) will carry two additional fields: depthAction (0 = snapshot, 1 = update) to distinguish the two frame types explicitly, and pseq for packet-loss detection.
Currently effective in demo trading.