Market Data
Reference Data
API Documentation
Market Data
Reference Data
Reference Data RPC returns a list of all available symbols and their reference data.
Sample Code
import grpc
import common_pb2
import market_data_pb2_grpc
def fetch_refdata():
channel = grpc.secure_channel('mds.pfex.io:443', grpc.ssl_channel_credentials())
stub = market_data_pb2_grpc.MarketDataServiceStub(channel)
response = stub.GetRefData(common_pb2.Empty())
print(response)
if __name__ == '__main__':
fetch_refdata()
Example Response
clobPairId: "4"
symbol: "GOOG-USD"
underlier_price: 154.16
price_change_24h: -2
tick_size: "0.05"
lot_size: "0.001"
min_price: "112"
max_price: "209"
min_quantity: "0.001"
max_quantity: "100000000"
base_asset: "GOOG"
quote_asset: "USD"
margin_asset: "USD"
order_time_in_force: GTC
order_time_in_force: IOC
order_time_in_force: FOK
order_types: LIMIT
order_types: MARKET
order_types: ALO
market_hours {
tz: "America/New_York"
monday {
open: "04:00:00"
close: "20:00:00"
}
tuesday {
open: "04:00:00"
close: "20:00:00"
}
wednesday {
open: "04:00:00"
close: "20:00:00"
}
thursday {
open: "04:00:00"
close: "20:00:00"
}
friday {
open: "04:00:00"
close: "20:00:00"
}
}
...
On this page