RFQs

{
    "method": "subscribe",
    "params": {
        "channel": "rfqs",
        "asset_class": "derivatives"
    }
}

{
    "method": "subscribe",
    "result": {
        "channel": "rfqs",
        "asset_class": "derivatives",
        "snapshot": true
    },
    "success": true,
    "time_in": "2026-10-08T14:58:13.111530Z",
    "time_out": "2026-10-08T14:58:13.111775Z"
}

{
    "channel": "rfqs",
    "type": "snapshot",
    "data": [
        {
            "rfq_id": "3f9a6c1e-7b42-4d1a-9c55-2e8b0d4f6a13",
            "legs": [
                {
                    "symbol": "OF_XBTUSD_261225_80000_C",
                    "size": 5
                },
                {
                    "symbol": "OF_XBTUSD_261225_90000_C",
                    "size": 10
                }
            ],
            "expiry": "2026-10-08T15:05:00.000000Z",
            "status": "open"
        }
    ]
}

{
    "channel": "rfqs",
    "type": "update",
    "data": [
        {
            "rfq_id": "3f9a6c1e-7b42-4d1a-9c55-2e8b0d4f6a13",
            "legs": [
                {
                    "symbol": "OF_XBTUSD_261225_80000_C",
                    "size": 5
                },
                {
                    "symbol": "OF_XBTUSD_261225_90000_C",
                    "size": 10
                }
            ],
            "expiry": "2026-10-08T15:05:00.000000Z",
            "status": "filled_bid_side"
        }
    ]
}

{
    "channel": "rfqs",
    "type": "snapshot",
    "error": "snapshot_too_large",
    "data": []
}

{
    "method": "unsubscribe",
    "params": {
        "channel": "rfqs",
        "asset_class": "derivatives"
    }
}

{
    "method": "unsubscribe",
    "result": {
        "channel": "rfqs"
    },
    "success": true,
    "time_in": "2026-10-08T15:10:13.111530Z",
    "time_out": "2026-10-08T15:10:13.111775Z"
}

{
    "method": "subscribe",
    "params": {
        "channel": "rfqs",
        "asset_class": "derivatives"
    }
}

{
    "method": "subscribe",
    "result": {
        "channel": "rfqs",
        "asset_class": "derivatives",
        "snapshot": true
    },
    "success": true,
    "time_in": "2026-10-08T14:58:13.111530Z",
    "time_out": "2026-10-08T14:58:13.111775Z"
}

{
    "channel": "rfqs",
    "type": "snapshot",
    "data": [
        {
            "rfq_id": "3f9a6c1e-7b42-4d1a-9c55-2e8b0d4f6a13",
            "legs": [
                {
                    "symbol": "OF_XBTUSD_261225_80000_C",
                    "size": 5
                },
                {
                    "symbol": "OF_XBTUSD_261225_90000_C",
                    "size": 10
                }
            ],
            "expiry": "2026-10-08T15:05:00.000000Z",
            "status": "open"
        }
    ]
}

{
    "channel": "rfqs",
    "type": "update",
    "data": [
        {
            "rfq_id": "3f9a6c1e-7b42-4d1a-9c55-2e8b0d4f6a13",
            "legs": [
                {
                    "symbol": "OF_XBTUSD_261225_80000_C",
                    "size": 5
                },
                {
                    "symbol": "OF_XBTUSD_261225_90000_C",
                    "size": 10
                }
            ],
            "expiry": "2026-10-08T15:05:00.000000Z",
            "status": "filled_bid_side"
        }
    ]
}

{
    "channel": "rfqs",
    "type": "snapshot",
    "error": "snapshot_too_large",
    "data": []
}

{
    "method": "unsubscribe",
    "params": {
        "channel": "rfqs",
        "asset_class": "derivatives"
    }
}

{
    "method": "unsubscribe",
    "result": {
        "channel": "rfqs"
    },
    "success": true,
    "time_in": "2026-10-08T15:10:13.111530Z",
    "time_out": "2026-10-08T15:10:13.111775Z"
}

The rfqs channel streams every open request for quote (RFQ) on options. Each RFQ lists the legs the requester wants to trade, when the RFQ expires and its status. The channel carries user RFQs only. The channel is public. It does not show who made a request, and it does not show offers. To follow your own RFQs and the offers you have placed, subscribe to the private quotes channel. The channel does not carry mark prices. To get them, subscribe to the ticker channel.

Messages on this channel carry no sequence numbers. To recover after a gap, resubscribe with snapshot set to true.

The asset_class parameter is required on every subscribe and unsubscribe request for the rfqs channel. Requests that omit it are not accepted.

Request
Response

string

required

Value: subscribe

object

required

Hide properties

string

required

Value: rfqs

string

required

One of: derivativesThe asset class for the request. Must be included.

boolean

One of: true, false
Default: trueRequest a snapshot of all open RFQs after subscribing.

integer

Optional client originated request identifier sent as acknowledgment in the response.

string

required

Value: subscribe

object

Hide properties

string

required

Value: rfqs

string

The asset class of the subscription.

boolean

Indicates if a snapshot is requested.

boolean

Indicates if the request was successfully processed by the engine. One of: true, false

string

Error message. Condition: if success is false.

string

The timestamp when the subscription was received on the wire, just prior to parsing data. Format: RFC3339. Example: 2022-12-25T09:30:59.123456Z

string

The timestamp when the acknowledgement was sent on the wire, just prior to transmitting data. Format: RFC3339. Example: 2022-12-25T09:30:59.123456Z

integer

Optional client originated request identifier sent as acknowledgment in the response.

If the feed is not ready yet, for example just after the service starts, the subscription fails with the error RFQ feed warming up, please retry. Retry with backoff.

Snapshot / Update

The snapshot and update messages share the same schema. The snapshot lists every open RFQ. After that, an update is sent each time an RFQ opens or changes status. When an RFQ closes, you receive one last update with its final status: expired, cancelled, filled_bid_side or filled_ask_side. After that, the RFQ is no longer sent, and the channel keeps no history of closed RFQs. If the closing message is lost, the RFQ is closed with status expired 10 seconds after its expiry. A snapshot never includes an RFQ that is past its expiry. You may receive another snapshot after the first one if you subscribed with snapshot set to true. This happens when the feed recovers from a connection loss or the trading engine restarts. When you receive one, replace your list of RFQs with its contents. After an engine restart, every open RFQ first receives an update with status cancelled, then you receive an empty snapshot.

string

Value: rfqs

string

One of: snapshot, update

object[]

A list of RFQs.

Hide properties

string

Format: UUIDThe unique identifier of the RFQ.

object[]

The contracts the requester wants to trade.

Hide properties

string

Example: OF_XBTUSD_261225_80000_CThe symbol of the derivatives contract.

float

The size of the leg.

string

Format: RFC3339
Example: 2026-10-08T15:05:00.000000ZThe time at which the RFQ expires.

string

One of: open, expired, cancelled, filled_bid_side, filled_ask_sideThe status of the RFQ. The values are the same as in REST:

open: the RFQ accepts offers.
expired and cancelled: the RFQ closed without a trade.
filled_bid_side and filled_ask_side: the requester accepted an offer on that side.

string

One of: snapshot_too_large
Condition: if the snapshot exceeded the maximum message size.The snapshot could not be delivered, and data is empty. Resubscribe to request the snapshot again.

Unsubscribe

Request
Response

string

required

Value: unsubscribe

object

required

Hide properties

string

required

Value: rfqs

string

required

One of: derivativesThe asset class for the request. Must be included.

integer

Optional client originated request identifier sent as acknowledgment in the response.

string

required

Value: unsubscribe

object

Hide properties

string

required

Value: rfqs

boolean

Indicates if the request was successfully processed by the engine. One of: true, false

string

Error message. Condition: if success is false.

string

The timestamp when the subscription was received on the wire, just prior to parsing data. Format: RFC3339. Example: 2022-12-25T09:30:59.123456Z

string

The timestamp when the acknowledgement was sent on the wire, just prior to transmitting data. Format: RFC3339. Example: 2022-12-25T09:30:59.123456Z

integer

Optional client originated request identifier sent as acknowledgment in the response.

Public Channels

Trading

Account

System

Snapshot / Update

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​Snapshot / Update

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Snapshot / Update

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