• Only pure entries are provided. We aggregate updates by price level.
• This feed provides streamed data and is not time-sliced.
• The Hotspot FIX market-data feed provides only full snapshots of the order book, while the Hotspot ITCH market-data feed provides streaming incremental updates. In both cases, we translate this into incremental updates to streamline processing.
• Hotspot also provides an unaggregated feed, which will be supported in a future version of the MFAPI.
• exTradeID contains the exchange-side TradeID (FIX tag 1003) as set by Hotspot.
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