The unencrypted TCP feed supports both orderbooks and trades for all exchanges supported by bitcoin-analytics.com service owned by me and genuise. Data are semi-realtime for now - we send aggregate messages every 15 seconds.

On logon unsolicited MarketDataSnapshotFullRefresh (W) messages with full-depth price-depth orderbooks are sent for every exchange:

MarketDataSnapshotFullRefresh (W)

Symbol
NoMDEntries
+ MDEntryType (0 or 1)
+ MDEntryPx
+ MDEntrySize

After that synchronous trades and order book deltas are sent:

MarketDataIncrementalRefresh (X)

NoMDEntries
+ MDUpdateAction
+ Symbol
+ MDEntryType (0, 1 or 2)
+ MDEntryPx
+ MDEntrySize

Orderbooks are as full as exchange API allows. For example, BTC-E only provides top 150 entries. Since data volume is relatively low, further reduction of market depth as provided by MarketDepth field of MarketDataRequest (V) is not implemented.

We built an open-source PoC quickfix/python client to demonstrate interoperability with other FIX implementations.

If you are familiar with FIX protocol and interested in free pre-release access let us know. Our goal at this point is to polish technical details and collect feedback from devs working with FIX feeds in fiat financial industry.

We will charge monthly subscription fee after the release.