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Market Data WebSocket API

Connect to the real-time market data WebSocket for live quotes, time & sales, level 2 order book data, and market status updates.

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Connection URL

wss://api.aries.com/v1/market/ws
All messages use the standard envelope format: 
{
  "type": "<message-type>",
  "id": "<optional-correlation-id>",
  "payload": <type-specific-payload>
}

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Authentication

After connecting, authenticate before subscribing to any data. Send a request message to the /auth route. The token must be a direct property of body (body.token). Do not nest it under body.data — the server only reads body.token and will return “token is required” if token is missing at that level. Request: 
{
  "type": "request",
  "id": "auth-001",
  "payload": {
    "method": "post",
    "path": "/auth",
    "body": {
      "action": "auth",
      "token": "YOUR_ACCESS_TOKEN"
    }
  }
}
Success Response: 
{
  "type": "event",
  "payload": {
    "action": "authSuccess",
    "id": "auth-001",
    "data": {
      "expiresIn": 2700000
    },
    "timestamp": 1701450000123
  }
}
Error Response: 
{
  "type": "event",
  "payload": {
    "action": "error",
    "error": "authentication failed",
    "id": "auth-001",
    "timestamp": 1701450000123
  }
}
After successful authentication, the server automatically sends the current market status without any additional request.

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Market Status

Sent automatically after successful authentication. Subsequent updates are pushed whenever status changes. Server Push: 
{
  "type": "event",
  "payload": {
    "action": "update",
    "type": "marketStatus",
    "data": {
      "afterHours": false,
      "currencies": { "crypto": "open", "fx": "open" },
      "earlyHours": false,
      "exchanges": { "nasdaq": "closed", "nyse": "closed", "otc": "closed" },
      "indicesGroups": {
        "dow_jones": "closed",
        "nasdaq": "open",
        "s_and_p": "open"
      },
      "market": "closed",
      "serverTime": "2025-07-17T03:33:11.000Z"
    },
    "timestamp": 1701450000123
  }
}

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Subscriptions

Subscribe using type: "subscribe". The payload is an array of symbol requests. Subscribe to Equity Quotes: 
{
  "type": "subscribe",
  "id": "sub-1",
  "payload": [
    {
      "symbol": "AAPL",
      "quoteFields": ["askPrice", "bidPrice", "askSize", "bidSize"]
    },
    {
      "symbol": "GOOGL",
      "quoteFields": ["*"]
    }
  ]
}
Subscribe to Equity Trades: 
{
  "type": "subscribe",
  "id": "sub-2",
  "payload": [
    {
      "symbol": "AAPL",
      "tradeFields": ["lastPrice", "size", "totalVolume", "netChange"]
    }
  ]
}
Subscribe to Option Quotes: 
{
  "type": "subscribe",
  "id": "sub-3",
  "payload": [
    {
      "symbol": "SPXW250606P04200000",
      "symbolType": "option",
      "quoteFields": ["askPrice", "bidPrice", "askSize", "bidSize"]
    }
  ]
}
Subscribe to Time & Sales: 
{
  "type": "subscribe",
  "id": "sub-4",
  "payload": [
    {
      "symbol": "AAPL",
      "timeAndSales": true
    }
  ]
}
Subscribe to Level 2 / Order Book: 
{
  "type": "subscribe",
  "id": "sub-5",
  "payload": [
    {
      "symbol": "AAPL",
      "level2": true
    }
  ]
}

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Snapshot Response

On subscribe, the server immediately sends a snapshot of current data: 
{
  "type": "event",
  "payload": {
    "action": "snapshot",
    "type": "quote",
    "symbol": "AAPL",
    "data": {
      "bidPrice": 150.25,
      "askPrice": 150.26,
      "askSize": 300,
      "bidSize": 500
    },
    "id": "sub-1",
    "timestamp": 1701450000123
  }
}

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Real-Time Update

After the snapshot, updates stream with only changed fields: 
{
  "type": "event",
  "payload": {
    "action": "update",
    "type": "quote",
    "symbol": "AAPL",
    "data": {
      "bidPrice": 150.26,
      "bidSize": 600
    },
    "timestamp": 1701450001456
  }
}

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Time & Sales Update

{
  "type": "event",
  "payload": {
    "action": "update",
    "type": "timeAndSales",
    "symbol": "AAPL",
    "data": {
      "price": 212.40,
      "size": 11,
      "tick": "down",
      "tradeExchange": "BATS",
      "tradeSeq": 1436256,
      "tradeTimestamp": 1751882611326
    },
    "timestamp": 1751882611330
  }
}

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Level 2 Update

{
  "type": "event",
  "payload": {
    "action": "update",
    "type": "level2nOB",
    "symbol": "AAPL",
    "data": {
      "symbol": "AAPL",
      "quotes": ["NSDQ:123.12:10:234.32:15", "BATS:123.12:10:234.32:15"],
      "orderBook": ["12:123.12:25", "15:123.15:30"],
      "timestamp": "2025-07-07T07:03:31.326-04:00"
    },
    "timestamp": 1751882611330
  }
}

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Unsubscriptions

Unsubscribe from all data for symbols: 
{
  "type": "unsubscribe",
  "id": "unsub-1",
  "payload": ["AAPL", "MSFT"]
}
Unsubscribe from specific data types: 
{
  "type": "unsubscribe",
  "id": "unsub-2",
  "payload": [
    {
      "symbol": "AAPL",
      "quote": true
    }
  ]
}
Unsubscribe from Level 2 or Time & Sales: 
{
  "type": "unsubscribe",
  "id": "unsub-3",
  "payload": [
    {
      "symbol": "AAPL",
      "level2": true,
      "timeAndSales": true
    }
  ]
}
Error Response: 
{
  "type": "event",
  "payload": {
    "action": "error",
    "error": "no symbols provided",
    "timestamp": 1701450000123
  }
}

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Request/Response Model

For on-demand data (option chains, equity snapshots), use type: "request" with a method and path. Get Option Expiry Dates: 
{
  "type": "request",
  "id": "req-1",
  "payload": {
    "method": "GET",
    "path": "/options/AAPL/expiry-dates"
  }
}
Response: 
{
  "type": "response",
  "id": "req-1",
  "payload": {
    "status": 200,
    "data": {
      "symbol": "AAPL",
      "expiryDates": ["2026-01-16", "2026-02-16", "2026-03-21"]
    }
  }
}
Get Option Contract Symbols: 
{
  "type": "request",
  "id": "req-2",
  "payload": {
    "method": "GET",
    "path": "/options/AAPL/contracts/2026-01-16"
  }
}
Response: 
{
  "type": "response",
  "id": "req-2",
  "payload": {
    "status": 200,
    "data": {
      "symbol": "AAPL",
      "expiryDate": "2026-01-16",
      "calls": [
        { "symbol": "AAPL260116C00145000", "strike": 145.0 },
        { "symbol": "AAPL260116C00150000", "strike": 150.0 }
      ],
      "puts": [
        { "symbol": "AAPL260116P00145000", "strike": 145.0 },
        { "symbol": "AAPL260116P00150000", "strike": 150.0 }
      ]
    }
  }
}
Get Equity Snapshot: 
{
  "type": "request",
  "id": "req-3",
  "payload": {
    "method": "GET",
    "path": "/equities/AAPL/snapshot"
  }
}

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Available Fields

FieldDescription
symbolTicker or option symbol
priceLast trade price
sizeTrade size
totalVolumeTotal traded volume for the session
tickVolumeVolume of the most recent tick
openPriceOpening price
highPriceSession high price
lowPriceSession low price
lastPriceLast traded price
netChangeNet change from previous close
tradeExchangeExchange where trade executed
tradeTimestampTrade timestamp (ISO 8601)
tradeSeqTrade sequence number
tickTick direction: up, down, or unchanged
askPriceBest ask price
askChangeChange in ask price
askExchangeExchange of best ask
askSizeShares available at ask
askSizeChangeChange in ask size
bidPriceBest bid price
bidChangeChange in bid price
bidExchangeExchange of best bid
bidSizeShares available at bid
bidSizeChangeChange in bid size
quoteTimestampQuote timestamp (ISO 8601)
openInterestOpen interest (options)
*Wildcard — subscribe to all fields