> ## Documentation Index > Fetch the complete documentation index at: https://finance.dev/llms.txt > Use this file to discover all available pages before exploring further. # Market Data WebSocket > Real-time streaming API for equity quotes, trades, and market indices. Subscribe to specific symbols with field-level granularity to receive only the data you need, minimizing bandwidth and latency. **What this stream gives you.** Open one connection to `wss://api.aries.com/v1/market/ws`, authenticate once, and the server will push live prices, trades, and order-book activity for any symbols you ask about. You can stream the same data a professional trader watches on screen — bid/ask quotes, last sale prices, intraday OHLC, every individual trade as it prints, full depth-of-market, and option Greeks — without polling. Choose specific quote/trade fields or use wildcard `*` for all fields. Minimize bandwidth by requesting only the data you need. NDJSON message framing for optimal performance with millisecond-level latency. Get the current market state when you subscribe. Subscribe to multiple symbols in a single request for efficient batch subscriptions. Stream real-time data for stocks and option contracts using OSI symbols. Track major indices including SPX, NDX, DJI, VIX, and more in real-time. ### Equities Standard stock ticker symbols. Pass them just as you'd type them on a brokerage screen — for example `AAPL`, `MSFT`, `GOOGL`, `TSLA`. No special formatting required. ### Indices Major market indices are supported: | Symbol | Index | | ------ | ------------------------------------------------------- | | `SPX` | S\&P 500 — broad large-cap U.S. stocks | | `NDX` | Nasdaq 100 — 100 largest non-financial Nasdaq stocks | | `DJI` | Dow Jones Industrial Average — 30 blue-chip U.S. stocks | | `VIX` | CBOE Volatility Index — market "fear gauge" | | `RUT` | Russell 2000 — small-cap U.S. stocks | | `COMP` | Nasdaq Composite — all Nasdaq-listed stocks | | `NYA` | NYSE Composite — all NYSE-listed stocks | | `OEX` | S\&P 100 — 100 largest S\&P 500 companies | | `MID` | S\&P MidCap 400 — mid-sized U.S. stocks | | `SML` | S\&P SmallCap 600 — small-cap U.S. stocks | Indices are computed values, not securities you can buy and sell directly, so they don't have bid/ask quotes. When subscribing to an index, only request **trade fields** (`lastPrice`, `openPrice`, `highPrice`, `lowPrice`, `netChange`, `totalVolume`, etc.). Quote fields like `bidPrice`/`askPrice` will be empty. ### Options Option contracts use **OSI** (Options Symbology Initiative) symbols — the 21-character standard the U.S. options industry uses to uniquely identify a contract. The format is `ROOT + YYMMDD + C/P + 00000000` (the strike price in cents, left-padded). For example, `AAPL240119C00150000` decodes as: * `AAPL` — underlying stock * `240119` — expiration date, 2024-01-19 * `C` — call (use `P` for a put) * `00150000` — strike price, \$150.00 (00150000 ÷ 1000) When subscribing to options, set `symbolType: "option"` so the server knows to apply option-specific routing and to enable Greeks if requested. The best price a buyer is currently willing to pay (**bid**) and the best price a seller is currently willing to accept (**ask**), pulled from all U.S. exchanges combined — known as the **NBBO** (National Best Bid and Offer). The price and size of the most recent trade, plus session-level totals: **OHLC** = Open, High, Low, Close — the standard four prices used to draw a candle on a chart. Market depth — every visible bid and ask across the major exchanges, not just the single best price. Lets you see how much demand is sitting at each price level and which exchanges are quoting it. Every individual trade as it prints, with price, size, timestamp, and the exchange where it executed. Often called "the tape" — traders use it to read order flow and gauge buying vs. selling pressure. For option contracts: the standard risk measures (delta, gamma, theta, vega, rho) plus implied volatility. The first message is a snapshot of the last known values; after that you receive updates whenever the Greeks are recalculated. Only available when `symbolType: "option"` and `greeksFields` is specified. Whether the U.S. market is currently `open`, `closed`, in pre-market, or in after-hours trading, plus the status of individual exchanges. **What you receive first:** Quote, trade, and Greeks subscriptions all send an initial **snapshot** of the current state, then stream **updates** as values change. Level 2 is the exception — it does not send a snapshot, only live updates as new depth arrives from the exchanges. Level 2 updates are forwarded from the market feed as compact string arrays. `payload.data.orderBook` entries use `askSize:price:bidSize`, and `payload.data.quotes` entries use `exchange:askPrice:askSize:bidPrice:bidSize`. Example: ```json theme={null} { "orderBook": ["0:250.00:100", "100:272.55:0"], "quotes": ["EDGX:272.55:100:272.00:500"], "symbol": "AAPL", "timestamp": "2025-12-29T05:18:33.600000-05:00" } ``` To keep latency low when the market is active, the server may bundle several updates into a single WebSocket frame and separate them with a newline character (`\n`). This format is called **NDJSON** — Newline-Delimited JSON. **What this means for you:** Don't just call `JSON.parse(frame)` on every incoming message. Instead, split the frame on `\n`, drop empty lines, and parse each line independently. Otherwise you will silently lose messages whenever the server coalesces. ### Example A single WebSocket frame may contain: ```text theme={null} {"type":"event","payload":{"action":"snapshot","type":"quote","symbol":"MSFT","data":{"bidPrice":189.94},"id":"sub-1","timestamp":1701450000123}} {"type":"event","payload":{"action":"snapshot","type":"quote","symbol":"AAPL","data":{"bidPrice":172.21},"id":"sub-1","timestamp":1701450000124}} ``` Clients should split on `\n` and parse each line independently. Library that supports WSS protocol for secure WebSocket connections. Valid authentication token (if required by your environment). NDJSON message format handling capability for parsing streaming data. Stable network connection to the WebSocket endpoint. Live price updates, bid/ask spreads, and intraday performance tracking for your holdings. Real-time market prices for order entry systems and trade execution platforms. Display market trends and index movements (SPX, NDX, VIX) on your analytics dashboard. Trigger notifications on price thresholds, volume spikes, or custom market conditions. Real-time data feeds for technical analysis and market research applications. ## Authentication If authentication is enabled, authenticate after opening the WebSocket and before subscribing. Auth uses the request/response envelope with `POST /auth`; the body is only the token object expected by the backend. **Client sends:** ```json theme={null} { "type": "request", "id": "auth-001", "payload": { "method": "POST", "path": "/auth", "body": { "token": "eyJhbGciOiJSUzI1NiIsInR5cCI6IkpXVCJ9..." } } } ``` **Server responds:** ```json theme={null} { "type": "event", "payload": { "action": "authSuccess", "id": "auth-001", "data": { "expiresIn": 2700000 }, "timestamp": 1701450000123 } } ``` ## Subscribing to Market Data ### Basic Subscription Structure To start receiving data for a symbol, send a **subscribe** message. The `payload` is always an **array**, even when you only want one symbol — each item describes one symbol and the specific fields you want to receive for it. **Subscription object fields:** | Field | Type | Required | What to enter | | -------------------- | --------------- | -------- | ----------------------------------------------------------------------------------------------------------------- | | `symbol` | string | Yes | A stock ticker (e.g. `AAPL`), an index code (e.g. `SPX`), or an OSI option symbol (e.g. `AAPL240119C00150000`). | | `symbolType` | string | No | `equity` (default) for stocks and indices, or `option` for option contracts. Must be `option` if you want Greeks. | | `quoteFields` | string \| array | No | Quote fields to subscribe to (see Quote Fields table below). Use `["*"]` for all. | | `tradeFields` | string \| array | No | Trade fields to subscribe to (see Trade Fields table below). Use `["*"]` for all. | | `level2` | boolean | No | `true` to receive full order-book depth for this symbol. Defaults to `false`. | | `timeAndSales` | boolean | No | `true` to receive a message for every individual trade execution. Defaults to `false`. | | `timeAndSalesFields` | string \| array | No | Specific T\&S fields to receive when `timeAndSales: true`. Defaults to all fields. | | `greeksFields` | string \| array | No | Greek fields to subscribe to (options only). Use `["*"]` for all. | ```json theme={null} { "type": "subscribe", "id": "optional-correlation-id", "payload": [ { "symbol": "AAPL", "symbolType": "equity", "quoteFields": ["bidPrice", "askPrice"], "tradeFields": ["lastPrice", "totalVolume"], "level2": false, "timeAndSales": false, "timeAndSalesFields": ["price", "size"], "greeksFields": ["delta", "gamma"] } ] } ``` **Defaults & shortcuts.** * `symbolType` defaults to `"equity"`. Set it to `"option"` only when you're subscribing to an option contract. * If you omit **both** `quoteFields` and `tradeFields`, the server treats it as "send me everything" and subscribes you to all quote and all trade fields for that symbol. * Any field list (`quoteFields`, `tradeFields`, `timeAndSalesFields`, `greeksFields`) accepts either a single string (`"bidPrice"`) or an array (`["bidPrice", "askPrice"]`). Arrays are recommended for consistency. ### Subscription Examples ### Subscribe to Trade Fields Only Get just price and size data for AAPL: ```json theme={null} { "type": "subscribe", "id": "sub-1", "payload": [ { "symbol": "AAPL", "tradeFields": ["price", "size"] } ] } ``` ### Subscribe to All Quote and Trade Fields When both `quoteFields` and `tradeFields` are omitted, the backend subscribes to all quote and all trade fields: ```json theme={null} { "type": "subscribe", "id": "sub-2", "payload": [ { "symbol": "AAPL" } ] } ``` ### Subscribe to Quote Fields Only Include only `quoteFields` when you do not want a trade subscription: ```json theme={null} { "type": "subscribe", "id": "sub-quote-1", "payload": [ { "symbol": "AAPL", "quoteFields": ["bidPrice", "askPrice", "bidSize", "askSize"] } ] } ``` ### Subscribe to All Fields Using Wildcard Use `"*"` to subscribe to all available fields: ```json theme={null} { "type": "subscribe", "id": "sub-4", "payload": [ { "symbol": "GOOGL", "quoteFields": ["*"], "tradeFields": ["*"] } ] } ``` ### Subscribe to Specific Quote Fields for Multiple Symbols ```json theme={null} { "type": "subscribe", "id": "sub-3", "payload": [ { "symbol": "AAPL", "quoteFields": ["bidPrice", "bidSize", "askPrice", "askSize", "midPrice", "spread"] }, { "symbol": "MSFT", "quoteFields": ["bidPrice", "bidSize", "askPrice", "askSize", "midPrice", "spread"] } ] } ``` ### Subscribe to Multiple Symbols with Different Fields Different symbols can have different field subscriptions: ```json theme={null} { "type": "subscribe", "id": "sub-6", "payload": [ { "symbol": "AAPL", "tradeFields": ["lastPrice", "size", "netChange", "tick"] }, { "symbol": "MSFT", "quoteFields": ["bidPrice", "askPrice", "spread"] }, { "symbol": "GOOGL", "quoteFields": ["*"], "tradeFields": ["*"] } ] } ``` ### Subscribe to Level 2 Order Book Data ```json theme={null} { "type": "subscribe", "id": "sub-l2-1", "payload": [ { "symbol": "AAPL", "level2": true } ] } ``` ### Subscribe to Time & Sales Data ```json theme={null} { "type": "subscribe", "id": "sub-tns-1", "payload": [ { "symbol": "AAPL", "timeAndSales": true } ] } ``` ### Subscribe to Both Level 2 and Time & Sales Perfect for tape reading and order flow analysis: ```json theme={null} { "type": "subscribe", "id": "sub-l2-tns-1", "payload": [ { "symbol": "AAPL", "level2": true, "timeAndSales": true } ] } ``` ### Full Market Data Suite Subscribe to quotes, trades, Level 2, and Time & Sales: ```json theme={null} { "type": "subscribe", "id": "sub-full-1", "payload": [ { "symbol": "AAPL", "quoteFields": ["bidPrice", "askPrice", "midPrice", "spread"], "tradeFields": ["lastPrice", "size", "totalVolume", "netChange"], "level2": true, "timeAndSales": true } ] } ``` ### Subscribe to S\&P 500 Index Indices do not have bid/ask quote data. Use `tradeFields` only. ```json theme={null} { "type": "subscribe", "id": "sub-7", "payload": [ { "symbol": "SPX", "tradeFields": ["lastPrice", "openPrice", "highPrice", "lowPrice", "netChange", "totalVolume"] } ] } ``` ### Subscribe to Multiple Indices ```json theme={null} { "type": "subscribe", "id": "sub-8", "payload": [ { "symbol": "SPX", "tradeFields": ["lastPrice", "netChange"] }, { "symbol": "NDX", "tradeFields": ["lastPrice", "netChange"] }, { "symbol": "VIX", "tradeFields": ["lastPrice", "netChange"] } ] } ``` ### Mixed Equities and Indices ```json theme={null} { "type": "subscribe", "id": "sub-9", "payload": [ { "symbol": "AAPL", "quoteFields": ["bidPrice", "askPrice", "midPrice"], "tradeFields": ["lastPrice", "netChange"] }, { "symbol": "SPX", "tradeFields": ["lastPrice", "openPrice", "highPrice", "lowPrice"] } ] } ``` ### Subscribe to a Single Option Contract Options use OSI (Options Symbology Initiative) symbols. You **must** set `symbolType: "option"`. ```json theme={null} { "type": "subscribe", "id": "sub-10", "payload": [ { "symbol": "AAPL240119C00150000", "symbolType": "option", "quoteFields": ["bidPrice", "askPrice", "midPrice", "spread", "openInterest"], "tradeFields": ["lastPrice", "totalVolume"] } ] } ``` ### Subscribe to Multiple Option Contracts ```json theme={null} { "type": "subscribe", "id": "sub-11", "payload": [ { "symbol": "AAPL240119C00150000", "symbolType": "option", "quoteFields": ["bidPrice", "askPrice"], "tradeFields": ["lastPrice"] }, { "symbol": "AAPL240119C00155000", "symbolType": "option", "quoteFields": ["bidPrice", "askPrice"], "tradeFields": ["lastPrice"] }, { "symbol": "AAPL240119P00145000", "symbolType": "option", "quoteFields": ["bidPrice", "askPrice"], "tradeFields": ["lastPrice"] } ] } ``` ### Subscribe to All Greeks (Wildcard) Use `"*"` to receive all Greeks fields for an option contract: ```json theme={null} { "type": "subscribe", "id": "sub-greeks-1", "payload": [ { "symbol": "XSP281215C00920000", "symbolType": "option", "greeksFields": ["*"] } ] } ``` ### Subscribe to Specific Greeks Fields Request only the Greeks you need to minimize bandwidth: ```json theme={null} { "type": "subscribe", "id": "sub-greeks-2", "payload": [ { "symbol": "AAPL240119C00150000", "symbolType": "option", "greeksFields": ["delta", "impliedVolatility"] } ] } ``` ### Subscribe to Greeks Alongside Quotes Combine Greeks with quote data in a single subscription: ```json theme={null} { "type": "subscribe", "id": "sub-greeks-3", "payload": [ { "symbol": "AAPL240119C00150000", "symbolType": "option", "quoteFields": ["bidPrice", "askPrice", "midPrice"], "greeksFields": ["delta", "gamma", "theta", "vega", "impliedVolatility"] } ] } ``` `greeksFields` is only applicable when `symbolType` is `"option"`. Including it for equity symbols has no effect. ## Available Fields Reference Frequently used fields you can subscribe to, organized by data type. The wildcard `["*"]` expands to every backend-supported field for that category. Subscribe to these fields using the `quoteFields` array. Use `["*"]` for all fields. | Field | Description | | ---------------- | ------------------------------------------------------------------------------------------------------------------------ | | `*` | **Wildcard** - Subscribe to all available quote fields | | `bidPrice` | Current best bid price - the highest price a buyer is willing to pay | | `bidChange` | Change in bid price from the previous quote update | | `bidSize` | Number of shares available at the bid price (typically in round lots of 100) | | `bidSizeChange` | Change in bid size from the previous quote update | | `bidTimestamp` | Unix timestamp in milliseconds when the bid was last updated | | `bidExchange` | Exchange code where the best bid originated (e.g., 'Q' for NASDAQ, 'N' for NYSE) | | `askPrice` | Current best ask (offer) price - the lowest price a seller is willing to accept | | `askChange` | Change in ask price from the previous quote update | | `askSize` | Number of shares available at the ask price (typically in round lots of 100) | | `askSizeChange` | Change in ask size from the previous quote update | | `askTimestamp` | Unix timestamp in milliseconds when the ask was last updated | | `askExchange` | Exchange code where the best ask originated (e.g., 'Q' for NASDAQ, 'N' for NYSE) | | `quoteTimestamp` | Unix timestamp in milliseconds of the consolidated/top-of-book quote time | | `midPrice` | Midpoint price calculated as (bidPrice + askPrice) / 2 | | `spread` | Bid-ask spread calculated as askPrice - bidPrice | | `openInterest` | Total outstanding open contracts for the option (options only; include in `quoteFields` when `symbolType` is `"option"`) | **Example:** ```json theme={null} "quoteFields": ["bidPrice", "askPrice", "bidSize", "askSize", "midPrice", "spread"] ``` Subscribe to these fields using the `tradeFields` array. Use `["*"]` for all fields. | Field | Description | | -------------------- | ------------------------------------------------------------------------------------------ | | `*` | **Wildcard** - Subscribe to all available trade fields | | `price` | Last trade execution price (same as lastPrice in most cases) | | `size` | Number of shares in the last trade execution | | `totalVolume` | Cumulative trading volume for the current session (total shares traded) | | `tickVolume` | Volume of shares traded in the most recent tick/update | | `openPrice` | Opening price for the current trading session | | `highPrice` | Highest price reached during the current trading session | | `lowPrice` | Lowest price reached during the current trading session | | `lastPrice` | Most recent trade price (last sale price) | | `netChange` | Net price change from previous close (lastPrice - previousClosePrice) | | `tick` | Tick direction indicator: 'up' (uptick), 'down' (downtick), or 'unchanged' | | `tradeSeq` | Trade sequence number - monotonically increasing identifier for each trade | | `tradeTimestamp` | ISO 8601 timestamp of when the trade was executed | | `closePrice` | Official closing price (may be from current or previous session depending on market hours) | | `previousClosePrice` | Previous trading session's official closing price, used to calculate netChange | **Example:** ```json theme={null} "tradeFields": ["lastPrice", "size", "totalVolume", "netChange", "tick"] ``` **For Indices**: Use trade fields only. Indices do not have bid/ask quote data. Subscribe to these fields using the `timeAndSalesFields` array when `timeAndSales: true`. Use `["*"]` for all fields (default if not specified). | Field | Description | | ---------------- | -------------------------------------------------------------------------------------------------- | | `*` | **Wildcard** - Subscribe to all available Time & Sales fields | | `symbol` | The ticker symbol for the trade | | `price` | Trade execution price | | `size` | Number of shares in the trade | | `tick` | Tick direction indicator: 'up' (uptick), 'down' (downtick), or 'unchanged' | | `tradeSeq` | Trade sequence number - monotonically increasing identifier for each trade | | `tradeExchange` | Exchange code where the trade was executed (e.g., 'Q' for NASDAQ, 'N' for NYSE, 'D' for FINRA ADF) | | `tradeTimestamp` | ISO 8601 timestamp of when the trade was executed | **Example:** ```json theme={null} { "symbol": "AAPL", "timeAndSales": true, "timeAndSalesFields": ["price", "size", "tick", "tradeTimestamp", "tradeExchange"] } ``` Time & Sales shows **every individual trade execution** in real-time. Essential for tape reading and order flow analysis. Level 2 data is enabled with `level2: true`. The response contains market depth across multiple exchanges in a compact format. | Field | Description | | ----------- | --------------------------------------------------------------------------------- | | `symbol` | The ticker symbol for the order book | | `orderBook` | Array of compact order book entries in format `"askSize:price:bidSize"` | | `quotes` | Array of exchange quotes in format `"EXCHANGE:askPrice:askSize:bidPrice:bidSize"` | | `timestamp` | ISO 8601 timestamp of the update | **Order Book Format:** Each entry in `orderBook` follows: `"askSize:price:bidSize"` * `askSize`: Number of shares at ask (0 if no ask) * `price`: Price level * `bidSize`: Number of shares at bid (0 if no bid) **Quotes Format:** Each entry in `quotes` follows: `"EXCHANGE:askPrice:askSize:bidPrice:bidSize"` * `EXCHANGE`: Exchange code (NSDQ, NYSE, BATS, EDGX, etc.) * `askPrice`: Ask price at this exchange * `askSize`: Number of shares at ask * `bidPrice`: Bid price at this exchange * `bidSize`: Number of shares at bid **Example Response:** **Format Guide:** * **orderBook**: `askSize:price:bidSize` (e.g., `"0:250.00:100"` = 0 shares ask, \$250.00 price, 100 shares bid) * **quotes**: `exchange:askPrice:askSize:bidPrice:bidSize` (e.g., `"EDGX:272.55:100:272.00:500"` = EDGX exchange, $272.55 ask with 100 shares, $272.00 bid with 500 shares) ```json theme={null} { "type": "event", "payload": { "action": "update", "type": "level2nOB", "symbol": "AAPL", "data": { "orderBook": [ "0:250.00:100", "0:271.00:100", "0:272.00:1000", "45:272.49:0", "100:272.55:0" ], "quotes": [ "EDGX:272.55:100:272.00:500", "BATS:272.58:300:271.00:100", "NSDQ:272.49:45:272.40:10" ], "symbol": "AAPL", "timestamp": "2025-12-29T05:18:33.600000-05:00" }, "timestamp": 1767003513653 } } ``` **No Initial Snapshot**: Level 2 data does not provide an initial snapshot. You will receive updates as they arrive from the market feed. Subscribe to these fields using the `greeksFields` array. Only available for option contracts (`symbolType: "option"`). Use `["*"]` for all fields. **What are Greeks?** Greeks are standard risk measures that tell you *how* an option's price is likely to move when something changes — the underlying stock price, time, or volatility. They are the building blocks of options risk management. | Field | Description | | ------------------- | ---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- | | `*` | **Wildcard** — subscribe to all available Greeks fields | | `delta` | How much the option's price moves for a \*\*$1 move in the underlying stock**. Calls are 0 to 1, puts are -1 to 0. A 0.50 delta call gains ≈ $0.50 if the stock rises \$1. Also a rough estimate of the probability the option expires in-the-money. | | `gamma` | How much **delta itself** changes per \$1 move in the underlying. High gamma = delta swings quickly, so position risk changes fast. | | `theta` | How much value the option **loses per day** purely from time passing (the "time decay"). Almost always negative for long option holders. | | `vega` | How much the option's price changes for a **1-percentage-point change in implied volatility**. Long options have positive vega — they gain when volatility rises. | | `rho` | How much the option's price changes for a **1-percentage-point change in interest rates**. Usually small for short-dated options. | | `impliedVolatility` | The market's expectation of how volatile the underlying will be over the option's life, expressed as a decimal: `0.2752` means 27.52% annualized. Higher IV = more expensive options. | | `symbol` | The OSI symbol of the option contract | | `timestamp` | ISO 8601 timestamp of when the Greeks were last calculated | **Example (all Greeks):** ```json theme={null} "greeksFields": ["*"] ``` **Example (selective fields):** ```json theme={null} "greeksFields": ["delta", "gamma", "impliedVolatility"] ``` `greeksFields` is only applicable when `symbolType` is `"option"`. It has no effect for equity or index symbols. ## Unsubscribing from Market Data The WebSocket supports three unsubscribe modes for flexible subscription management. Remove all subscriptions for one or more symbols: ```json theme={null} { "type": "unsubscribe", "id": "unsub-1", "payload": ["AAPL", "MSFT", "GOOGL"] } ``` This removes **all quote, trade, Level 2, Time & Sales, and Greeks subscriptions** for the specified symbols. Unsubscribe from specific data types while keeping others active: ### Unsubscribe from Quotes Only ```json theme={null} { "type": "unsubscribe", "id": "unsub-2", "payload": [ { "symbol": "AAPL", "quote": true, "trade": false } ] } ``` ### Unsubscribe from Trades Only ```json theme={null} { "type": "unsubscribe", "id": "unsub-3", "payload": [ { "symbol": "TSLA", "trade": true } ] } ``` ### Unsubscribe from Level 2 Only ```json theme={null} { "type": "unsubscribe", "id": "unsub-l2-1", "payload": [ { "symbol": "AAPL", "level2": true } ] } ``` ### Unsubscribe from Time & Sales Only ```json theme={null} { "type": "unsubscribe", "id": "unsub-tns-1", "payload": [ { "symbol": "AAPL", "timeAndSales": true } ] } ``` ### Unsubscribe from Level 2 and Time & Sales ```json theme={null} { "type": "unsubscribe", "id": "unsub-l2-tns-1", "payload": [ { "symbol": "AAPL", "level2": true, "timeAndSales": true } ] } ``` ### Unsubscribe from All Greeks ```json theme={null} { "type": "unsubscribe", "id": "unsub-greeks-1", "payload": [ { "symbol": "XSP281215C00920000", "greeks": true } ] } ``` **Available type flags:** * `quote`: boolean - Unsubscribe from all quote data * `trade`: boolean - Unsubscribe from all trade data * `level2`: boolean - Unsubscribe from Level 2 data * `timeAndSales`: boolean - Unsubscribe from Time & Sales data * `greeks`: boolean - Unsubscribe from all Greeks data (options only) Remove specific fields while keeping the subscription active: ### Unsubscribe from Specific Quote Fields ```json theme={null} { "type": "unsubscribe", "id": "unsub-4", "payload": [ { "symbol": "GOOGL", "quoteFields": ["bidChange", "askChange", "bidSizeChange", "askSizeChange"] } ] } ``` ### Unsubscribe from Specific Trade Fields ```json theme={null} { "type": "unsubscribe", "id": "unsub-5", "payload": [ { "symbol": "AAPL", "tradeFields": ["tickVolume", "tick", "tradeSeq"] } ] } ``` ### Unsubscribe from Mixed Fields ```json theme={null} { "type": "unsubscribe", "id": "unsub-6", "payload": [ { "symbol": "MSFT", "quoteFields": ["bidTimestamp", "askTimestamp"], "tradeFields": ["tradeTimestamp", "closePrice"] } ] } ``` Field-level unsubscribe is supported for quote and trade fields. For Greeks, use `greeks: true` to remove the full Greeks subscription for an option symbol. ### Unsubscribe Response When you unsubscribe, the server confirms the action: ```json theme={null} { "type": "event", "payload": { "action": "unsubscribe", "data": { "symbols": ["AAPL"] }, "id": "unsub-1", "timestamp": 1701450000123 } } ``` ## Message Formats & Responses ### Snapshot Responses When you subscribe, you immediately receive a snapshot of current market data. The snapshot contains all requested fields. ```json theme={null} { "type": "event", "payload": { "action": "snapshot", "type": "quote", "symbol": "AAPL", "data": { "bidPrice": 150.25, "bidSize": 500, "bidChange": 0.05, "bidSizeChange": 100, "bidTimestamp": 1701450000120, "bidExchange": "Q", "askPrice": 150.26, "askSize": 300, "askChange": 0.03, "askSizeChange": -50, "askTimestamp": 1701450000121, "askExchange": "N", "quoteTimestamp": 1701450000121, "midPrice": 150.255, "spread": 0.01 }, "id": "sub-1", "timestamp": 1701450000123 } } ``` ```json theme={null} { "type": "event", "payload": { "action": "snapshot", "type": "trade", "symbol": "AAPL", "data": { "price": 150.25, "lastPrice": 150.25, "size": 100, "totalVolume": 45678900, "tickVolume": 100, "openPrice": 149.50, "highPrice": 151.00, "lowPrice": 149.25, "closePrice": 149.80, "previousClosePrice": 149.80, "netChange": 0.45, "tick": "up", "tradeSeq": 123456, "tradeTimestamp": "2026-04-20T07:11:01.123000-04:00" }, "id": "sub-1", "timestamp": 1701450000125 } } ``` Level 2 does not send an initial snapshot. You receive updates as they arrive. **Format Guide:** * **orderBook**: `askSize:price:bidSize` * **quotes**: `exchange:askPrice:askSize:bidPrice:bidSize` ```json theme={null} { "type": "event", "payload": { "action": "update", "type": "level2nOB", "symbol": "AAPL", "timestamp": 1701450000123, "data": { "orderBook": [ "0:150.24:200", "0:150.24:300", "500:150.26:0", "300:150.26:0", "400:150.27:0" ], "quotes": [ "NSDQ:150.26:500:150.25:400", "NYSE:150.27:200:150.24:200", "PACF:150.26:300:150.24:300" ], "symbol": "AAPL", "timestamp": "2025-12-29T05:18:33.123000-05:00" } } } ``` ```json theme={null} { "type": "event", "payload": { "action": "update", "type": "timeAndSales", "symbol": "AAPL", "timestamp": 1701450000458, "data": { "symbol": "AAPL", "price": "150.26", "size": "250", "tick": "up", "tradeSeq": "123457", "tradeExchange": "Q", "tradeTimestamp": "2026-04-20T07:11:01.717000-04:00" } } } ``` Each Time & Sales message represents a **single trade execution**. You may receive multiple messages per second during active trading. ```json theme={null} { "type": "event", "payload": { "action": "snapshot", "type": "quote", "symbol": "AAPL240119C00150000", "data": { "bidPrice": 5.25, "askPrice": 5.30, "bidSize": 50, "askSize": 75, "midPrice": 5.275, "spread": 0.05, "openInterest": 12450 }, "id": "sub-opt-1", "timestamp": 1701450000123 } } ``` Upon subscribing with `greeksFields`, the server immediately sends a **snapshot** of the last known Greeks values. Subsequent **updates** are streamed whenever Greeks are recalculated. **1. Initial snapshot** (received immediately on subscribe): ```json theme={null} { "type": "event", "payload": { "action": "snapshot", "type": "greeks", "symbol": "XSP281215C00920000", "timestamp": 1770975436651, "data": { "delta": 0.522, "gamma": 0.0386, "impliedVolatility": 0.2752, "symbol": "XSP281215C00920000", "theta": -0.0246, "rho": 0.004, "timestamp": "2026-02-13T15:07:16.65+05:30", "vega": 0.1606 } } } ``` **2. Real-time update** (streamed when Greeks change): ```json theme={null} { "type": "event", "payload": { "action": "update", "type": "greeks", "symbol": "XSP281215C00920000", "timestamp": 1770975502651, "data": { "delta": 0.531, "gamma": 0.0391, "impliedVolatility": 0.2788, "symbol": "XSP281215C00920000", "theta": -0.0249, "rho": 0.004, "timestamp": "2026-02-13T15:08:22.10+05:30", "vega": 0.1618 } } } ``` **Selective fields** (using `greeksFields: ["delta", "impliedVolatility"]`): ```json theme={null} { "type": "event", "payload": { "action": "snapshot", "type": "greeks", "symbol": "AAPL240119C00150000", "timestamp": 1701450000890, "data": { "delta": 0.638, "impliedVolatility": 0.3105 } } } ``` Use `action: "snapshot"` vs `action: "update"` to distinguish the initial state from real-time changes. Only the fields you subscribed to are included in each message. ### Update Responses After the snapshot, you receive real-time updates with **only changed fields**: ```json theme={null} { "type": "event", "payload": { "action": "update", "type": "quote", "symbol": "AAPL", "timestamp": 1701450001456, "data": { "bidPrice": 150.26, "bidSize": 600, "bidChange": 0.01, "bidSizeChange": 100, "bidTimestamp": 1701450001450 } } } ``` **Bandwidth Optimization**: Updates contain only fields that changed since the last message, minimizing network usage. ```json theme={null} { "type": "event", "payload": { "action": "update", "type": "trade", "symbol": "GOOG", "timestamp": 1776683461767, "data": { "netChange": -3.1300000000000003, "price": 336.27000000000004, "size": 6, "symbol": "GOOG", "tradeTimestamp": "2026-04-20T07:11:01.717000-04:00" } } } ``` ### Market Status Updates After successful authentication and whenever market status changes, the server can send a market status event: ```json theme={null} { "type": "event", "payload": { "action": "update", "type": "marketStatus", "data": { "market": "open", "serverTime": "2026-05-13T10:30:00Z", "exchanges": { "nyse": "open", "nasdaq": "open" }, "currencies": { "fx": "open" }, "afterHours": false, "earlyHours": false }, "timestamp": 1701450000123 } } ``` ### Streaming event structure Streaming market data events use the following envelope: | Field | Type | Description | | ------------------- | ------- | ------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- | | `type` | string | Outer envelope type. Streaming market data events always use `event`. | | `payload.action` | string | What kind of event this is. One of: `snapshot` (the first message you receive after subscribing — current state), `update` (a real-time change), `error` (something went wrong), `unsubscribe` (the server confirming you've been removed from a feed). | | `payload.type` | string | Which data category the event belongs to. One of: `quote` (best bid/ask), `trade` (last sale info), `level2nOB` (order book depth), `timeAndSales` (every individual trade), `greeks` (option risk measures), `marketStatus` (market session state). | | `payload.symbol` | string | The ticker or option symbol the event is about. Omitted for market-wide events such as `marketStatus`. | | `payload.data` | object | The actual data payload. Note that `update` messages only include fields that changed since the last message — fields not in the update have not changed. | | `payload.id` | string | Correlation ID. When the event was triggered by one of your subscribe requests, the server echoes back the `id` you sent. | | `payload.timestamp` | integer | When the event happened, in Unix milliseconds (epoch). | **Quick guide to outer `type` values:** * `event` — Streaming pushes from the server: market data, auth/refresh notifications, unsubscribe confirmations, subscription errors. * `pong` — Reply to a `ping` you sent. Used only for keep-alive. * `response` — Reply to an on-demand `request` you sent (e.g. fetching option expiry dates). ## Error Handling ### Error Response Format ```json theme={null} { "type": "event", "payload": { "action": "error", "symbol": "INVALID", "error": "symbol not found", "id": "sub-1", "timestamp": 1701450000123 } } ``` ### Common Error Messages | Message | Description | Resolution | | ----------------------------- | ------------------------------------------------------------------------- | ------------------------------------------------------------------------- | | `authentication required` | The connection must authenticate before this action | Send a `POST /auth` request message with a valid token | | `invalid subscribe format` | Subscribe payload could not be parsed as an array of symbol requests | Send `payload` as an array of objects | | `invalid unsubscribe format` | Unsubscribe payload could not be parsed as an array of strings or objects | Send `payload` as `["AAPL"]` or `[{ "symbol": "AAPL", "quote": true }]` | | `no symbols provided` | The request did not include any symbols | Include at least one symbol | | `too many symbols in request` | Request exceeded the backend symbol limit | Split symbols across multiple requests | | `invalid quote fields: ...` | One or more quote field names are not supported | Check field names against the quote field list | | `invalid trade fields: ...` | One or more trade field names are not supported | Check field names against the trade field list | | `invalid greeks fields: ...` | One or more Greeks field names are not supported | Use only `delta`, `gamma`, `theta`, `vega`, `rho`, or `impliedVolatility` | Always implement error handling in your WebSocket client to handle network issues, invalid requests, and server errors gracefully. ## Connection Management ### Ping/Pong Keepalive Send periodic pings to keep the WebSocket connection alive and detect network issues: **Client sends:** ```json theme={null} { "type": "ping", "id": "ping-001" } ``` **Server responds:** ```json theme={null} { "type": "pong", "id": "ping-001", "timestamp": "2026-05-13T10:30:00Z", "payload": null } ``` **Recommended**: Send a ping every 30-60 seconds to maintain the connection and detect disconnects quickly. ### Handling Disconnects ```javascript theme={null} const ws = new WebSocket('wss://api.aries.com/v1/market/ws'); ws.onclose = (event) => { console.log('WebSocket closed:', event.code, event.reason); // Implement reconnection logic with exponential backoff setTimeout(() => { reconnect(); }, getBackoffDelay()); }; ws.onerror = (error) => { console.error('WebSocket error:', error); }; ``` Implement **exponential backoff** for reconnections: start with 1 second, then 2s, 4s, 8s, up to a maximum of 60 seconds. ## Request/Response Pattern Besides streaming subscriptions, the WebSocket supports on-demand queries using a RESTful-style request/response pattern. ### Get Option Expiry Dates Query all available expiration dates for an underlying symbol: **Request:** ```json theme={null} { "type": "request", "id": "req-expiry-1", "payload": { "method": "GET", "path": "/options/AAPL/expiry-dates" } } ``` **Response:** ```json theme={null} { "type": "response", "id": "req-expiry-1", "payload": { "status": 200, "data": { "symbol": "AAPL", "expiryDates": [ { "date": "2024-01-19" }, { "date": "2024-02-16" }, { "date": "2024-03-15" }, { "date": "2024-04-19" } ] } } } ``` ### Get Option Contract Symbols Query all call and put contracts for a symbol and expiration date: **Request:** ```json theme={null} { "type": "request", "id": "req-contracts-1", "payload": { "method": "GET", "path": "/options/AAPL/contracts/2024-01-19" } } ``` For weekly contracts, include the optional frequency path segment: ```json theme={null} { "type": "request", "id": "req-contracts-weekly-1", "payload": { "method": "GET", "path": "/options/SPX/contracts/2024-01-19/W" } } ``` **Response:** ```json theme={null} { "type": "response", "id": "req-contracts-1", "payload": { "status": 200, "data": { "symbol": "AAPL", "expiryDate": "2024-01-19", "calls": [ { "symbol": "AAPL240119C00145000", "strikePrice": 145.00 }, { "symbol": "AAPL240119C00150000", "strikePrice": 150.00 } ], "puts": [ { "symbol": "AAPL240119P00145000", "strikePrice": 145.00 }, { "symbol": "AAPL240119P00150000", "strikePrice": 150.00 } ] } } } ``` ### Request Responses Successful request replies are returned as `type: "response"` with `payload.status` and `payload.data`. Request/response errors use `type: "response"` with `payload.status` and `payload.error`. Streaming subscription errors use `type: "event"` with `payload.action: "error"`. ## AsyncAPI ````yaml asyncapi-specs/market-data.json marketDataStream id: marketDataStream title: Market data stream description: >- Bidirectional WebSocket endpoint for market data streaming. Clients connect here to send subscription requests and receive real-time market data updates. servers: - id: production protocol: wss host: api.aries.com bindings: [] variables: [] address: /v1/market/ws parameters: [] bindings: [] operations: - &ref_11 id: authenticate title: Authenticate description: Sign in to the market-data WebSocket type: receive messages: - &ref_35 id: authRequest contentType: application/json payload: - name: Auth Request description: Request to authenticate the WebSocket connection type: object properties: - name: type type: string description: Set this to `request` when you authenticate. enumValues: - request required: true - name: id type: string description: >- Optional. Add your own request ID here if you want it returned in the auth reply. required: false - name: timestamp type: string description: >- Optional time when your client created this message, in ISO 8601 format. required: false - name: payload type: object description: Put the auth request details here. required: true properties: - name: method type: string description: Use `POST` to send the token for authentication. enumValues: - POST required: true - name: path type: string description: Auth route on the WebSocket API. Always `/auth`. enumValues: - /auth required: true - name: body type: object description: >- JSON body for `POST /auth`. Put the raw access token directly in `body.token`. required: true properties: - name: token type: string description: Access token for this WebSocket connection. required: true headers: [] jsonPayloadSchema: type: object required: - type - payload description: >- Sign-in message. Send this right after connecting so the server can open your market-data connection. properties: type: type: string enum: - request description: Set this to `request` when you authenticate. example: request x-parser-schema-id: id: type: string description: >- Optional. Add your own request ID here if you want it returned in the auth reply. example: auth-001 x-parser-schema-id: timestamp: type: string format: date-time description: >- Optional time when your client created this message, in ISO 8601 format. example: '2025-01-15T10:30:00Z' x-parser-schema-id: payload: type: object required: - method - path - body description: Put the auth request details here. properties: method: type: string enum: - POST description: Use `POST` to send the token for authentication. example: POST x-parser-schema-id: path: type: string enum: - /auth description: Auth route on the WebSocket API. Always `/auth`. example: /auth x-parser-schema-id: body: type: object required: - token description: >- JSON body for `POST /auth`. Put the raw access token directly in `body.token`. properties: token: type: string description: Access token for this WebSocket connection. example: eyJhbGciOiJSUzI1NiIsInR5cCI6IkpXVCJ9... x-parser-schema-id: example: token: eyJhbGciOiJSUzI1NiIsInR5cCI6IkpXVCJ9... x-parser-schema-id: example: method: POST path: /auth body: token: eyJhbGciOiJSUzI1NiIsInR5cCI6IkpXVCJ9... x-parser-schema-id: x-parser-schema-id: AuthRequestPayload title: Auth Request description: Request to authenticate the WebSocket connection example: |- { "type": "request", "id": "auth-001", "payload": { "method": "POST", "path": "/auth", "body": { "token": "eyJhbGciOiJSUzI1NiIsInR5cCI6IkpXVCJ9.eyJzdWIiOiJ1c2VyLTEyMzQ1IiwiZXhwIjoxNzAxNDUzNjAwfQ.signature" } } } bindings: [] extensions: - id: x-parser-unique-object-id value: authRequest bindings: [] extensions: &ref_5 - id: x-parser-unique-object-id value: marketDataStream - &ref_12 id: subscribe title: Subscribe to Market Data description: >- Subscribe to real-time quote, trade, Level 2, Time & Sales, and/or Greeks data for one or more symbols type: receive messages: - &ref_36 id: subscribeRequest contentType: application/json payload: - name: Subscribe Request description: Request to subscribe to market data for one or more symbols type: object properties: - name: type type: string description: Set this to `subscribe` to start live updates. enumValues: - subscribe required: true - name: payload type: array description: >- Add one or more symbol requests here. Each one tells the server which symbol and data you want. required: true properties: - name: symbol type: string description: >- Symbol to subscribe to. For stocks and indices use ticker symbols such as `AAPL` or `SPX`. For options use symbols such as `AAPL240119C00150000`. required: true - name: symbolType type: string description: Optional. Use `option` only when the symbol is an option. enumValues: - equity - option required: false - name: fields type: oneOf description: >- Combined field list. Use this if you want to send one field list instead of separate quote, trade, or Greeks lists. Use `["*"]` to ask for all fields. required: false - name: quoteFields type: oneOf description: >- Quote fields you want back. If you leave both `quoteFields` and `tradeFields` empty, the server sends all quote and trade fields. required: false - name: tradeFields type: oneOf description: >- Trade fields you want back. If you leave both `quoteFields` and `tradeFields` empty, the server sends all quote and trade fields. required: false - name: level2 type: boolean description: >- Set to `true` to get Level 2 order book updates from multiple exchanges. required: false - name: timeAndSales type: boolean description: Set to `true` to get Time & Sales updates. required: false - name: timeAndSalesFields type: oneOf description: >- Time & Sales fields to subscribe to. If omitted when timeAndSales is true, all Time & Sales fields are included. required: false - name: greeksFields type: oneOf description: Greeks fields you want back. Use this only for options. required: false - name: id type: string description: >- Optional. Add your own request ID here if you want the server to send it back in related replies. required: false headers: [] jsonPayloadSchema: type: object required: - type - payload properties: type: type: string enum: - subscribe const: subscribe description: Set this to `subscribe` to start live updates. example: subscribe x-parser-schema-id: payload: type: array description: >- Add one or more symbol requests here. Each one tells the server which symbol and data you want. minItems: 1 items: type: object required: - symbol description: >- Subscription request for a single symbol with optional field selection and data types. Field list properties accept either a string or an array of strings. properties: symbol: type: string description: >- Symbol to subscribe to. For stocks and indices use ticker symbols such as `AAPL` or `SPX`. For options use symbols such as `AAPL240119C00150000`. example: AAPL x-parser-schema-id: symbolType: type: string enum: - equity - option default: equity description: Optional. Use `option` only when the symbol is an option. example: equity x-parser-schema-id: fields: oneOf: - &ref_0 type: string description: >- Field names you can use in `SymbolFieldRequest.fields`. oneOf: - const: '*' description: >- Wildcard - subscribe to all available Greeks fields x-parser-schema-id: - const: bidPrice description: >- Current best bid price - the highest price a buyer is willing to pay x-parser-schema-id: - const: bidChange description: Change in bid price from the previous quote update x-parser-schema-id: - const: bidSize description: >- Number of shares available at the bid price (typically in round lots of 100) x-parser-schema-id: - const: bidSizeChange description: Change in bid size from the previous quote update x-parser-schema-id: - const: bidTimestamp description: >- Unix timestamp in milliseconds when the bid was last updated x-parser-schema-id: - const: bidExchange description: >- Exchange code where the best bid originated (e.g., 'Q' for NASDAQ, 'N' for NYSE) x-parser-schema-id: - const: askPrice description: >- Current best ask (offer) price - the lowest price a seller is willing to accept x-parser-schema-id: - const: askChange description: Change in ask price from the previous quote update x-parser-schema-id: - const: askSize description: >- Number of shares available at the ask price (typically in round lots of 100) x-parser-schema-id: - const: askSizeChange description: Change in ask size from the previous quote update x-parser-schema-id: - const: askTimestamp description: >- Unix timestamp in milliseconds when the ask was last updated x-parser-schema-id: - const: askExchange description: >- Exchange code where the best ask originated (e.g., 'Q' for NASDAQ, 'N' for NYSE) x-parser-schema-id: - const: quoteTimestamp description: >- Unix timestamp in milliseconds of the consolidated/top-of-book quote time x-parser-schema-id: - const: midPrice description: >- Midpoint price calculated as (bidPrice + askPrice) / 2 x-parser-schema-id: - const: spread description: Bid-ask spread calculated as askPrice - bidPrice x-parser-schema-id: - const: openInterest description: >- Total number of outstanding open contracts for the option. Only applicable when symbolType is 'option'. x-parser-schema-id: - const: price description: >- Last trade execution price (same as lastPrice in most cases) x-parser-schema-id: - const: size description: Number of shares in the last trade execution x-parser-schema-id: - const: totalVolume description: Total shares traded so far today. x-parser-schema-id: - const: tickVolume description: >- Volume of shares traded in the most recent tick/update x-parser-schema-id: - const: openPrice description: Opening price for today. x-parser-schema-id: - const: highPrice description: Highest price so far today. x-parser-schema-id: - const: lowPrice description: Lowest price so far today. x-parser-schema-id: - const: lastPrice description: Most recent trade price (last sale price) x-parser-schema-id: - const: netChange description: >- Net price change from previous close (lastPrice - previousClosePrice) x-parser-schema-id: - const: tick description: >- Tick direction indicator: 'up' (uptick), 'down' (downtick), or 'unchanged' x-parser-schema-id: - const: tradeSeq description: >- Trade sequence number - monotonically increasing identifier for each trade x-parser-schema-id: - const: tradeTimestamp description: Time when the trade happened, in ISO 8601 format. x-parser-schema-id: - const: closePrice description: >- Official close price. This may be from today or the previous trading day, depending on market hours. x-parser-schema-id: - const: previousClosePrice description: >- Previous official close price, used to calculate netChange x-parser-schema-id: - const: delta description: >- Rate of change of the option price relative to a $1 change in the underlying asset price. Ranges from -1 to 1 for puts and 0 to 1 for calls. x-parser-schema-id: - const: gamma description: >- Rate of change of delta relative to a $1 change in the underlying asset price. Measures the convexity of the option's value. x-parser-schema-id: - const: theta description: >- Rate of change of the option price relative to the passage of time (time decay). Typically negative, representing daily value erosion. x-parser-schema-id: - const: vega description: >- Rate of change of the option price relative to a 1% change in implied volatility. x-parser-schema-id: - const: rho description: >- Rate of change of the option price relative to a 1% change in the risk-free interest rate. x-parser-schema-id: - const: impliedVolatility description: >- The market's implied volatility for the option contract, expressed as a decimal (e.g., 0.2752 = 27.52%). x-parser-schema-id: - const: symbol description: Option symbol. x-parser-schema-id: - const: timestamp description: >- Time when these Greeks were calculated, in ISO 8601 format. x-parser-schema-id: x-parser-schema-id: UnifiedFieldEnum - type: array description: Array of field names minItems: 1 items: *ref_0 x-parser-schema-id: description: >- Combined field list. Use this if you want to send one field list instead of separate quote, trade, or Greeks lists. Use `["*"]` to ask for all fields. example: - bidPrice - lastPrice - delta x-parser-schema-id: quoteFields: oneOf: - &ref_1 type: string description: >- Available fields for quote subscriptions. Quote data represents the current best bid and ask prices from the order book. oneOf: - const: '*' description: Wildcard - subscribe to all available quote fields x-parser-schema-id: - const: bidPrice description: >- Current best bid price - the highest price a buyer is willing to pay x-parser-schema-id: - const: bidChange description: Change in bid price from the previous quote update x-parser-schema-id: - const: bidSize description: >- Number of shares available at the bid price (typically in round lots of 100) x-parser-schema-id: - const: bidSizeChange description: Change in bid size from the previous quote update x-parser-schema-id: - const: bidTimestamp description: >- Unix timestamp in milliseconds when the bid was last updated x-parser-schema-id: - const: bidExchange description: >- Exchange code where the best bid originated (e.g., 'Q' for NASDAQ, 'N' for NYSE) x-parser-schema-id: - const: askPrice description: >- Current best ask (offer) price - the lowest price a seller is willing to accept x-parser-schema-id: - const: askChange description: Change in ask price from the previous quote update x-parser-schema-id: - const: askSize description: >- Number of shares available at the ask price (typically in round lots of 100) x-parser-schema-id: - const: askSizeChange description: Change in ask size from the previous quote update x-parser-schema-id: - const: askTimestamp description: >- Unix timestamp in milliseconds when the ask was last updated x-parser-schema-id: - const: askExchange description: >- Exchange code where the best ask originated (e.g., 'Q' for NASDAQ, 'N' for NYSE) x-parser-schema-id: - const: quoteTimestamp description: >- Unix timestamp in milliseconds of the consolidated/top-of-book quote time x-parser-schema-id: - const: midPrice description: >- Midpoint price calculated as (bidPrice + askPrice) / 2 x-parser-schema-id: - const: spread description: Bid-ask spread calculated as askPrice - bidPrice x-parser-schema-id: - const: openInterest description: >- Total number of outstanding open contracts for the option. Only applicable when symbolType is 'option'. x-parser-schema-id: x-parser-schema-id: QuoteFieldEnum - type: array description: Array of field names minItems: 1 items: *ref_1 x-parser-schema-id: description: >- Quote fields you want back. If you leave both `quoteFields` and `tradeFields` empty, the server sends all quote and trade fields. example: - bidPrice - askPrice - midPrice - spread x-parser-schema-id: tradeFields: oneOf: - &ref_2 type: string description: >- Available fields for trade subscriptions. Trade data includes last sale information, volume, and OHLC (Open-High-Low-Close) prices. oneOf: - const: '*' description: Wildcard - subscribe to all available trade fields x-parser-schema-id: - const: price description: >- Last trade execution price (same as lastPrice in most cases) x-parser-schema-id: - const: size description: Total shares traded so far today. x-parser-schema-id: - const: totalVolume description: Total shares traded so far today. x-parser-schema-id: - const: tickVolume description: Opening price for today. x-parser-schema-id: - const: openPrice description: Highest price so far today. x-parser-schema-id: - const: highPrice description: Lowest price so far today. x-parser-schema-id: - const: lowPrice description: Lowest price so far today. x-parser-schema-id: - const: lastPrice description: Most recent trade price (last sale price) x-parser-schema-id: - const: netChange description: >- Net price change from previous close (lastPrice - previousClosePrice) x-parser-schema-id: - const: tick description: >- Tick direction indicator: 'up' (uptick), 'down' (downtick), or 'unchanged' x-parser-schema-id: - const: tradeSeq description: >- Trade sequence number - monotonically increasing identifier for each trade x-parser-schema-id: - const: tradeTimestamp description: Time when the trade happened, in ISO 8601 format. x-parser-schema-id: - const: closePrice description: >- Official close price. This may be from today or the previous trading day, depending on market hours. x-parser-schema-id: - const: previousClosePrice description: Previous official close price. x-parser-schema-id: x-parser-schema-id: TradeFieldEnum - type: array description: Array of field names minItems: 1 items: *ref_2 x-parser-schema-id: description: >- Trade fields you want back. If you leave both `quoteFields` and `tradeFields` empty, the server sends all quote and trade fields. example: - lastPrice - size - totalVolume - netChange x-parser-schema-id: level2: type: boolean default: false description: >- Set to `true` to get Level 2 order book updates from multiple exchanges. example: true x-parser-schema-id: timeAndSales: type: boolean default: false description: Set to `true` to get Time & Sales updates. example: true x-parser-schema-id: timeAndSalesFields: oneOf: - &ref_3 type: string description: >- Available fields for Time & Sales subscriptions. Time & Sales shows individual trade executions in real-time. oneOf: - const: '*' description: >- Wildcard - subscribe to all available Time & Sales fields x-parser-schema-id: - const: symbol description: The ticker symbol for the trade x-parser-schema-id: - const: price description: Trade execution price x-parser-schema-id: - const: size description: Number of shares in the trade x-parser-schema-id: - const: tick description: >- Tick direction indicator: 'up' (uptick), 'down' (downtick), or 'unchanged' x-parser-schema-id: - const: tradeSeq description: >- Trade sequence number - monotonically increasing identifier for each trade x-parser-schema-id: - const: tradeExchange description: >- Exchange code where the trade was executed (e.g., 'Q' for NASDAQ, 'N' for NYSE, 'D' for FINRA ADF) x-parser-schema-id: - const: tradeTimestamp description: Time when the trade happened, in ISO 8601 format. x-parser-schema-id: x-parser-schema-id: TimeAndSalesFieldEnum - type: array description: Array of field names minItems: 1 items: *ref_3 x-parser-schema-id: description: >- Time & Sales fields to subscribe to. If omitted when timeAndSales is true, all Time & Sales fields are included. example: - price - size - tick - tradeTimestamp x-parser-schema-id: greeksFields: oneOf: - &ref_4 type: string description: >- Available fields for Greeks subscriptions. Greeks are only available for option contracts (symbolType: 'option'). oneOf: - const: '*' description: >- Wildcard - subscribe to all available Greeks fields x-parser-schema-id: - const: delta description: >- Rate of change of the option price relative to a $1 change in the underlying asset price. Ranges from -1 to 1 for puts and 0 to 1 for calls. x-parser-schema-id: - const: gamma description: >- Rate of change of delta relative to a $1 change in the underlying asset price. Measures the convexity of the option's value. x-parser-schema-id: - const: theta description: >- Rate of change of the option price relative to the passage of time (time decay). Typically negative, representing daily value erosion. x-parser-schema-id: - const: vega description: >- Rate of change of the option price relative to a 1% change in implied volatility. x-parser-schema-id: - const: rho description: >- Rate of change of the option price relative to a 1% change in the risk-free interest rate. x-parser-schema-id: - const: impliedVolatility description: >- The market's implied volatility for the option contract, expressed as a decimal (e.g., 0.2752 = 27.52%). x-parser-schema-id: - const: symbol description: Option symbol. x-parser-schema-id: - const: timestamp description: >- Time when these Greeks were calculated, in ISO 8601 format. x-parser-schema-id: x-parser-schema-id: GreeksFieldEnum - type: array description: Array of field names minItems: 1 items: *ref_4 x-parser-schema-id: description: Greeks fields you want back. Use this only for options. example: - delta - gamma - impliedVolatility x-parser-schema-id: x-parser-schema-id: SymbolFieldRequest example: - symbol: AAPL quoteFields: - bidPrice - askPrice tradeFields: - lastPrice - totalVolume x-parser-schema-id: id: type: string description: >- Optional. Add your own request ID here if you want the server to send it back in related replies. example: sub-1 x-parser-schema-id: description: Use this message to start live updates for one or more symbols. x-parser-schema-id: SubscribeRequestPayload title: Subscribe Request description: Request to subscribe to market data for one or more symbols example: |- { "type": "subscribe", "id": "sub-1", "payload": [ { "symbol": "AAPL", "tradeFields": [ "price", "size" ] } ] } bindings: [] extensions: - id: x-parser-unique-object-id value: subscribeRequest bindings: [] extensions: *ref_5 - &ref_18 id: receiveQuoteUpdate title: Receive Quote Update description: Receive real-time quote updates type: send messages: - &ref_42 id: quoteUpdate contentType: application/json payload: - name: Quote Update description: Real-time quote update for a subscribed symbol type: object properties: - name: type type: string description: The server sets this to `event` for live updates. required: false - name: payload type: object description: >- Data inside an update event. This is a live change after the initial snapshot. required: false properties: - name: action type: string description: Indicates this is a real-time update required: false - name: type type: string description: >- Type of market data in this message: quote, trade, Level 2, Time & Sales, Greeks, or market status. enumValues: - quote - trade - level2nOB - timeAndSales - greeks - marketStatus examples: &ref_6 - quote - trade - level2nOB - timeAndSales - greeks - marketStatus required: false - name: symbol type: string description: The ticker symbol this update is for required: false - name: data type: object description: Changed data for this symbol. required: false - name: timestamp type: integer description: >- Server timestamp in Unix milliseconds when this event was sent required: false headers: [] jsonPayloadSchema: &ref_7 type: object description: Event wrapper for update responses properties: type: type: string const: event description: The server sets this to `event` for live updates. x-parser-schema-id: payload: type: object description: >- Data inside an update event. This is a live change after the initial snapshot. properties: action: type: string const: update description: Indicates this is a real-time update x-parser-schema-id: type: &ref_8 type: string enum: - quote - trade - level2nOB - timeAndSales - greeks - marketStatus description: >- Type of market data in this message: quote, trade, Level 2, Time & Sales, Greeks, or market status. examples: *ref_6 x-parser-schema-id: DataType symbol: type: string description: The ticker symbol this update is for example: AAPL x-parser-schema-id: data: type: object description: Changed data for this symbol. additionalProperties: true x-parser-schema-id: timestamp: type: integer format: int64 description: >- Server timestamp in Unix milliseconds when this event was sent example: 1701450001123 x-parser-schema-id: x-parser-schema-id: UpdateEventPayload x-parser-schema-id: UpdateResponsePayload title: Quote Update description: Real-time quote update for a subscribed symbol example: |- { "type": "event", "payload": { "action": "update", "type": "quote", "symbol": "AAPL", "data": { "bidPrice": 190.04, "askPrice": 190.06, "midPrice": 190.05, "spread": 0.02, "quoteTimestamp": 1701450001000 }, "timestamp": 1701450001123 } } bindings: [] extensions: - id: x-parser-unique-object-id value: quoteUpdate bindings: [] extensions: *ref_5 - &ref_19 id: receiveTradeUpdate title: Receive Trade Update description: Receive real-time trade/price updates type: send messages: - &ref_43 id: tradeUpdate contentType: application/json payload: - name: Trade Update description: Real-time trade/price update for a subscribed symbol type: object properties: - name: type type: string description: The server sets this to `event` for live updates. required: false - name: payload type: object description: >- Data inside an update event. This is a live change after the initial snapshot. required: false properties: - name: action type: string description: Indicates this is a real-time update required: false - name: type type: string description: >- Type of market data in this message: quote, trade, Level 2, Time & Sales, Greeks, or market status. enumValues: - quote - trade - level2nOB - timeAndSales - greeks - marketStatus examples: *ref_6 required: false - name: symbol type: string description: The ticker symbol this update is for required: false - name: data type: object description: Changed data for this symbol. required: false - name: timestamp type: integer description: >- Server timestamp in Unix milliseconds when this event was sent required: false headers: [] jsonPayloadSchema: *ref_7 title: Trade Update description: Real-time trade/price update for a subscribed symbol example: |- { "type": "event", "payload": { "action": "update", "type": "trade", "symbol": "AAPL", "data": { "price": 190.05, "size": 100 }, "timestamp": 1701450001123 } } bindings: [] extensions: - id: x-parser-unique-object-id value: tradeUpdate bindings: [] extensions: *ref_5 - &ref_20 id: receiveLevel2Update title: Receive Level 2 / Order Book Update description: Receive real-time Level 2 order book updates type: send messages: - &ref_44 id: level2Update contentType: application/json payload: - name: Level 2 / Order Book Update description: >- Real-time Level 2 order book update showing market depth across exchanges type: object properties: - name: type type: string description: The server sets this to `event` for live updates. required: false - name: payload type: object description: Data inside a Level 2 update. required: false properties: - name: action type: string description: Indicates this is a real-time Level 2 update required: false - name: type type: string description: Data type indicator for Level 2 order book required: false - name: symbol type: string description: The ticker symbol this Level 2 data is for required: false - name: data type: object description: Level 2 data for this symbol. required: false properties: - name: symbol type: string description: The ticker symbol required: false - name: orderBook type: array description: >- Compact order-book rows in askSize:price:bidSize format required: false properties: - name: item type: string required: false - name: quotes type: array description: >- Compact venue quote rows in exchange:askPrice:askSize:bidPrice:bidSize format required: false properties: - name: item type: string required: false - name: timestamp type: string description: Feed timestamp required: false - name: bidPrice type: number description: Top-level fallback bid price when present required: false - name: askPrice type: number description: Top-level fallback ask price when present required: false - name: bidSize type: number description: Top-level fallback bid size when present required: false - name: askSize type: number description: Top-level fallback ask size when present required: false - name: timestamp type: integer description: >- Server timestamp in Unix milliseconds when this event was sent required: false headers: [] jsonPayloadSchema: type: object description: Event wrapper for Level 2 order book updates properties: type: type: string const: event description: The server sets this to `event` for live updates. x-parser-schema-id: payload: type: object description: Data inside a Level 2 update. properties: action: type: string const: update description: Indicates this is a real-time Level 2 update x-parser-schema-id: type: type: string const: level2nOB description: Data type indicator for Level 2 order book x-parser-schema-id: symbol: type: string description: The ticker symbol this Level 2 data is for example: AAPL x-parser-schema-id: data: type: object description: Level 2 data for this symbol. additionalProperties: true properties: symbol: type: string description: The ticker symbol example: AAPL x-parser-schema-id: orderBook: type: array description: Compact order-book rows in askSize:price:bidSize format items: type: string example: 0:250.00:100 x-parser-schema-id: x-parser-schema-id: quotes: type: array description: >- Compact venue quote rows in exchange:askPrice:askSize:bidPrice:bidSize format items: type: string example: EDGX:272.55:100:272.00:500 x-parser-schema-id: x-parser-schema-id: timestamp: type: string description: Feed timestamp example: '2025-12-29T05:18:33.600000-05:00' x-parser-schema-id: bidPrice: type: number format: double description: Top-level fallback bid price when present x-parser-schema-id: askPrice: type: number format: double description: Top-level fallback ask price when present x-parser-schema-id: bidSize: type: number format: double description: Top-level fallback bid size when present x-parser-schema-id: askSize: type: number format: double description: Top-level fallback ask size when present x-parser-schema-id: x-parser-schema-id: timestamp: type: integer format: int64 description: >- Server timestamp in Unix milliseconds when this event was sent example: 1701450001123 x-parser-schema-id: x-parser-schema-id: Level2EventPayload x-parser-schema-id: Level2UpdatePayload title: Level 2 / Order Book Update description: >- Real-time Level 2 order book update showing market depth across exchanges example: |- { "type": "event", "payload": { "action": "update", "type": "level2nOB", "symbol": "AAPL", "data": { "orderBook": [ "0:150.24:200", "500:150.26:0" ], "quotes": [ "NSDQ:150.26:500:150.25:400", "NYSE:150.27:200:150.24:200" ], "symbol": "AAPL", "timestamp": "2025-12-29T05:18:33.600000-05:00" }, "timestamp": 1701450000123 } } bindings: [] extensions: - id: x-parser-unique-object-id value: level2Update bindings: [] extensions: *ref_5 - &ref_21 id: receiveTimeAndSalesUpdate title: Receive Time & Sales Update description: Receive real-time Time & Sales trade execution feed type: send messages: - &ref_45 id: timeAndSalesUpdate contentType: application/json payload: - name: Time & Sales Update description: Real-time trade execution from the time and sales feed type: object properties: - name: type type: string description: The server sets this to `event` for live updates. required: false - name: payload type: object description: Data inside a Time & Sales event. required: false properties: - name: action type: string description: Indicates this is a real-time Time & Sales update required: false - name: type type: string description: Data type indicator for Time & Sales required: false - name: symbol type: string description: The ticker symbol this trade execution is for required: false - name: data type: object description: Time & Sales data representing a single trade execution required: false properties: - name: symbol type: string description: The ticker symbol required: false - name: price type: string description: Trade execution price required: false - name: size type: string description: Number of shares in the trade required: false - name: tick type: string description: Tick direction indicator enumValues: - up - down - unchanged required: false - name: tradeSeq type: string description: >- Trade sequence number - monotonically increasing identifier required: false - name: tradeExchange type: string description: Exchange code where the trade was executed enumValues: - Q - 'N' - P - Z - K - J - M - A - B - C - D - I - X - 'Y' - W required: false - name: tradeTimestamp type: string description: Time when the trade happened, in ISO 8601 format. required: false - name: timestamp type: integer description: >- Server timestamp in Unix milliseconds when this event was sent required: false headers: [] jsonPayloadSchema: type: object description: Event wrapper for Time & Sales updates properties: type: type: string const: event description: The server sets this to `event` for live updates. x-parser-schema-id: payload: type: object description: Data inside a Time & Sales event. properties: action: type: string const: update description: Indicates this is a real-time Time & Sales update x-parser-schema-id: type: type: string const: timeAndSales description: Data type indicator for Time & Sales x-parser-schema-id: symbol: type: string description: The ticker symbol this trade execution is for example: AAPL x-parser-schema-id: data: type: object description: Time & Sales data representing a single trade execution properties: symbol: type: string description: The ticker symbol example: AAPL x-parser-schema-id: price: type: string description: Trade execution price example: '189.95' x-parser-schema-id: size: type: string description: Number of shares in the trade example: '100' x-parser-schema-id: tick: type: string description: Tick direction indicator example: up enum: - up - down - unchanged x-parser-schema-id: tradeSeq: type: string description: >- Trade sequence number - monotonically increasing identifier example: '123456789' x-parser-schema-id: tradeExchange: type: string description: Exchange code where the trade was executed example: Q enum: - Q - 'N' - P - Z - K - J - M - A - B - C - D - I - X - 'Y' - W x-parser-schema-id: tradeTimestamp: type: string format: date-time description: Time when the trade happened, in ISO 8601 format. example: '2026-04-20T07:11:01.717000-04:00' x-parser-schema-id: x-parser-schema-id: TimeAndSalesData timestamp: type: integer format: int64 description: >- Server timestamp in Unix milliseconds when this event was sent example: 1701450001123 x-parser-schema-id: x-parser-schema-id: TimeAndSalesEventPayload x-parser-schema-id: TimeAndSalesUpdatePayload title: Time & Sales Update description: Real-time trade execution from the time and sales feed example: |- { "type": "event", "payload": { "action": "update", "type": "timeAndSales", "symbol": "AAPL", "data": { "symbol": "AAPL", "price": "189.95", "size": "100", "tick": "up", "tradeSeq": "123456789", "tradeExchange": "Q", "tradeTimestamp": "2026-04-20T07:11:01.717000-04:00" }, "timestamp": 1701450001123 } } bindings: [] extensions: - id: x-parser-unique-object-id value: timeAndSalesUpdate bindings: [] extensions: *ref_5 - &ref_22 id: receiveGreeksUpdate title: Receive Greeks Update description: Receive Greeks snapshot and real-time updates for an option contract type: send messages: - &ref_46 id: greeksUpdate contentType: application/json payload: - name: Greeks Update description: >- Greeks snapshot on subscribe and real-time updates for an option contract type: object properties: - name: type type: string description: The server sets this to `event` for live updates. required: false - name: payload type: object description: Data inside a Greeks event. required: false properties: - name: action type: string description: >- `snapshot` for the first Greeks values, `update` for later changes. enumValues: - snapshot - update required: false - name: type type: string description: Data type indicator for Greeks data required: false - name: symbol type: string description: Option symbol required: false - name: data type: object description: >- Option Greeks data. Only the fields requested via greeksFields (or all fields if ["*"] was used) are included in each update. required: false properties: - name: symbol type: string description: Option symbol. required: false - name: delta type: number description: >- Rate of change of the option price relative to a $1 move in the underlying. Ranges from 0 to 1 for calls and -1 to 0 for puts. required: false - name: gamma type: number description: >- Rate of change of delta relative to a $1 move in the underlying. Measures curvature of option value. required: false - name: theta type: number description: >- Daily time decay of the option price. Typically negative, representing value lost each day as expiration approaches. required: false - name: vega type: number description: >- Rate of change of the option price relative to a 1% change in implied volatility. required: false - name: rho type: number description: >- Rate of change of the option price relative to a 1% change in the risk-free interest rate. required: false - name: impliedVolatility type: number description: >- Implied volatility of the option contract, expressed as a decimal (e.g., 0.2752 = 27.52%). required: false - name: timestamp type: string description: >- Time when these Greeks were calculated, in ISO 8601 format. required: false - name: timestamp type: integer description: >- Server timestamp in Unix milliseconds when this event was sent required: false headers: [] jsonPayloadSchema: type: object description: Event wrapper for Greeks updates properties: type: type: string const: event description: The server sets this to `event` for live updates. x-parser-schema-id: payload: type: object description: Data inside a Greeks event. properties: action: type: string enum: - snapshot - update description: >- `snapshot` for the first Greeks values, `update` for later changes. x-parser-schema-id: type: type: string const: greeks description: Data type indicator for Greeks data x-parser-schema-id: symbol: type: string description: Option symbol example: XSP281215C00920000 x-parser-schema-id: data: type: object description: >- Option Greeks data. Only the fields requested via greeksFields (or all fields if ["*"] was used) are included in each update. properties: symbol: type: string description: Option symbol. example: XSP281215C00920000 x-parser-schema-id: delta: type: number format: double description: >- Rate of change of the option price relative to a $1 move in the underlying. Ranges from 0 to 1 for calls and -1 to 0 for puts. example: 0.522 x-parser-schema-id: gamma: type: number format: double description: >- Rate of change of delta relative to a $1 move in the underlying. Measures curvature of option value. example: 0.0386 x-parser-schema-id: theta: type: number format: double description: >- Daily time decay of the option price. Typically negative, representing value lost each day as expiration approaches. example: -0.0246 x-parser-schema-id: vega: type: number format: double description: >- Rate of change of the option price relative to a 1% change in implied volatility. example: 0.1606 x-parser-schema-id: rho: type: number format: double description: >- Rate of change of the option price relative to a 1% change in the risk-free interest rate. example: 0.004 x-parser-schema-id: impliedVolatility: type: number format: double description: >- Implied volatility of the option contract, expressed as a decimal (e.g., 0.2752 = 27.52%). example: 0.2752 x-parser-schema-id: timestamp: type: string format: date-time description: >- Time when these Greeks were calculated, in ISO 8601 format. example: '2026-02-13T15:07:16.65+05:30' x-parser-schema-id: x-parser-schema-id: GreeksData timestamp: type: integer format: int64 description: >- Server timestamp in Unix milliseconds when this event was sent example: 1770975436651 x-parser-schema-id: x-parser-schema-id: GreeksEventPayload x-parser-schema-id: GreeksUpdatePayload title: Greeks Update description: >- Greeks snapshot on subscribe and real-time updates for an option contract example: |- { "type": "event", "payload": { "action": "update", "type": "greeks", "symbol": "XSP281215C00920000", "data": { "delta": 0.531, "gamma": 0.0391, "impliedVolatility": 0.2788, "symbol": "XSP281215C00920000", "theta": -0.0249, "rho": 0.004, "timestamp": "2026-02-13T15:08:22.10+05:30", "vega": 0.1618 }, "timestamp": 1770975502651 } } bindings: [] extensions: - id: x-parser-unique-object-id value: greeksUpdate bindings: [] extensions: *ref_5 - &ref_23 id: receiveError title: Receive Error description: Receive error messages from the server type: send messages: - &ref_47 id: errorResponse contentType: application/json payload: - name: Error Response description: Error message from the server type: object properties: - name: type type: string description: The server sets this to `event` for this message. required: false - name: payload type: object required: false properties: - name: action type: string description: Indicates this is an error response required: false - name: symbol type: string description: The symbol related to the error, if applicable required: false - name: error type: string description: Human-readable error message describing what went wrong required: false - name: id type: string description: Request ID from your earlier message, if you sent one. required: false - name: timestamp type: integer description: >- Server timestamp in Unix milliseconds when the error occurred required: false headers: [] jsonPayloadSchema: type: object properties: type: type: string const: event description: The server sets this to `event` for this message. x-parser-schema-id: payload: type: object properties: action: type: string const: error description: Indicates this is an error response x-parser-schema-id: symbol: type: string description: The symbol related to the error, if applicable example: AAPL x-parser-schema-id: error: type: string description: Human-readable error message describing what went wrong example: 'invalid quote fields: invalidField' x-parser-schema-id: id: type: string description: Request ID from your earlier message, if you sent one. x-parser-schema-id: timestamp: type: integer format: int64 description: >- Server timestamp in Unix milliseconds when the error occurred example: 1701450004000 x-parser-schema-id: x-parser-schema-id: ErrorEventPayload x-parser-schema-id: ErrorResponsePayload title: Error Response description: Error message from the server example: |- { "type": "event", "payload": { "action": "error", "symbol": "AAPL", "error": "invalid quote fields: invalidField1, invalidField2", "id": "sub-1", "timestamp": 1701450004000 } } bindings: [] extensions: - id: x-parser-unique-object-id value: errorResponse bindings: [] extensions: *ref_5 - &ref_13 id: unsubscribe title: Unsubscribe from Market Data description: Unsubscribe from market data for one or more symbols type: receive messages: - &ref_37 id: unsubscribeRequest contentType: application/json payload: - name: Unsubscribe Request description: Request to unsubscribe from market data type: object properties: - name: type type: string description: Set this to `unsubscribe` to stop live updates. enumValues: - unsubscribe required: true - name: payload type: array required: true properties: - name: symbol type: string description: The ticker symbol to unsubscribe from required: true - name: quote type: boolean description: >- Mode 2: If true, unsubscribe from all quote data for this symbol. Takes precedence over quoteFields. required: false - name: trade type: boolean description: >- Mode 2: If true, unsubscribe from all trade data for this symbol. Takes precedence over tradeFields. required: false - name: level2 type: boolean description: >- Mode 2: If true, unsubscribe from Level 2 / Order Book data for this symbol. required: false - name: timeAndSales type: boolean description: >- Mode 2: If true, unsubscribe from Time & Sales data for this symbol. required: false - name: greeks type: boolean description: >- Mode 2: If true, unsubscribe from all Greeks data for this symbol. Only applicable for option contracts. required: false - name: quoteFields type: array description: >- Mode 3: Specific quote fields to unsubscribe from. The subscription remains active with remaining fields. If all fields are removed, the subscription is terminated. required: false properties: - name: item type: string description: >- Available fields for quote subscriptions. Quote data represents the current best bid and ask prices from the order book. required: false - name: tradeFields type: array description: >- Mode 3: Specific trade fields to unsubscribe from. The subscription remains active with remaining fields. If all fields are removed, the subscription is terminated. required: false properties: - name: item type: string description: >- Available fields for trade subscriptions. Trade data includes last sale information, volume, and OHLC (Open-High-Low-Close) prices. required: false - name: id type: string description: >- Optional. Add your own request ID here if you want it returned in the unsubscribe reply or error. required: false headers: [] jsonPayloadSchema: type: object required: - type - payload properties: type: type: string enum: - unsubscribe const: unsubscribe description: Set this to `unsubscribe` to stop live updates. example: unsubscribe x-parser-schema-id: payload: oneOf: - type: array description: >- Mode 1: full unsubscribe. Send a plain array of symbols to remove every active subscription for each symbol. items: type: string description: Symbol to fully unsubscribe from. example: AAPL x-parser-schema-id: example: - AAPL - MSFT - GOOGL x-parser-schema-id: - type: array description: >- Mode 2 and Mode 3: detailed unsubscribe objects for type-specific or field-level removal. items: type: object required: - symbol description: >- Detailed unsubscribe request for a single symbol. Supports type-specific (Mode 2) and field-level (Mode 3) unsubscribe. properties: symbol: type: string description: The ticker symbol to unsubscribe from example: AAPL x-parser-schema-id: quote: type: boolean description: >- Mode 2: If true, unsubscribe from all quote data for this symbol. Takes precedence over quoteFields. example: true x-parser-schema-id: trade: type: boolean description: >- Mode 2: If true, unsubscribe from all trade data for this symbol. Takes precedence over tradeFields. example: false x-parser-schema-id: level2: type: boolean description: >- Mode 2: If true, unsubscribe from Level 2 / Order Book data for this symbol. example: true x-parser-schema-id: timeAndSales: type: boolean description: >- Mode 2: If true, unsubscribe from Time & Sales data for this symbol. example: true x-parser-schema-id: greeks: type: boolean description: >- Mode 2: If true, unsubscribe from all Greeks data for this symbol. Only applicable for option contracts. example: true x-parser-schema-id: quoteFields: type: array description: >- Mode 3: Specific quote fields to unsubscribe from. The subscription remains active with remaining fields. If all fields are removed, the subscription is terminated. items: *ref_1 example: - bidChange - askChange x-parser-schema-id: tradeFields: type: array description: >- Mode 3: Specific trade fields to unsubscribe from. The subscription remains active with remaining fields. If all fields are removed, the subscription is terminated. items: *ref_2 example: - tickVolume - tick x-parser-schema-id: x-parser-schema-id: UnsubscribeSymbolRequest example: - symbol: AAPL quote: true x-parser-schema-id: x-parser-schema-id: id: type: string description: >- Optional. Add your own request ID here if you want it returned in the unsubscribe reply or error. example: unsub-1 x-parser-schema-id: description: >- Use this message to stop live updates. You can stop everything for a symbol or stop only some data types or fields. x-parser-schema-id: UnsubscribeRequestPayload title: Unsubscribe Request description: Request to unsubscribe from market data example: |- { "type": "unsubscribe", "id": "unsub-1", "payload": [ "AAPL", "MSFT" ] } bindings: [] extensions: - id: x-parser-unique-object-id value: unsubscribeRequest bindings: [] extensions: *ref_5 - &ref_14 id: ping title: Ping description: Send a ping to keep the connection alive type: receive messages: - &ref_38 id: pingRequest contentType: application/json payload: - name: Ping Request description: Keep-alive ping message type: object properties: - name: type type: string description: >- Set this to `ping` to check that the connection is still alive. enumValues: - ping required: true - name: id type: string description: >- Optional. Add your own request ID here if you want it returned in the `pong` reply. required: false headers: [] jsonPayloadSchema: type: object required: - type properties: type: type: string enum: - ping const: ping description: Set this to `ping` to check that the connection is still alive. example: ping x-parser-schema-id: id: type: string description: >- Optional. Add your own request ID here if you want it returned in the `pong` reply. example: ping-001 x-parser-schema-id: description: >- Use this message to check that the WebSocket connection is still alive. x-parser-schema-id: PingRequestPayload title: Ping Request description: Keep-alive ping message example: |- { "type": "ping", "id": "ping-001" } bindings: [] extensions: - id: x-parser-unique-object-id value: pingRequest bindings: [] extensions: *ref_5 - &ref_15 id: getExpiryDates title: Get Option Expiry Dates description: Request option expiry dates for a symbol type: receive messages: - &ref_39 id: getExpiryDatesRequest contentType: application/json payload: - name: Get Expiry Dates Request description: Request to get option expiration dates for a symbol type: object properties: - name: type type: string description: Set this to `request` for this one-time lookup. enumValues: - request required: true - name: id type: string description: >- Optional. Add your own request ID here if you want it returned in the reply. required: false - name: payload type: object description: Put the request details here. required: true properties: - name: method type: string description: Use `GET` to read the expiry dates. required: true - name: path type: string description: >- Lookup route for expiration dates. Replace `{symbol}` with the underlying ticker or index symbol whose option expiries you want, such as `AAPL` or `SPX`. required: true headers: [] jsonPayloadSchema: type: object required: - type - payload description: >- Use this message to get the available option expiry dates for one symbol. properties: type: type: string enum: - request const: request description: Set this to `request` for this one-time lookup. example: request x-parser-schema-id: id: type: string description: >- Optional. Add your own request ID here if you want it returned in the reply. example: req-001 x-parser-schema-id: payload: type: object required: - method - path description: Put the request details here. properties: method: type: string const: GET description: Use `GET` to read the expiry dates. example: GET x-parser-schema-id: path: type: string description: >- Lookup route for expiration dates. Replace `{symbol}` with the underlying ticker or index symbol whose option expiries you want, such as `AAPL` or `SPX`. pattern: ^/options/[^/]+/expiry-dates$ example: /options/AAPL/expiry-dates x-parser-schema-id: example: method: GET path: /options/AAPL/expiry-dates x-parser-schema-id: x-parser-schema-id: GetExpiryDatesRequestPayload title: Get Expiry Dates Request description: Request to get option expiration dates for a symbol example: |- { "type": "request", "id": "req-expiry-1", "payload": { "method": "GET", "path": "/options/AAPL/expiry-dates" } } bindings: [] extensions: - id: x-parser-unique-object-id value: getExpiryDatesRequest bindings: [] extensions: *ref_5 - &ref_16 id: getContractSymbols title: Get Option Contract Symbols description: Request option contract symbols for a symbol and expiry date type: receive messages: - &ref_40 id: getContractSymbolsRequest contentType: application/json payload: - name: Get Contract Symbols Request description: >- Request to get option contract symbols for a symbol and expiry date type: object properties: - name: type type: string description: Set this to `request` for this one-time lookup. enumValues: - request required: true - name: id type: string description: >- Optional. Add your own request ID here if you want it returned in the reply. required: false - name: payload type: object description: Put the request details here. required: true properties: - name: method type: string description: Use `GET` to read the contract symbols. required: true - name: path type: string description: >- Contract-chain route. Replace `{symbol}` with the underlying ticker or index and `{expiryDate}` with `YYYY-MM-DD`. Append `/W` when you specifically want weekly contracts for that date. required: true headers: [] jsonPayloadSchema: type: object required: - type - payload description: >- Use this message to get all contract symbols for one underlying and one expiration date. properties: type: type: string enum: - request const: request description: Set this to `request` for this one-time lookup. example: request x-parser-schema-id: id: type: string description: >- Optional. Add your own request ID here if you want it returned in the reply. example: req-003 x-parser-schema-id: payload: type: object required: - method - path description: Put the request details here. properties: method: type: string const: GET description: Use `GET` to read the contract symbols. example: GET x-parser-schema-id: path: type: string description: >- Contract-chain route. Replace `{symbol}` with the underlying ticker or index and `{expiryDate}` with `YYYY-MM-DD`. Append `/W` when you specifically want weekly contracts for that date. pattern: ^/options/[^/]+/contracts/[0-9]{4}-[0-9]{2}-[0-9]{2}(/W)?$ example: /options/AAPL/contracts/2024-01-19 x-parser-schema-id: example: method: GET path: /options/AAPL/contracts/2024-01-19 x-parser-schema-id: x-parser-schema-id: GetContractSymbolsRequestPayload title: Get Contract Symbols Request description: Request to get option contract symbols for a symbol and expiry date example: |- { "type": "request", "id": "req-contracts-1", "payload": { "method": "GET", "path": "/options/AAPL/contracts/2024-01-19" } } bindings: [] extensions: - id: x-parser-unique-object-id value: getContractSymbolsRequest bindings: [] extensions: *ref_5 - &ref_17 id: getEquitySnapshot title: Get Equity Snapshot description: Request a full snapshot of equity data for a symbol type: receive messages: - &ref_41 id: getEquitySnapshotRequest contentType: application/json payload: - name: Get Equity Snapshot Request description: Request to get a full snapshot of equity data for a symbol type: object properties: - name: type type: string description: Set this to `request` for this one-time snapshot lookup. enumValues: - request required: true - name: id type: string description: >- Optional. Add your own request ID here if you want it returned in the reply. required: false - name: payload type: object description: Put the request details here. required: true properties: - name: method type: string description: Use `GET` to read the snapshot. required: true - name: path type: string description: >- Snapshot route for a single equity ticker. Replace `{symbol}` with the stock symbol you want, such as `AAPL` or `MSFT`. required: true headers: [] jsonPayloadSchema: type: object required: - type - payload description: >- Use this message to get one equity snapshot without opening a live subscription. properties: type: type: string enum: - request const: request description: Set this to `request` for this one-time snapshot lookup. example: request x-parser-schema-id: id: type: string description: >- Optional. Add your own request ID here if you want it returned in the reply. example: req-003 x-parser-schema-id: payload: type: object required: - method - path description: Put the request details here. properties: method: type: string const: GET description: Use `GET` to read the snapshot. example: GET x-parser-schema-id: path: type: string description: >- Snapshot route for a single equity ticker. Replace `{symbol}` with the stock symbol you want, such as `AAPL` or `MSFT`. pattern: ^/equities/[^/]+/snapshot$ example: /equities/AAPL/snapshot x-parser-schema-id: example: method: GET path: /equities/AAPL/snapshot x-parser-schema-id: x-parser-schema-id: GetEquitySnapshotRequestPayload title: Get Equity Snapshot Request description: Request to get a full snapshot of equity data for a symbol example: |- { "type": "request", "id": "req-003", "payload": { "method": "GET", "path": "/equities/AAPL/snapshot" } } bindings: [] extensions: - id: x-parser-unique-object-id value: getEquitySnapshotRequest bindings: [] extensions: *ref_5 - &ref_24 id: receiveAuthRequired title: Receive Auth Required description: Server requests authentication from the client type: send messages: - &ref_48 id: authRequiredResponse contentType: application/json payload: - name: Auth Required Response description: Server requests authentication type: object properties: - name: type type: string description: The server sets this to `event` for this message. required: true - name: payload type: object description: Payload sent when the server requires authentication. required: true properties: - name: action type: string description: Always `authRequired` when the client must authenticate. enumValues: - authRequired required: false - name: error type: string description: Error message explaining why authentication is required enumValues: - authentication required - authentication timeout required: false - name: id type: string description: >- The request ID from the original request that triggered this response, if applicable required: false - name: timestamp type: integer description: Server timestamp in Unix milliseconds required: false headers: [] jsonPayloadSchema: type: object required: - type - payload description: >- Server message sent when you need to sign in before using the socket. properties: type: type: string const: event description: The server sets this to `event` for this message. x-parser-schema-id: payload: type: object description: Payload sent when the server requires authentication. properties: action: type: string enum: - authRequired description: Always `authRequired` when the client must authenticate. x-parser-schema-id: error: type: string description: Error message explaining why authentication is required example: authentication required enum: - authentication required - authentication timeout x-parser-schema-id: id: type: string description: >- The request ID from the original request that triggered this response, if applicable x-parser-schema-id: timestamp: type: integer format: int64 description: Server timestamp in Unix milliseconds example: 1701450000123 x-parser-schema-id: x-parser-schema-id: AuthRequiredEventPayload x-parser-schema-id: AuthRequiredResponsePayload title: Auth Required Response description: Server requests authentication example: |- { "type": "event", "payload": { "action": "authRequired", "error": "authentication required", "id": "sub-001", "timestamp": 1701450000123 } } bindings: [] extensions: - id: x-parser-unique-object-id value: authRequiredResponse bindings: [] extensions: *ref_5 - &ref_25 id: receiveRefreshAuth title: Receive Refresh Auth Warning description: Server warns that authentication will expire soon type: send messages: - &ref_49 id: refreshAuthResponse contentType: application/json payload: - name: Refresh Auth Response description: Server warns authentication expires soon type: object properties: - name: type type: string description: The server sets this to `event` for this message. required: true - name: payload type: object description: Payload sent when the server wants you to refresh your token. required: true properties: - name: action type: string description: Always `refreshAuth`. Sign in again soon with a new token. enumValues: - refreshAuth required: false - name: data type: object required: false properties: - name: message type: string description: >- Message from the server telling you the sign-in is about to expire. required: false - name: expiresIn type: integer description: Milliseconds left before the sign-in expires. required: false - name: timestamp type: integer description: Server timestamp in Unix milliseconds required: false headers: [] jsonPayloadSchema: type: object required: - type - payload description: Server warning sent when your sign-in is about to expire. properties: type: type: string const: event description: The server sets this to `event` for this message. x-parser-schema-id: payload: type: object description: Payload sent when the server wants you to refresh your token. properties: action: type: string enum: - refreshAuth description: Always `refreshAuth`. Sign in again soon with a new token. x-parser-schema-id: data: type: object properties: message: type: string description: >- Message from the server telling you the sign-in is about to expire. example: authentication expires soon, please re-authenticate x-parser-schema-id: expiresIn: type: integer format: int64 description: Milliseconds left before the sign-in expires. example: 300000 x-parser-schema-id: x-parser-schema-id: timestamp: type: integer format: int64 description: Server timestamp in Unix milliseconds example: 1701450000123 x-parser-schema-id: x-parser-schema-id: RefreshAuthEventPayload x-parser-schema-id: RefreshAuthResponsePayload title: Refresh Auth Response description: Server warns authentication expires soon example: |- { "type": "event", "payload": { "action": "refreshAuth", "data": { "message": "authentication expires soon, please re-authenticate", "expiresIn": 300000 }, "timestamp": 1701450000123 } } bindings: [] extensions: - id: x-parser-unique-object-id value: refreshAuthResponse bindings: [] extensions: *ref_5 - &ref_26 id: receiveAuthExpired title: Receive Auth Expired description: Server notifies that authentication has expired type: send messages: - &ref_50 id: authExpiredResponse contentType: application/json payload: - name: Auth Expired Response description: Server notifies authentication has expired type: object properties: - name: type type: string description: The server sets this to `event` for this message. required: true - name: payload type: object description: Payload sent when your sign-in has expired. required: true properties: - name: action type: string description: Always `authExpired` - reconnect and authenticate again. enumValues: - authExpired required: false - name: error type: string description: Message from the server saying the sign-in has expired. required: false - name: timestamp type: integer description: Server timestamp in Unix milliseconds required: false headers: [] jsonPayloadSchema: type: object required: - type - payload description: Server message sent when your sign-in has expired. properties: type: type: string const: event description: The server sets this to `event` for this message. x-parser-schema-id: payload: type: object description: Payload sent when your sign-in has expired. properties: action: type: string enum: - authExpired description: Always `authExpired` - reconnect and authenticate again. x-parser-schema-id: error: type: string description: Message from the server saying the sign-in has expired. example: authentication expired x-parser-schema-id: timestamp: type: integer format: int64 description: Server timestamp in Unix milliseconds example: 1701450000123 x-parser-schema-id: x-parser-schema-id: AuthExpiredEventPayload x-parser-schema-id: AuthExpiredResponsePayload title: Auth Expired Response description: Server notifies authentication has expired example: |- { "type": "event", "payload": { "action": "authExpired", "error": "authentication expired", "timestamp": 1701450000123 } } bindings: [] extensions: - id: x-parser-unique-object-id value: authExpiredResponse bindings: [] extensions: *ref_5 - &ref_27 id: receiveAuthSuccess title: Receive auth success description: Successful authentication response type: send messages: - &ref_51 id: authSuccessResponse contentType: application/json payload: - name: Auth Success Response description: Successful authentication response type: object properties: - name: type type: string description: The server sets this to `event` for this message. required: true - name: payload type: object description: Payload sent when authentication succeeds. required: true properties: - name: action type: string description: >- Result action. Always `authSuccess` when authentication succeeds. enumValues: - authSuccess required: false - name: id type: string description: The request ID from the original auth request, if provided required: false - name: data type: object description: Authentication result data required: false properties: - name: expiresIn type: integer description: How long this sign-in stays valid, in milliseconds. required: false - name: message type: string description: Optional message (e.g., when auth is not required) required: false - name: timestamp type: integer description: Server timestamp in Unix milliseconds required: false headers: [] jsonPayloadSchema: type: object required: - type - payload description: Server message sent when sign-in succeeds. properties: type: type: string const: event description: The server sets this to `event` for this message. x-parser-schema-id: payload: type: object description: Payload sent when authentication succeeds. properties: action: type: string enum: - authSuccess description: >- Result action. Always `authSuccess` when authentication succeeds. x-parser-schema-id: id: type: string description: The request ID from the original auth request, if provided x-parser-schema-id: data: type: object description: Authentication result data properties: expiresIn: type: integer format: int64 description: How long this sign-in stays valid, in milliseconds. example: 2700000 x-parser-schema-id: message: type: string description: Optional message (e.g., when auth is not required) example: auth not required x-parser-schema-id: x-parser-schema-id: timestamp: type: integer format: int64 description: Server timestamp in Unix milliseconds example: 1701450000123 x-parser-schema-id: x-parser-schema-id: AuthSuccessEventPayload x-parser-schema-id: AuthSuccessResponsePayload title: Auth Success Response description: Successful authentication response example: |- { "type": "event", "payload": { "action": "authSuccess", "id": "auth-001", "data": { "expiresIn": 2700000 }, "timestamp": 1701450000123 } } bindings: [] extensions: - id: x-parser-unique-object-id value: authSuccessResponse bindings: [] extensions: *ref_5 - &ref_28 id: receiveSnapshot title: Receive subscription snapshot description: Initial market data snapshot after subscribing type: send messages: - &ref_52 id: snapshotResponse contentType: application/json payload: - name: Snapshot Response description: Initial snapshot of market data after subscription type: object properties: - name: type type: string description: The server sets this to `event` for live updates. required: false - name: payload type: object description: >- Data inside a snapshot event. This is the first full value the server sends for a subscription. required: false properties: - name: action type: string description: >- The server sets this to `snapshot` for the first full update after you subscribe. required: false - name: type type: string description: >- Type of market data in this message: quote, trade, Level 2, Time & Sales, Greeks, or market status. enumValues: - quote - trade - level2nOB - timeAndSales - greeks - marketStatus examples: *ref_6 required: false - name: symbol type: string description: Symbol this update is for. required: false - name: data type: object description: The first full set of data for this symbol. required: false - name: id type: string description: Request ID from your subscribe message, if you sent one. required: false - name: timestamp type: integer description: >- Server timestamp in Unix milliseconds when this event was sent required: false headers: [] jsonPayloadSchema: type: object description: Server message for the first full set of values after you subscribe. properties: type: type: string const: event description: The server sets this to `event` for live updates. x-parser-schema-id: payload: type: object description: >- Data inside a snapshot event. This is the first full value the server sends for a subscription. properties: action: type: string const: snapshot description: >- The server sets this to `snapshot` for the first full update after you subscribe. x-parser-schema-id: type: *ref_8 symbol: type: string description: Symbol this update is for. example: AAPL x-parser-schema-id: data: type: object description: The first full set of data for this symbol. additionalProperties: true x-parser-schema-id: id: type: string description: Request ID from your subscribe message, if you sent one. x-parser-schema-id: timestamp: type: integer format: int64 description: >- Server timestamp in Unix milliseconds when this event was sent example: 1701450000123 x-parser-schema-id: x-parser-schema-id: SnapshotEventPayload x-parser-schema-id: SnapshotResponsePayload title: Snapshot Response description: Initial snapshot of market data after subscription example: |- { "type": "event", "payload": { "action": "snapshot", "type": "quote", "symbol": "AAPL", "data": { "bidPrice": 189.94, "bidSize": 100, "askPrice": 189.96, "askSize": 200, "midPrice": 189.95, "spread": 0.02, "quoteTimestamp": 1701450000000 }, "id": "sub-2", "timestamp": 1701450000123 } } bindings: [] extensions: - id: x-parser-unique-object-id value: snapshotResponse bindings: [] extensions: *ref_5 - &ref_29 id: receiveUnsubscribeResponse title: Receive unsubscribe confirmation description: Confirmation of unsubscribe request type: send messages: - &ref_53 id: unsubscribeResponse contentType: application/json payload: - name: Unsubscribe Response description: Confirmation of unsubscribe request type: object properties: - name: type type: string description: The server sets this to `event` for this message. required: false - name: payload type: object required: false properties: - name: action type: string description: Confirms the unsubscribe action required: false - name: data type: object required: false properties: - name: symbols type: array description: List of symbols that were unsubscribed required: false properties: - name: item type: string required: false - name: id type: string description: Request ID from your unsubscribe message, if you sent one. required: false - name: timestamp type: integer description: Server timestamp in Unix milliseconds required: false headers: [] jsonPayloadSchema: type: object properties: type: type: string const: event description: The server sets this to `event` for this message. x-parser-schema-id: payload: type: object properties: action: type: string const: unsubscribe description: Confirms the unsubscribe action x-parser-schema-id: data: type: object properties: symbols: type: array items: type: string x-parser-schema-id: description: List of symbols that were unsubscribed example: - AAPL - MSFT x-parser-schema-id: x-parser-schema-id: id: type: string description: Request ID from your unsubscribe message, if you sent one. x-parser-schema-id: timestamp: type: integer format: int64 description: Server timestamp in Unix milliseconds example: 1701450002000 x-parser-schema-id: x-parser-schema-id: UnsubscribeEventPayload x-parser-schema-id: UnsubscribeResponsePayload title: Unsubscribe Response description: Confirmation of unsubscribe request example: |- { "type": "event", "payload": { "action": "unsubscribe", "data": { "symbols": [ "AAPL", "MSFT" ] }, "id": "unsub-1", "timestamp": 1701450002000 } } bindings: [] extensions: - id: x-parser-unique-object-id value: unsubscribeResponse bindings: [] extensions: *ref_5 - &ref_30 id: receivePong title: Receive pong description: Pong response to ping type: send messages: - &ref_54 id: pongResponse contentType: application/json payload: - name: Pong Response description: Response to ping request type: object properties: - name: type type: string description: Shared WebSocket pong message type required: true - name: id type: string description: Request ID from your ping, if you sent one. required: false - name: timestamp type: string description: Time when the server sent this `pong`, in RFC3339 format. required: false - name: payload type: 'null' description: Always `null` for `pong` messages. required: false headers: [] jsonPayloadSchema: type: object required: - type properties: type: type: string const: pong description: Shared WebSocket pong message type x-parser-schema-id: id: type: string description: Request ID from your ping, if you sent one. example: ping-001 x-parser-schema-id: timestamp: type: string format: date-time description: Time when the server sent this `pong`, in RFC3339 format. example: '2026-05-13T10:30:00Z' x-parser-schema-id: payload: type: 'null' description: Always `null` for `pong` messages. x-parser-schema-id: x-parser-schema-id: PongResponsePayload title: Pong Response description: Response to ping request example: |- { "type": "pong", "id": "ping-001", "timestamp": "2026-05-13T10:30:00Z", "payload": null } bindings: [] extensions: - id: x-parser-unique-object-id value: pongResponse bindings: [] extensions: *ref_5 - &ref_31 id: receiveGetExpiryDatesResponse title: Receive option expiry dates response description: Response with option expiration dates type: send messages: - &ref_55 id: getExpiryDatesResponse contentType: application/json payload: - name: Get Expiry Dates Response description: Response containing option expiration dates type: object properties: - name: type type: string description: The server sets this to `response` in the reply. required: true - name: id type: string description: Request ID echoed from the original request required: false - name: timestamp type: string description: Time when the server sent this reply, in RFC3339 format. required: false - name: payload type: object required: true properties: - name: status type: integer description: Status code for this reply. `200` means success. required: true - name: data type: object description: List of option expiry dates for the symbol. required: false properties: - name: symbol type: string description: The underlying symbol required: false - name: expiryDates type: array description: >- List of available expiration dates with optional frequency marker, sorted chronologically required: false properties: - name: date type: string description: Expiration date in YYYY-MM-DD format required: true - name: freq type: string description: >- Frequency marker. Weekly options use W; standard monthly options omit this field. required: false - name: error type: object description: Error details in a response required: false properties: - name: type type: string description: Error type category enumValues: - bad_request - not_found - internal - unauthorized required: false - name: code type: string description: Error code for programmatic handling required: false - name: message type: string description: Human-readable error message required: false headers: [] jsonPayloadSchema: type: object required: - type - payload description: Server reply with the option expiry dates. properties: type: type: string const: response description: The server sets this to `response` in the reply. x-parser-schema-id: id: type: string description: Request ID echoed from the original request x-parser-schema-id: timestamp: type: string format: date-time description: Time when the server sent this reply, in RFC3339 format. x-parser-schema-id: payload: type: object required: - status properties: status: type: integer description: Status code for this reply. `200` means success. example: 200 x-parser-schema-id: data: type: object description: List of option expiry dates for the symbol. properties: symbol: type: string description: The underlying symbol example: AAPL x-parser-schema-id: expiryDates: type: array description: >- List of available expiration dates with optional frequency marker, sorted chronologically items: type: object required: - date properties: date: type: string format: date description: Expiration date in YYYY-MM-DD format example: '2024-01-19' x-parser-schema-id: freq: type: string description: >- Frequency marker. Weekly options use W; standard monthly options omit this field. example: W x-parser-schema-id: x-parser-schema-id: ExpiryDate x-parser-schema-id: x-parser-schema-id: ExpiryDatesData error: &ref_10 type: object description: Error details in a response properties: type: type: string description: Error type category enum: - bad_request - not_found - internal - unauthorized example: bad_request x-parser-schema-id: code: type: string description: Error code for programmatic handling example: INVALID_REQUEST x-parser-schema-id: message: type: string description: Human-readable error message example: symbol is required x-parser-schema-id: x-parser-schema-id: ResponseError x-parser-schema-id: x-parser-schema-id: GetExpiryDatesResponsePayload title: Get Expiry Dates Response description: Response containing option expiration dates example: |- { "type": "response", "id": "req-expiry-1", "payload": { "status": 200, "data": { "symbol": "AAPL", "expiryDates": [ { "date": "2024-01-19" }, { "date": "2024-01-26", "freq": "W" }, { "date": "2024-02-16" } ] } } } bindings: [] extensions: - id: x-parser-unique-object-id value: getExpiryDatesResponse bindings: [] extensions: *ref_5 - &ref_32 id: receiveGetContractSymbolsResponse title: Receive option contract symbols response description: Response with calls and puts for an expiry type: send messages: - &ref_56 id: getContractSymbolsResponse contentType: application/json payload: - name: Get Contract Symbols Response description: Response containing option contract symbols (calls and puts) type: object properties: - name: type type: string description: The server sets this to `response` in the reply. required: true - name: id type: string description: Request ID echoed from the original request required: false - name: timestamp type: string description: Time when the server sent this reply, in RFC3339 format. required: false - name: payload type: object required: true properties: - name: status type: integer description: Status code for this reply. `200` means success. required: true - name: data type: object description: Option contract symbols for the symbol and expiry date. required: false properties: - name: symbol type: string description: The underlying symbol required: false - name: expiryDate type: string description: The expiration date in YYYY-MM-DD format required: false - name: calls type: array description: >- List of call option contracts, sorted by strike price ascending required: false properties: - name: symbol type: string description: Option symbol, for example `AAPL240119C00150000`. required: false - name: strikePrice type: number description: The strike price of the option required: false - name: puts type: array description: >- List of put option contracts, sorted by strike price ascending required: false properties: - name: symbol type: string description: Option symbol, for example `AAPL240119C00150000`. required: false - name: strikePrice type: number description: The strike price of the option required: false - name: freq type: string description: >- Frequency marker. Weekly options use W; standard monthly options omit this field. required: false - name: error type: object description: Error details in a response required: false properties: - name: type type: string description: Error type category enumValues: - bad_request - not_found - internal - unauthorized required: false - name: code type: string description: Error code for programmatic handling required: false - name: message type: string description: Human-readable error message required: false headers: [] jsonPayloadSchema: type: object required: - type - payload description: Server reply with the option contract symbols. properties: type: type: string const: response description: The server sets this to `response` in the reply. x-parser-schema-id: id: type: string description: Request ID echoed from the original request x-parser-schema-id: timestamp: type: string format: date-time description: Time when the server sent this reply, in RFC3339 format. x-parser-schema-id: payload: type: object required: - status properties: status: type: integer description: Status code for this reply. `200` means success. example: 200 x-parser-schema-id: data: type: object description: Option contract symbols for the symbol and expiry date. properties: symbol: type: string description: The underlying symbol example: AAPL x-parser-schema-id: expiryDate: type: string format: date description: The expiration date in YYYY-MM-DD format example: '2024-01-19' x-parser-schema-id: calls: type: array description: >- List of call option contracts, sorted by strike price ascending items: &ref_9 type: object description: An option contract symbol with its strike price properties: symbol: type: string description: Option symbol, for example `AAPL240119C00150000`. example: AAPL240119C00150000 x-parser-schema-id: strikePrice: type: number format: double description: The strike price of the option example: 150 x-parser-schema-id: x-parser-schema-id: ContractSymbol x-parser-schema-id: puts: type: array description: >- List of put option contracts, sorted by strike price ascending items: *ref_9 x-parser-schema-id: freq: type: string description: >- Frequency marker. Weekly options use W; standard monthly options omit this field. example: W x-parser-schema-id: x-parser-schema-id: ContractSymbolsData error: *ref_10 x-parser-schema-id: x-parser-schema-id: GetContractSymbolsResponsePayload title: Get Contract Symbols Response description: Response containing option contract symbols (calls and puts) example: |- { "type": "response", "id": "req-contracts-1", "payload": { "status": 200, "data": { "symbol": "AAPL", "expiryDate": "2024-01-19", "calls": [ { "symbol": "AAPL240119C00145000", "strikePrice": 145 }, { "symbol": "AAPL240119C00150000", "strikePrice": 150 } ], "puts": [ { "symbol": "AAPL240119P00145000", "strikePrice": 145 }, { "symbol": "AAPL240119P00150000", "strikePrice": 150 } ] } } } bindings: [] extensions: - id: x-parser-unique-object-id value: getContractSymbolsResponse bindings: [] extensions: *ref_5 - &ref_33 id: receiveGetEquitySnapshotResponse title: Receive equity snapshot response description: Full equity snapshot data type: send messages: - &ref_57 id: getEquitySnapshotResponse contentType: application/json payload: - name: Get Equity Snapshot Response description: Response containing comprehensive equity data snapshot type: object properties: - name: type type: string description: The server sets this to `response` in the reply. required: true - name: id type: string description: Request ID echoed from the original request required: false - name: timestamp type: string description: Time when the server sent this reply, in RFC3339 format. required: false - name: payload type: object required: true properties: - name: status type: integer description: Status code for this reply. `200` means success. required: true - name: data type: object description: >- Equity snapshot data with quote, trade, and company details. required: false properties: - name: symbol type: string description: The ticker symbol required: false - name: name type: string description: Company name required: false - name: description type: string description: Company description required: false - name: assetType type: string description: Type of asset (e.g., Common Stock) required: false - name: sector type: string description: Business sector required: false - name: industry type: string description: Industry classification required: false - name: address type: string description: Company headquarters address required: false - name: sicCode type: string description: Standard Industrial Classification code required: false - name: fiscalYearEnd type: string description: Fiscal year end month required: false - name: latestQuarter type: string description: Most recent quarter end date required: false - name: lastPrice type: string description: Last traded price required: false - name: price type: string description: Current price required: false - name: openPrice type: string description: Opening price for the day required: false - name: highPrice type: string description: Highest price for the day required: false - name: lowPrice type: string description: Lowest price for the day required: false - name: closePrice type: string description: Previous closing price required: false - name: netChange type: string description: Net price change from previous close required: false - name: bidPrice type: string description: Current bid price required: false - name: bidSize type: string description: Size at bid price required: false - name: askPrice type: string description: Current ask price required: false - name: askSize type: string description: Size at ask price required: false - name: midPrice type: string description: Mid-point between bid and ask required: false - name: spread type: string description: Bid-ask spread required: false - name: bidExchange type: string description: Exchange providing best bid required: false - name: askExchange type: string description: Exchange providing best ask required: false - name: tradeExchange type: string description: Exchange of last trade required: false - name: totalVolume type: string description: Total trading volume for the day required: false - name: avgVolume4Weeks type: string description: Average daily volume over 4 weeks required: false - name: tick type: string description: Tick direction (-1, 0, 1) required: false - name: tradeSeq type: string description: Trade sequence number required: false - name: quoteTimestamp type: string description: Timestamp of last quote update required: false - name: tradeTimestamp type: string description: Timestamp of last trade required: false - name: high52WeekPrice type: string description: 52-week high price required: false - name: high52WeekDate type: string description: Date of 52-week high required: false - name: low52WeekPrice type: string description: 52-week low price required: false - name: low52WeekDate type: string description: Date of 52-week low required: false - name: movingAverage50Day type: string description: 50-day moving average required: false - name: movingAverage200Day type: string description: 200-day moving average required: false - name: marketCapitalization type: string description: Market capitalization required: false - name: sharesOutstanding type: string description: Total shares outstanding required: false - name: eps type: string description: Earnings per share required: false - name: EPSDiluted type: string description: Diluted earnings per share required: false - name: dilutedEPSTTM type: string description: Trailing twelve month diluted EPS required: false - name: EPSLatest12Month type: string description: Latest 12-month EPS required: false - name: EPS3YearGrowthRate type: string description: 3-year EPS growth rate required: false - name: EPS5YearGrowthRate type: string description: 5-year EPS growth rate required: false - name: PE type: string description: Price-to-earnings ratio required: false - name: trailingPE type: string description: Trailing P/E ratio required: false - name: forwardPE type: string description: Forward P/E ratio required: false - name: pegRatio type: string description: PEG ratio (P/E to growth) required: false - name: priceToBookRatio type: string description: Price-to-book ratio required: false - name: priceToSalesRatioTTM type: string description: Trailing twelve month price-to-sales ratio required: false - name: bookValue type: string description: Book value per share required: false - name: beta type: string description: Beta coefficient required: false - name: dividend type: string description: Latest dividend amount required: false - name: dividendPerShare type: string description: Annual dividend per share required: false - name: dividendYield type: string description: Dividend yield required: false - name: revenueTTM type: string description: Trailing twelve month revenue required: false - name: revenuePerShareTTM type: string description: Trailing twelve month revenue per share required: false - name: grossProfitTTM type: string description: Trailing twelve month gross profit required: false - name: ebitda type: string description: EBITDA required: false - name: profitMargin type: string description: Profit margin required: false - name: operatingMarginTTM type: string description: Trailing twelve month operating margin required: false - name: returnOnAssetsTTM type: string description: Trailing twelve month return on assets required: false - name: returnOnEquityTTM type: string description: Trailing twelve month return on equity required: false - name: evToRevenue type: string description: Enterprise value to revenue ratio required: false - name: evToEBITDA type: string description: Enterprise value to EBITDA ratio required: false - name: quarterlyEarningsGrowthYOY type: string description: Year-over-year quarterly earnings growth required: false - name: quarterlyRevenueGrowthYOY type: string description: Year-over-year quarterly revenue growth required: false - name: assets type: string description: Total assets required: false - name: liabilities type: string description: Total liabilities required: false - name: longTermDebt type: string description: Long-term debt required: false - name: alphaVantageUpdatedAt type: string description: >- Timestamp when fundamentals were last refreshed from the external data source required: false - name: type type: string description: >- Category reported for this snapshot record, such as the source or instrument group. This is not the top-level WebSocket message `type`. required: false - name: size type: string description: Trade size required: false - name: error type: object description: Error details in a response required: false properties: - name: type type: string description: Error type category enumValues: - bad_request - not_found - internal - unauthorized required: false - name: code type: string description: Error code for programmatic handling required: false - name: message type: string description: Human-readable error message required: false headers: [] jsonPayloadSchema: type: object required: - type - payload description: Server reply with the equity snapshot. properties: type: type: string const: response description: The server sets this to `response` in the reply. x-parser-schema-id: id: type: string description: Request ID echoed from the original request x-parser-schema-id: timestamp: type: string format: date-time description: Time when the server sent this reply, in RFC3339 format. x-parser-schema-id: payload: type: object required: - status properties: status: type: integer description: Status code for this reply. `200` means success. example: 200 x-parser-schema-id: data: type: object description: Equity snapshot data with quote, trade, and company details. properties: symbol: type: string description: The ticker symbol example: AAPL x-parser-schema-id: name: type: string description: Company name example: Apple Inc. x-parser-schema-id: description: type: string description: Company description x-parser-schema-id: assetType: type: string description: Type of asset (e.g., Common Stock) example: Common Stock x-parser-schema-id: sector: type: string description: Business sector example: TECHNOLOGY x-parser-schema-id: industry: type: string description: Industry classification example: CONSUMER ELECTRONICS x-parser-schema-id: address: type: string description: Company headquarters address x-parser-schema-id: sicCode: type: string description: Standard Industrial Classification code x-parser-schema-id: fiscalYearEnd: type: string description: Fiscal year end month example: September x-parser-schema-id: latestQuarter: type: string description: Most recent quarter end date example: '2025-09-30' x-parser-schema-id: lastPrice: type: string description: Last traded price x-parser-schema-id: price: type: string description: Current price x-parser-schema-id: openPrice: type: string description: Opening price for the day x-parser-schema-id: highPrice: type: string description: Highest price for the day x-parser-schema-id: lowPrice: type: string description: Lowest price for the day x-parser-schema-id: closePrice: type: string description: Previous closing price x-parser-schema-id: netChange: type: string description: Net price change from previous close x-parser-schema-id: bidPrice: type: string description: Current bid price x-parser-schema-id: bidSize: type: string description: Size at bid price x-parser-schema-id: askPrice: type: string description: Current ask price x-parser-schema-id: askSize: type: string description: Size at ask price x-parser-schema-id: midPrice: type: string description: Mid-point between bid and ask x-parser-schema-id: spread: type: string description: Bid-ask spread x-parser-schema-id: bidExchange: type: string description: Exchange providing best bid x-parser-schema-id: askExchange: type: string description: Exchange providing best ask x-parser-schema-id: tradeExchange: type: string description: Exchange of last trade x-parser-schema-id: totalVolume: type: string description: Total trading volume for the day x-parser-schema-id: avgVolume4Weeks: type: string description: Average daily volume over 4 weeks x-parser-schema-id: tick: type: string description: Tick direction (-1, 0, 1) x-parser-schema-id: tradeSeq: type: string description: Trade sequence number x-parser-schema-id: quoteTimestamp: type: string description: Timestamp of last quote update x-parser-schema-id: tradeTimestamp: type: string description: Timestamp of last trade x-parser-schema-id: high52WeekPrice: type: string description: 52-week high price x-parser-schema-id: high52WeekDate: type: string description: Date of 52-week high x-parser-schema-id: low52WeekPrice: type: string description: 52-week low price x-parser-schema-id: low52WeekDate: type: string description: Date of 52-week low x-parser-schema-id: movingAverage50Day: type: string description: 50-day moving average x-parser-schema-id: movingAverage200Day: type: string description: 200-day moving average x-parser-schema-id: marketCapitalization: type: string description: Market capitalization x-parser-schema-id: sharesOutstanding: type: string description: Total shares outstanding x-parser-schema-id: eps: type: string description: Earnings per share x-parser-schema-id: EPSDiluted: type: string description: Diluted earnings per share x-parser-schema-id: dilutedEPSTTM: type: string description: Trailing twelve month diluted EPS x-parser-schema-id: EPSLatest12Month: type: string description: Latest 12-month EPS x-parser-schema-id: EPS3YearGrowthRate: type: string description: 3-year EPS growth rate x-parser-schema-id: EPS5YearGrowthRate: type: string description: 5-year EPS growth rate x-parser-schema-id: PE: type: string description: Price-to-earnings ratio x-parser-schema-id: trailingPE: type: string description: Trailing P/E ratio x-parser-schema-id: forwardPE: type: string description: Forward P/E ratio x-parser-schema-id: pegRatio: type: string description: PEG ratio (P/E to growth) x-parser-schema-id: priceToBookRatio: type: string description: Price-to-book ratio x-parser-schema-id: priceToSalesRatioTTM: type: string description: Trailing twelve month price-to-sales ratio x-parser-schema-id: bookValue: type: string description: Book value per share x-parser-schema-id: beta: type: string description: Beta coefficient x-parser-schema-id: dividend: type: string description: Latest dividend amount x-parser-schema-id: dividendPerShare: type: string description: Annual dividend per share x-parser-schema-id: dividendYield: type: string description: Dividend yield x-parser-schema-id: revenueTTM: type: string description: Trailing twelve month revenue x-parser-schema-id: revenuePerShareTTM: type: string description: Trailing twelve month revenue per share x-parser-schema-id: grossProfitTTM: type: string description: Trailing twelve month gross profit x-parser-schema-id: ebitda: type: string description: EBITDA x-parser-schema-id: profitMargin: type: string description: Profit margin x-parser-schema-id: operatingMarginTTM: type: string description: Trailing twelve month operating margin x-parser-schema-id: returnOnAssetsTTM: type: string description: Trailing twelve month return on assets x-parser-schema-id: returnOnEquityTTM: type: string description: Trailing twelve month return on equity x-parser-schema-id: evToRevenue: type: string description: Enterprise value to revenue ratio x-parser-schema-id: evToEBITDA: type: string description: Enterprise value to EBITDA ratio x-parser-schema-id: quarterlyEarningsGrowthYOY: type: string description: Year-over-year quarterly earnings growth x-parser-schema-id: quarterlyRevenueGrowthYOY: type: string description: Year-over-year quarterly revenue growth x-parser-schema-id: assets: type: string description: Total assets x-parser-schema-id: liabilities: type: string description: Total liabilities x-parser-schema-id: longTermDebt: type: string description: Long-term debt x-parser-schema-id: alphaVantageUpdatedAt: type: string description: >- Timestamp when fundamentals were last refreshed from the external data source x-parser-schema-id: type: type: string description: >- Category reported for this snapshot record, such as the source or instrument group. This is not the top-level WebSocket message `type`. x-parser-schema-id: size: type: string description: Trade size x-parser-schema-id: x-parser-schema-id: EquitySnapshotData error: *ref_10 x-parser-schema-id: x-parser-schema-id: GetEquitySnapshotResponsePayload title: Get Equity Snapshot Response description: Response containing comprehensive equity data snapshot example: |- { "type": "response", "id": "req-003", "timestamp": "2026-01-07T15:17:32Z", "payload": { "status": 200, "data": { "symbol": "AAPL", "name": "Apple Inc.", "description": "Apple Inc. is a preeminent American multinational technology company renowned for its innovative consumer electronics, software, and online services.", "assetType": "Common Stock", "sector": "TECHNOLOGY", "industry": "CONSUMER ELECTRONICS", "address": "ONE APPLE PARK WAY, CUPERTINO, CA, UNITED STATES, 95014", "sicCode": "3663", "fiscalYearEnd": "September", "latestQuarter": "2025-09-30", "lastPrice": "261.9", "price": "261.968295", "openPrice": "263.59999999999997", "highPrice": "263.68", "lowPrice": "261.21", "closePrice": "262.428295", "netChange": "-0.45999999999999996", "bidPrice": "261.98", "bidSize": "400", "askPrice": "261.99", "askSize": "100", "midPrice": "261.985", "spread": "0.009999999999990905", "bidExchange": "NQEX|Nasdaq Exchange", "askExchange": "NQEX|Nasdaq Exchange", "tradeExchange": "NQNX|Nasdaq Trade Reporting Facility", "totalVolume": "10781409", "avgVolume4Weeks": "41245325", "tick": "-1", "tradeSeq": "13264647", "quoteTimestamp": "2026-01-07T10:16:56.961000-05:00", "tradeTimestamp": "2026-01-07T10:17:31.398000-05:00", "high52WeekPrice": "288.62", "high52WeekDate": "2025-12-03T00:00:00.000Z", "low52WeekPrice": "169.2101", "low52WeekDate": "2025-04-08T00:00:00.000Z", "movingAverage50Day": "269.52", "movingAverage200Day": "229.91", "marketCapitalization": "4021300494000", "sharesOutstanding": "14776353", "eps": "7.4", "EPSDiluted": "1.84", "dilutedEPSTTM": "7.4", "EPSLatest12Month": "89.690722", "EPS3YearGrowthRate": "12.566554", "EPS5YearGrowthRate": "19.982310000000002", "PE": "35.1689", "trailingPE": "36.62", "forwardPE": "33.0", "pegRatio": "2.769", "priceToBookRatio": "54.84", "priceToSalesRatioTTM": "9.66", "bookValue": "4.991", "beta": "1.107", "dividend": "0.26", "dividendPerShare": "1.02", "dividendYield": "0.0037", "revenueTTM": "416161006000", "revenuePerShareTTM": "27.84", "grossProfitTTM": "195201008000", "ebitda": "144748003000", "profitMargin": "0.269", "operatingMarginTTM": "0.317", "returnOnAssetsTTM": "0.23", "returnOnEquityTTM": "1.714", "evToRevenue": "9.82", "evToEBITDA": "28.24", "quarterlyEarningsGrowthYOY": "0.912", "quarterlyRevenueGrowthYOY": "0.079", "assets": "359241000", "liabilities": "285508000", "longTermDebt": "986570000", "alphaVantageUpdatedAt": "2025-12-23T11:29:26Z", "type": "ETRADE", "size": "1" } } } bindings: [] extensions: - id: x-parser-unique-object-id value: getEquitySnapshotResponse bindings: [] extensions: *ref_5 - &ref_34 id: receiveMarketStatusUpdate title: Receive Market Status Update description: Receive current market status type: send messages: - &ref_58 id: marketStatusUpdate contentType: application/json payload: - name: Market Status Update description: Current market status type: object properties: - name: type type: string description: The server sets this to `event` for this message. required: true - name: payload type: object description: >- Market status details sent after authentication and whenever the market status changes. required: true properties: - name: action type: string description: Market status is sent as an update event required: true - name: type type: string description: Data type for market status messages. required: true - name: data type: object required: true properties: - name: market type: string description: Overall market status required: false - name: serverTime type: string description: Server timestamp from the market status provider required: false - name: exchanges type: object description: Exchange status map required: false - name: currencies type: object description: Currency market status map required: false - name: afterHours type: boolean description: Whether after-hours trading is active required: false - name: earlyHours type: boolean description: Whether pre-market trading is active required: false - name: timestamp type: integer description: Server timestamp in Unix milliseconds required: true headers: [] jsonPayloadSchema: type: object required: - type - payload description: Server event that reports the current market status. properties: type: type: string const: event description: The server sets this to `event` for this message. x-parser-schema-id: payload: type: object required: - action - type - data - timestamp description: >- Market status details sent after authentication and whenever the market status changes. properties: action: type: string const: update description: Market status is sent as an update event x-parser-schema-id: type: type: string const: marketStatus description: Data type for market status messages. x-parser-schema-id: data: type: object properties: market: type: string description: Overall market status example: open x-parser-schema-id: serverTime: type: string description: Server timestamp from the market status provider example: '2026-05-13T10:30:00Z' x-parser-schema-id: exchanges: type: object additionalProperties: type: string x-parser-schema-id: description: Exchange status map x-parser-schema-id: currencies: type: object additionalProperties: type: string x-parser-schema-id: description: Currency market status map x-parser-schema-id: afterHours: type: boolean description: Whether after-hours trading is active x-parser-schema-id: earlyHours: type: boolean description: Whether pre-market trading is active x-parser-schema-id: x-parser-schema-id: MarketStatusData timestamp: type: integer format: int64 description: Server timestamp in Unix milliseconds example: 1701450000123 x-parser-schema-id: x-parser-schema-id: MarketStatusEventPayload x-parser-schema-id: MarketStatusUpdatePayload title: Market Status Update description: Current market status example: |- { "type": "event", "payload": { "action": "update", "type": "marketStatus", "data": { "market": "open", "serverTime": "2026-05-13T10:30:00Z", "exchanges": { "nyse": "open", "nasdaq": "open" }, "currencies": { "fx": "open" }, "afterHours": false, "earlyHours": false }, "timestamp": 1701450000123 } } bindings: [] extensions: - id: x-parser-unique-object-id value: marketStatusUpdate bindings: [] extensions: *ref_5 sendOperations: - *ref_11 - *ref_12 - *ref_13 - *ref_14 - *ref_15 - *ref_16 - *ref_17 receiveOperations: - *ref_18 - *ref_19 - *ref_20 - *ref_21 - *ref_22 - *ref_23 - *ref_24 - *ref_25 - *ref_26 - *ref_27 - *ref_28 - *ref_29 - *ref_30 - *ref_31 - *ref_32 - *ref_33 - *ref_34 sendMessages: - *ref_35 - *ref_36 - *ref_37 - *ref_38 - *ref_39 - *ref_40 - *ref_41 receiveMessages: - *ref_42 - *ref_43 - *ref_44 - *ref_45 - *ref_46 - *ref_47 - *ref_48 - *ref_49 - *ref_50 - *ref_51 - *ref_52 - *ref_53 - *ref_54 - *ref_55 - *ref_56 - *ref_57 - *ref_58 extensions: - id: x-parser-unique-object-id value: marketDataStream securitySchemes: [] ````