Real-Time Data Solution

1. Getting Started

Real-Time Data Solution Overview

This documentation covers the WebSocket/PubSub solution designed specifically for Real-Time Data Solution clients.

Prerequisites

Before getting started, ensure you have the following:

WebSocket/PubSub Server Information - Connection details provided by our team
Network Access Requirements - Ensure your environment can reach our endpoints
Implementation Knowledge - Familiarity with your selected integration method (WebSocket or Pub/Sub)

Data Delivery Options

Our Real-Time Data Solution offers two data delivery methods to fit your infrastructure needs:

WebSocket - Direct real-time communication
Pub/Sub (Message Queue) - Better scalability for data delivery

Message Queue Requirements

If you choose pub/sub delivery, please note these requirements:

You must provide and host your own message queue server
We do not host message queue infrastructure
Our servers will publish data directly to your system
You'll need to provide connection details and credentials
Ensure your system is accessible from our servers

Supported Message Queue Systems:

Redis Pub/Sub
Apache Kafka
RabbitMQ
Amazon SQS
Google Cloud Pub/Sub
Azure Service Bus
Other systems upon request

Choosing Your Delivery Method

WebSocket

Direct real-time communication with immediate data delivery

Pub/Sub

Better scalability and reliability for high-volume data processing across multiple consumers

2. Response Data Formats

Real-Time Data Package's WebSocket responses use optimized field names to reduce bandwidth and improve performance.

This section covers the three main data types you'll receive: quotes, series data, and tick data.

Quote Data Format

Real-time market quotes provide current pricing and volume information.

The table below shows how standard field names are abbreviated:

Standard Field	New Format	Description
code	c	Symbol identifier
status	ss	Session Status
volume	v	Trading volume
ask	a	Ask price
bid	b	Bid price
ask_size	as	Size of ask orders
bid_size	bs	Size of bid orders

Example Quote Response:

JSON

{
  "c": "NASDAQ:AAPL",
  "ss": "OPEN",
  "v": 533779.0,
  "a": 243.09,
  "b": 243.08,
  "as": 520.0,
  "bs": 430.0
}

Series Data Format

Series data provides OHLCV (Open, High, Low, Close, Volume) bar information for different time intervals.

The main response structure uses these abbreviated field names:

Standard Field	New Format	Description
code	c	Symbol identifier
bar_end	be	Bar end timestamp
last_update	lu	Last update timestamp
bar_type	bt	Bar interval type
series	s	Array of OHCLV data

Each bar within the series array contains these OHLCV fields:

Standard Field	New Format	Description
time	t	Bar timestamp
open	o	Opening price
high	h	Highest price
low	l	Lowest price
close	c	Closing price
volume	v	Trading volume

Example Series Response:

JSON

{
  "c": "NASDAQ:AAPL",
  "be": 1733432399.0,
  "lu": 1733432399820,
  "bt": "1m",
  "s": [
    {
      "t": 1733432340.0,
      "o": 242.89,
      "h": 243.09,
      "l": 242.82,
      "c": 243.08,
      "v": 533779.0
    }
  ]
}

Tick Data Format

Tick data represents individual trades and uses the same envelope structure as series data.

The outer structure contains these fields:

Standard Field	New Format	Description
code	c	Symbol identifier
bar_type	bt	Bar interval type
bar_end	be	Bar end timestamp
last_update	lu	Last update timestamp
series	s	Array of tick entries

Each tick entry within the series array contains:

Standard Field	New Format	Description
timestamp	t	Trade timestamp
close	c	Trade price
volume	v	Trade volume (shares/contracts)
side	s	Trade direction (`buy` or `sell`)

Tick Data Notes

Tick data shares the same envelope structure as series data (`c`, `bt`, `be`, `lu`, `s`).

Direction: The `s` field inside each tick entry indicates whether the trade was a `buy` or `sell`.

Volume: The `v` field may be absent when volume data is unavailable.

Example Tick Data Response:

JSON

{
  "c": "NASDAQ:AAPL",
  "bt": "1T",
  "be": 1749462520.0,
  "lu": 1749462520177,
  "s": [
    {
      "t": 1749462520.177003,
      "c": 242.89,
      "v": 200.0,
      "s": "buy"
    }
  ]
}