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.

Real-Time Data Solution deployments use a different authentication flow than our public plans. This enhanced approach provides better security and reliability for business-critical operations.

Prerequisites

Before getting started, ensure you have the following:

1. Azure Active Directory Credentials - Our team will send these via email
2. WebSocket/PubSub Server Information - Connection details provided by our team
3. Implementation Knowledge - Familiarity with the two-step authentication process (covered in the next section)

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

2. Authentication

Authentication Flow

Real-Time Data Solution authentication uses a secure two-step process that ensures your connection is properly authorized.

Follow these steps in order to establish your authenticated connection:

1. Obtain Microsoft Azure OAuth Access Token

   Use the Azure credentials provided by our team to request an OAuth token from Microsoft:

   BASHCopy

   curl -X POST "https://login.microsoftonline.com/{tenant_id}/oauth2/v2.0/token" \
     -H "Content-Type: application/x-www-form-urlencoded" \
     -d "client_id={client_id}&scope={scope}&client_secret={client_secret}&grant_type=client_credentials"

   A successful request returns an access token:

   JSONCopy

   {
     "token_type": "Bearer",
     "expires_in": 3599,
     "ext_expires_in": 3599,
     "access_token": "eyJ0eXAiOi...JWT_TOKEN_HERE"
   }

2. Authenticate with Our Server

   Take the access_token from step 1 and use it to authenticate with our server:

   BASHCopy

   curl -X POST "https://{host_name}/.auth/login/aad" \
     -H "Content-Type: application/json" \
     -d '{"access_token": "JWT_TOKEN_HERE..."}'

   Our server responds with your final authentication token:

   JSONCopy

   {
     "authenticationToken": "ANOTHER_JWT_TOKEN_HERE",
     "user": {
       "userId": "sid:a50f42b1481ca31efcf853fabb13e95b"
     }
   }

Using the Authentication Token

Once you have your authentication token, connect to our WebSocket service:

1. Add the authenticationToken to your WebSocket headers as X-ZUMO-AUTH
2. This token authenticates all communications with our server

// Example WebSocket connection with authentication
const socket = new WebSocket('wss://{host_name}/ws');

// Set the authentication header before connecting
socket.setRequestHeader('X-ZUMO-AUTH', authenticationToken);

Email Registration

After connecting to the WebSocket server, register your support email for service communications.

// Send email registration after connection is established
socket.onopen = function() {
  // Register email for support purposes
  socket.send(JSON.stringify({
    "email": "your-engineering-team@example.com"
  }));
};

Note: This email is for support communications only, not verification. Choose an address your engineering team actively monitors for service updates and issue notifications.

Keeping Connections Alive (Optional)

Implement a ping-pong mechanism to maintain stable connections and detect network issues early.

Benefits: Regular pings help detect connection drops quickly, especially in environments with unreliable networks or proxy servers that terminate inactive connections.

3. 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:

Example Quote Response:

{
  "c": "NASDAQ:AAPL",
  "ss": "OPEN",
  "lt": 1733432340.0,
  "v": 533779.0,
  "lp": 243.08,
  "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:

Each bar within the series array contains these OHLCV fields:

Example Series Response:

{
  "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 with microsecond precision timestamps.

Each tick contains the following trade information:

Example Tick Data Response:

{
  "c": "NASDAQ:AAPL",
  "t": 1749462520.177003,
  "p": 242.89,
  "v": 200.0
}