Streaming Responses

Quote

The quote event is issued when a viable quote has been created an exchange. This represents the most current bid/ask pricing available.

Field Description
type Type of the event
symbol Security symbol for the event
bid Bid price
bidsz Bid size
bidexch Bid exchange
biddate Bid date
ask Ask price
asksz Ask size
askexch Ask exchange
askdate Ask date

Trade

The trade event is sent for all trade events at exchanges. By default, the trade event is filtered to only include valid ticks (removing trade corrections, errors, etc).

Field Description
type Type of the event
symbol Security symbol for the event
exch Exchange code reporting the event
price Last price available
size Size of the trade event
cvol Cumulative volume
date Trade date
last Last price (this is a duplicate of price)

Summary

The summary event is triggered when a market session high, low, open, or close event is triggered.

Field Description
type Type of the event
symbol Security symbol for the event
open Open price
high High price
low Low price
prevClose Previous close price

Timesale

Time and Sale represents a trade or other market event with price, like market open/close price, etc. Time and Sales are intended to provide information about trades in a continuous time slice (unlike Trade events which are supposed to provide snapshot about the current last trade). Timesale events are uniquely sequenced.

Field Description
type Type of the event
symbol Security symbol for the event
exch Exchange code reporting the event
bid Bid price
ask Ask price
last Last price
size Size of the event
date Date of the event
seq Sequence number
flag Event flag Reference
cancel Was this a cancel event
correction Was this a correction event
session Market session type of the event

Tradex

The trade event is sent for all trade events at exchanges. This payload has more accurate information during the pre/post market sessions. If you plan streaming market data during these sessions, you should use this payload over the trade payload.

Field Description
type Type of the event
symbol Security symbol for the event
exch Exchange code reporting the event
price Last price available
size Size of the trade event
cvol Cumulative volume
date Trade date
last Last price (this is a duplicate of price)