WebSocket streaming offers a much more resilient and feature-rich streaming interface. Once a WebSocket connection is opened, you will send a request payload to our servers, we’ll process your request and begin sending back data right away. WebSockets offer many different client implementations, support encrypted connections, and very fast throughput.
Once connected and streaming data, to make modifications to your current streaming connection, simply resend your request payload. You can change the parameters and we’ll adjust your stream accordingly. Note: if your sessionid has expired, you will need to get a new one and send it with your adjusted payload.
In the event of validation issues with your WebSocket request, you should expect an error payload with details about the validation.
{"error":"1234 is not a valid symbol"}
WebSocket Endpoint