JSON Protocol

Requests / Responses

1. Version - Authentication

After a wss connection is established this must be the first request for authentication. This request is done by the connector library if it is used.

Request

{
"RQT":"version", // Request Type
"VN":"1.00", // Version Number
"TK":"xxxxxxx" // Token for authentication, received from // the Extension frame
}

Response

• Success:

  {
  "RQT":"version", // Request Type
  "RES":"OK" // Result
  }
  

• Error:

  {
  "RQT":"version", // Request Type
  "RES":"ERR", // Result
  "MSG":"Wrong version of Javascript library!" // Error Message
  }
  

2. Register Quote

Registers the quote for the specified contract. If the registration succeeds, the streaming updates for this quote is started.

Request

{
"RQT":"register", // Request Type
"INS":"ESZ17" // Instrument
}

Response

• Success:

  {
  "RQT":"register", // Request Type
  "RES":"OK", // Result
  "AK":"3800", // Ask
  "AT":"03/27/2017 - 18:09:42", // Ask Timestamp
  "AZ":"10", // Ask Size
  "BD":"3796", // Bid
  "BT":"03/27/2017 - 18:09:42", // Bid Timestamp
  "BZ":"5", // Bid Size
  "HG":"3905", // High
  "HT":"03/27/2017 - 15:19:13", // High Timestamp
  "INF": "T", // Info: Trading / Settled
  "INS":"ESZ17", // Instrument
  "LT":"03/27/2017 - 15:01:02", // Low Timestamp
  "LW":"3786", // Low
  "OI":"1223", // Open Interest
  "OP":"3800", // Open
  "CL":"", // Close
  "PS":"3798", // Previous Settlement
  "ST":"", // Settlement
  "TR":"3800", // Trade
  "TT":"03/27/2017 - 15:01:02", // Trade Timestamp
  "TZ":"2", // Trade Size
  "VL":"2995" // Volume
  }
  

• Error:

  {
  "RQT":"register", // Request Type
  "RES":"ERR", // Result
  "MSG":"Unknown contract!" // Error Message
  }
  

3. Unregister Quote

Unregisters the quote for the specified contract. This implies stopping the streaming updates for that quote.

Request

{
"RQT":"unregister", // Request Type
"INS":"ESZ17" // Instrument
}

Response

• Success:

  {
  "RQT":"unregister", // Request Type
  "RES":"OK" // Result
  }
  

• Error:

  {
  "RQT":"unregister", // Request Type
  "RES":"ERR", // Result
  "MSG":"Unknown contract!" // Error Message
  }
  

4. Snapshot Quote

Snapshots the quote of the specified contract. This request does not start the streaming updates for this quote.

Request

{
"RQT":"snapshot", // Request Type
"INS":"ESZ17" // Instrument
}

Response

• Success:

  {
  "RQT":"snapshot", // Request Type
  "RES":"OK", // Result
  "AK":"3800", // Ask
  "AT":"03/27/2017 - 18:09:42", // Ask Timestamp
  "AZ":"10", // Ask Size
  "BD":"3796", // Bid
  "BT":"03/27/2017 - 18:09:42", // Bid Timestamp
  "BZ":"5", // Bid Size
  "HG":"3905", // High
  "HT":"03/27/2017 - 15:19:13", // High Timestamp
  "INF": "T", // Info: Trading / Settled
  "INS":"ESZ17", // Instrument
  "LT":"03/27/2017 - 15:01:02", // Low Timestamp
  "LW":"3786", // Low
  "OI":"1223", // Open Interest
  "OP":"3800", // Open
  "CL":"", // Close
  "PS":"3798", // Previous Settlement
  "ST":"", // Settlement
  "TR":"3800", // Trade
  "TT":"03/27/2017 - 15:01:02", // Trade Timestamp
  "TZ":"2", // Trade Size
  "VL":"2995" // Volume
  }
  

• Error:

  {
  "RQT":"snapshot", // Request Type
  "RES":"ERR", // Result
  "MSG":"Unknown contract!" // Error Message
  }
  

5. Register to Order Entry

This request will tell the server to send the Order Entry events.

Request

{
"RQT":"oe_register", // Request Type
}

Response

• Success:

  {
  "RQT":"oe_register", // Request Type
  "RES":"OK" // Result
  }
  

• Error:

  {
  "RQT":"oe_register", // Request Type
  "RES":"ERR", // Result
  "MSG":"Cannot satisfy request!" // Error Message
  }
  

6. Unregister from Order Entry

This request will tell the server to stop sending the Order Entry events.

Request

{
"RQT":"oe_unregister", // Request Type
}

Response

• Success:

  {
  "RQT":"oe_unregister", // Request Type
  "RES":"OK" // Result
  }
  

• Error:

  {
  "RQT":"oe_unregister", // Request Type
  "RES":"ERR", // Result
  "MSG":"Cannot satisfy request!" // Error Message
  }
  

7. Accounts List

This request helps to fetch the list of available accounts. Each account is identified by a unique combination of provider with id.

Request

{
"RQT":"accounts", // Request Type
"PV":"PTS" // Opt:Provider
}

Response

• Success:

  {
  "RQT":"accounts", // Request Type
  "RES":"OK", // Result,
  "ACCOUNTS":[
    {"AC": "acc12123141", // Account Id
     "PV": "QOR", // Provider Id
     "NM": "John Snow", // Account Name
     "RP": "Account 12132" // Account Repr
    },
    ...
  ]
  }
  

• Error:

  {
  "RQT":"accounts", // Request Type
  "RES":"ERR", "RES":"ERR",
  "MSG":"Cannot satisfy request!" // Error Message
  }
  

8. Place Order

This request triggers the Place Order dialog, populated with the given data. The supported order types are: LMT, MKT, STOP, STL, STWL

Request

{
"RQT":"place_order", // Request Type
"PV":"QOR", // Provider
"AC":"acc2342425", // Account
"SD":"B", // Side: B / S
"QT":"5", // Quantity
"INS":"ESZ17", // Instrument
"TP":"LMT", // Order Type
"PR":"1300", // Price
"LM":"1300", // Limit
"LF":"DAY", // Lifetime: DAY, GTC, GTD(mm/dd/yyyy)
"CNF":"ON" // [Optional] DEF/ON/OFF
      // ON  -> The order will be placed only with user confirmation.
      // OFF -> The order will be placed without any confirmation.
      // DEF -> The order will be placed according to the Order Entry Properties setting.
      // Default value will be DEF if this parameter is missing
}

Response

• Success:

  {
  "RQT":"place_order", // Request Type
  "RES":"OK", // Result
  "PV":"PTS", // Provider
  "AC":"4635", // Account
  "INS":"ESZ17", // Instrument
  "SD":"B", // Side
  "QT":"1", // Quantity
  "TP":"MKT", // Order Type
  "OD": "435626" // Order Id
  }
  

• Error:

  {
  "RQT":"place_order", // Request Type
  "RES":"ERR", // Result
  "MSG":"Cannot place the order!" // Error Message
  }
  

9. Cancel / Replace Order

This request triggers the Cancel / Place Order dialog, populated with the given data. The supported order types are: LMT, MKT, STOP, STL, STWL

Request

{
"RQT":"replace_order", // Request Type
"PV":"QOR", // Provider
"AC":"acc2342425", // Account
"OD":"4232", // Order Id
"SD":"B", // Side: B / S
"QT":"5", // Quantity
"INS":"ESZ17", // Instrument
"TP":"LMT", // Order Type
"PR":"1300", // Price
"LM":"1300", // Limit
"LF":"GTD(06/23/2019)", // Lifetime: DAY, GTC, GTD(mm/dd/yyyy)
"CNF":"ON" // [Optional] DEF/ON/OFF
      // ON  -> The order will be placed only with user confirmation.
      // OFF -> The order will be placed without any confirmation.
      // DEF -> The order will be placed according to the Order Entry Properties setting.
      // Default value will be DEF if this parameter is missing
}

Response

• Success:

  {
  "RQT":"replace_order", // Request Type
  "RES":"OK", // Result
  "OD":"435626" // Order Id
  }
  

• Error:

  {
  "RQT":"replace_order", // Request Type
  "RES":"ERR", // Result
  "MSG":"Cannot find the order!" // Error Message
  }
  

10. Cancel Order

This request triggers the Cancel Order dialog.

Request

{
"RQT":"cancel_order", // Request Type
"PV":"QOR", // Provider
"AC":"acc2342425", // Account
"OD":"4232", // Order Id
"CNF":"ON" // [Optional] DEF/ON/OFF
      // ON  -> The order will be placed only with user confirmation.
      // OFF -> The order will be placed without any confirmation.
      // DEF -> The order will be placed according to the Order Entry Properties setting.
      // Default value will be DEF if this parameter is missing
}

Response

• Success:

{
"RQT":"cancel_order", // Request Type
"RES":"OK" // Result
}

• Error:

  {
  "RQT":"cancel_order", // Request Type
  "RES":"ERR", // Result
  "MSG":"Cannot find the order!" // Error Message
  }
  

11. Orders

With the help of this request we can fetch the working orders for a given account

Request

{
"RQT":"orders", // Request Type
"PV":"QOR", // Provider
"AC":"acc2342425" // Account
}

Response

• Success:

  {
  "RQT":"orders", // Request Type
  "RES":"OK", // Result
  "PV":"QOR", // Provider
  "AC":"acc2342425", // Account
  "ORDERS":[
     {
       "OD":"435626", // Order Id
       "ST":"N", // Order Status
       "SD":"B", // Side: B / S
       "QT":"5", // Quantity
       "INS":"ESZ17", // Instrument
       "TP":"LMT", // Order Type
       "PR":"1300", // Price
       "LM":"1300" // Limit
     }
  ]
  }
  

• Error:

  {
  "RQT":"orders", // Request Type
  "RES":"ERR", // Result
  "MSG":"Account not found!" // Error Message
  }
  

  For a comprehensive list of order statuses please see: Order Status

12. Positions

With the help of this request we can fetch the positions for a given account

Request

{
"RQT":"positions", // Request Type
"PV":"QOR", // Provider
"AC":"acc2342425" // Account
}

Response

• Success:

  {
  "RQT":"positions", // Request Type
  "RES":"OK", // Result
  "PV":"QOR", // Provider
  "AC":"acc2342425", // Account
  "POSITIONS":[
     {
       "PD":"435626", // Position Id
       "SD":"L", // Side: L (long) / S (short)
       "QT":"5", // Quantity
       "INS":"ESZ17", // Instrument
       "PR":"1300" // Price
     },
     {
       "FD":"43", // Fill Id
       "OD":"423", // Order Id
       "SD":"S", // Side: L (long) / S (short)
       "QT":"1", // Quantity
       "INS":"ESZ17", // Instrument
       "PR":"1307" // Price
     }
  ]
  }
  

• Error:

  {
  "RQT":"positions", // Request Type
  "RES":"ERR", // Result
  "MSG":"Account not found!" // Error Message
  }
  

13. Account Information

With the help of this request we can fetch the information’s for a given account

Request

{
"RQT":"account_information", // Request Type
"PV":"PTS", // Provider
"AC":"acc2342425", // Account
"CRR":"USD" // Currency - AUD, BRL, CAD, CHF, CLP, CNH, CNY, CZK, EUR, GBP,
            //  HKD, HUF, INR, ILS, JPY, KRW, MXN, MYR, NOK, NZD,
            //  PLN, RUB, SDG, SEK, SGD, TRY, TWD, USD, ZAR
}

Response

• Success:

  {
  "RQT":"account_information", // Request Type
  "RES":"OK", // Result
  "PV":"PTS", // Provider
  "AC":"acc2342425", // Account
  "CRR":"USD", // Currency
  "TE":"true", // Trading Enabled - true/false
  "RME":"false", // Risk Monitoring Enabled - true/false
  "CIM":"6000", // Current Initial Margin
  "CIMO":"6000", // Current Initial Margin Including Orders
  "UIM":"6000", // Unfilled Initial Margin
  "CMM":"6000", // Current Maintenance Margin
  "CMMO":"6000", // Current Maintenance Margin Including Orders
  "UMM":"6000", // Unfilled Maintenance Margin
  "NOP":"6000", // Net Option Premium
  "LOP":"6000", // Long Option Premium
  "SOP":"6000", // Short Option Premium
  "NOV":"6000", // Net Option Value
  "LOV":"6000", // Long Option Value
  "SOV":"6000", // Short Option Value
  "NLV":"6000", // Net Liquidation Value
  "NCO":"6000", // Net Cash Operations
  "ICA":"6000", // Intraday Commissions Applied
  "IFA":"6000", // Intraday Fees Applied
  "MTOTE":"6000", // MTM Total Open Trade Equity
  "MTAE":"6000", // MTM Total Account Equity
  "MEB":"6000", // MTM Ending Balance
  "STOTE":"6000", // SOD Total Open Trade Equity
  "STAE":"6000", // SOD Total Account Equity
  "SEB":"6000", // SOD Ending Balance
  "PP":"6000", // Purchasing Power
  "GFPL":"6000", // Gross Futures Profit Loss
  "MC":"6000", // Margin Credit
  "TMR":"6000", // Total Margin Reqs
  "SOD":"6000", // Securities On Deposit
  "EF":"6000", // Excess Funds
  "OLVR":"6000", // OAK Liquidation Value Realtime
  "OMES":"6000", // OAK Margin Excess Settle
  "OWOM":"6000", // OAK Working Order Margin
  "OMER":"6000", // OAK Margin Excess Realtime
  "OLOVS":"6000", // OAK Long Option Value Settle
  "OBS":"6000", // OAK Balance Settle
  "OOTER":"6000", // OAK Open Trade Equity Realtime
  "OLOVR":"6000", // OAK Long Option Value Realtime
  "OSOVR":"6000", // OAK Short Option Value Realtime
  "OLVS":"6000", // OAK Liquidation Value Settle
  "OBR":"6000", // OAK Balance Realtime
  "OSOVS":"6000", // OAK Short Option Value Settle
  "OOTES":"6000" // OAK Open Trade Equity Settle
  }
  

• Error:

  {
  "RQT":"account_information", // Request Type
  "RES":"ERR", // Result
  "MSG":"Account not found!" // Error Message
  }
  

14. Register Chart

With the help of this request we can fetch the chart data for a given contract and register the chart for updates

Request

{
"RQT": "register_chart", // Request Type
"INS": "ESZ19", // Contract
"REST": "day", // Resolution Type
"RESR": "1", // Resolution Range
"INDS":[ // Indicators
  {
   "IND": "IND1", // Indicator 1
   "NAME": "SMA", // Name
   "PR": "CLOSE", // Price
   "LNG": "50" // Length
  },
  {
   "IND": "IND2", // Indicator 2
   "NAME": "SMA", // Name
   "PR": "CLOSE", // Price
   "LNG": "200" // Length
  },
  {
   "IND": "IND3", // Indicator 3
   "NAME": "SSTO", // Name
   "LNG": "50", // Length
   "KLNG": "3.0", // KLength
   "DLNG": "5.0", // DLength
   "UPL": "80", // Up Level
   "DWL": "20" // Down Level
  },
  ...
]
}

Response

• Success:

  {
  "RQT":"register_chart", // Request Type
  "RES":"OK", // Result
  "ID":"27", // Chart Id
  "INS":"ESZ19", // Contract
  "REST":"day", // Resolution Type
  "RESR":"1", // Resolution Range
  "INDS":[ // Indicators
    {
     "IND": "IND1", // Indicator 1
     "NAME": "SMA", // Name
     "PR": "CLOSE", // Price
     "LNG": "50" // Length
    },
    {
     "IND": "IND2", // Indicator 2
     "NAME": "SMA", // Name
     "PR": "CLOSE", // Price
     "LNG": "200" // Length
    },
    {
     "IND": "IND3", // Indicator 3
     "NAME": "SSTO", // Name
     "LNG": "50", // Length
     "KLNG": "3.0", // KLength
     "DLNG": "5.0", // DLength
     "UPL": "80", // Up Level
     "DWL": "20", // Down Level
     "COMP":[ // Components
       {
       "COMP":"C1", // Component 1
       "NAME":"%K"  //Name
       },
       {
       "COMP":"C2", // Component 2
       "NAME":"%D" // Name
       },
       {
       "COMP":"C3", // Component 3
       "NAME":"Up Level", // Name
       "VALUE": "80" // value
       },
       {
       "COMP":"C4", // Component 4
       "NAME":"Down Level", // Name
       "VALUE": "20" // Value
       }
     ]
    },
  ],
  "ChartData":[
    {
     "NR": "1", // Number of Bar
     "TS": "1541005200", // Timestamp
     "OP": "5250", // Open
     "LW": "5050", // Low
     "HG": "5350", // High
     "LS": "5150", // Last
     "VL": "2000", // Volume
     "IND1": "2803.48", // Indicator 1 - value
     "IND2": "2820.13", // Indicator 2 - value
     "IND3.C1": "85.42", // Indicator 3 - component 1 - value
     "IND3.C2": "78.66" // Indicator 3 - component 2 - valuex
    },
    ...
  ]
  }
  

• Error:

  {
  "RQT":"register_chart", // Request Type
  "RES":"ERR", // Result
  "MSG":"Unknown contract!" // Error Message
  }
  

15. Unregister Chart

With the help of this request we can unregister a chart

Request

{
"RQT": "unregister_chart", // Request Type
"ID": "27" // Chart Id
}

Response

• Success:

  {
  "RQT":"unregister_chart", // Request Type
  "RES":"OK", // Result
  "ID":"27" // Chart Id
  }
  

• Error:

  {
  "RQT":"unregister_chart", // Request Type
  "RES":"ERR", // Result
  "MSG":"Chart doesn't exist!" // Error Message
  }
  

16. Chart Snapshot

With the help of this request we can fetch the chart data for a given contract

Request

{
"RQT": "chart", // Request Type
"INS": "ESZ19", // Contract
"REST": "day", // Resolution Type
"RESR": "1", // Resolution Range
"INDS":[ // Indicators
  {
   "IND": "IND1", // Indicator 1
   "NAME": "SMA", // Name
   "PR": "CLOSE", // Price
   "LNG": "50" // Length
  },
  {
   "IND": "IND2", // Indicator 2
   "NAME": "SMA", // Name
   "PR": "CLOSE", // Price
   "LNG": "200" // Length
  },
  {
   "IND": "IND3", // Indicator 3
   "NAME": "SSTO", // Name
   "LNG": "50", // Length
   "KLNG": "3.0", // KLength
   "DLNG": "5.0", // DLength
   "UPL": "80", // Up Level
   "DWL": "20" // Down Level
  },
  ...
]
}

Response

• Success:

  {
  "RQT":"chart", // Request Type
  "RES":"OK", // Result
  "INS":"ESZ19", // Contract
  "REST":"day", // Resolution Type
  "RESR":"1", // Resolution Range
  "INDS":[ // Indicators
    {
     "IND": "IND1", // Indicator 1
     "NAME": "SMA", // Name
     "PR": "CLOSE", // Price
     "LNG": "50" // Length
    },
    {
     "IND": "IND2", // Indicator 2
     "NAME": "SMA", // Name
     "PR": "CLOSE", // Price
     "LNG": "200" // Length
    },
    {
     "IND": "IND3", // Indicator 3
     "NAME": "SSTO", // Name
     "LNG": "50", // Length
     "KLNG": "3.0", // KLength
     "DLNG": "5.0", // DLength
     "UPL": "80", // Up Level
     "DWL": "20", // Down Level
     "COMP":[ // Components
       {
       "COMP":"C1", // Component 1
       "NAME":"%K"  //Name
       },
       {
       "COMP":"C2", // Component 2
       "NAME":"%D" // Name
       },
       {
       "COMP":"C3", // Component 3
       "NAME":"Up Level", // Name
       "VALUE": "80" // value
       },
       {
       "COMP":"C4", // Component 4
       "NAME":"Down Level", // Name
       "VALUE": "20" // Value
       }
     ]
    },
  ],
  "ChartData":[
    {
     "NR": "1", // Number of Bar
     "TS": "1541005200", // Timestamp
     "OP": "5250", // Open
     "LW": "5050", // Low
     "HG": "5350", // High
     "LS": "5150", // Last
     "VL": "2000", // Volume
     "IND1": "2803.48", // Indicator 1 - value
     "IND2": "2820.13", // Indicator 2 - value
     "IND3.C1": "85.42", // Indicator 3 - component 1 - value
     "IND3.C2": "78.66" // Indicator 3 - component 2 - valuex
    },
    ...
  ]
  }
  

• Error:

  {
  "RQT":"chart", // Request Type
  "RES":"ERR", // Result
  "MSG":"Unknown contract!" // Error Message
  }
  

17. Indicators List

With the help of this request we can fetch all the indicators and their properties

Request

{
"RQT": "indicators", // Request Type
}

Response

• Success:

  {
  "RQT":"indicators", // Request Type
  "RES":"OK", // Result
  "INDS":[ // Indicators
    {
     "IND": "IND1", // Indicator 1
     "NAME": "SMA", // Name
     "PR": "CLOSE, OPEN, HIGH, LOW, HL MidPoint, HLC MidPoint, HLCO MidPoint", // Prop1 - Price
     "LNG": "INT[1,MAX]" // Prop2 - Length
    },
    {
     "IND": "IND2", // Indicator 2
     "NAME": "SSTO", // Name
     "LNG": "INT[1,MAX]", // Prop1 - Length
     "KLNG": "FLT[1,MAX]", // Prop2 - KLength
     "DLNG": "FLT[1,MAX]", // Prop3 - DLength
     "UPL": "INT[1,100]", // Prop4 - Up Level
     "DWL": "INT[1,100]" // Prop5 - Down Level
    },
    ...
  ]
  }
  

• Error:

  {
  "RQT":"indicators", // Request Type
  "RES":"ERR", // Result
  "MSG":"Unknown request!" // Error Message
  }
  

18. Register Book

With the help of this request we can fetch Book Data for a given contract and register the book for updates

Request

{
"RQT": "registerBook", // Request Type
"INS": "ESZ19", // Contract
"LVL": "5", // Level
"DT": "COMBINED" // Data Type - COMBINED, IMPLIED, OUTRIGHT
}

Response

• Success:

  {
  "RQT":"registerBook", // Request Type
  "RES":"OK", // Result
  "INS":"ESZ19", // Contract
  "ASKS":[ // ASKS
    {
     "PR": "3106.25" // Ask Value
     "PO": "1", // Ask Position
     "PZ": "15" // Ask Size
    },
    {
     "PR": "3106.5", // Ask Value
     "PO": "2", // Ask Position
     "PZ": "70" // Ask Size
    },
  ],
  "BIDS":[ // BIDS
    {
     "PR": "3106.0", // Bid Value
     "PO": "1", // Bid Position
     "SZ": "61" // Bid Size
    },
    {
     "PR": "3105.75", // Bid Value
     "PO": "2", // Bid Position
     "SZ": "89" // Bid Size
    },
    ...
  ]
  }
  

• Error:

  {
  "RQT":"registerBook", // Request Type
  "RES":"ERR", // Result
  "MSG":"Unknown contract!" // Error Message
  }
  

19. Unregister Book

With the help of this request we can unregister the book from updates

Request

{
"RQT": "unRegisterBook", // Request Type
"INS": "ESZ19" // Contract
}

Response

• Success:

  {
  "RQT":"unRegisterBook", // Request Type
  "RES":"OK", // Result
  "INS":"ESZ19" // Contract
  }
  

• Error:

  {
  "RQT":"unRegisterBook", // Request Type
  "RES":"ERR", // Result
  "MSG":"Unknown contract!" // Error Message
  }
  

20. Snapshot Book

With the help of this request we can fetch Book Data for a given contract

Request

{
"RQT": "snapshotBook", // Request Type
"INS": "ESZ19", // Contract
"LVL": "5", // Level
"DT": "COMBINED" // Data Type - COMBINED, IMPLIED, OUTRIGHT
}

Response

• Success:

  {
  "RQT":"snapshotBook", // Request Type
  "RES":"OK", // Result
  "INS":"ESZ19", // Contract
  "ASKS":[ // ASKS
    {
     "PR": "3106.25", // Ask Value
     "PO": "1", // Ask Position
     "PZ": "15" // Ask Size
    },
    {
     "PR": "3106.5", // Ask Value
     "PO": "2", // Ask Position
     "PZ": "70" // Ask Size
    },
  ],
  "BIDS":[ // BIDS
    {
     "PR": "3106.0", // Bid Value
     "PO": "1", // Bid Position
     "PZ": "61" // Bid Size
    },
    {
     "PR": "3105.75", // Bid Value
     "PO": "2", // Bid Position
     "PZ": "89" // Bid Size
    },
  ]
  }
  

• Error:

  {
  "RQT":"snapshotBook", // Request Type
  "RES":"ERR", // Result
  "MSG":"Unknown contract!" // Error Message
  }
  

Streaming events

1. Quote Events

This is an update for a registered quote indicated by the “INS” id. This update is pushed from the Quotes API via QST whenever there’s a change for that quote.

{
"UPD":"Quote", // Update Type
"AK":"3800", // Opt: Ask
"AZ":"10", // Opt: Ask Size
"BD":"3796", // Opt: Bid
"BZ":"5", // Opt: Bid Size
"HG":"3905", // Opt: High
"INF": "T", // Opt: Info: Trading / Settled
"INS":"ESZ17", // Instrument
"LW":"3786", // Opt: Low
"OI":"1223", // Opt: Open Interest
"OP":"3800", // Opt: Open
"CL":"3800", // Opt: Close
"PS":"3798", // Opt: Previous Settlement
"ST":"3800", // Opt: Settlement
"TR":"3800", // Opt: Trade
"TS":"03/27/2017 - 15:01:02", // Timestamp
"TZ":"2", // Opt: Trade Size
"VL":"2995" // Opt: Volume
}

Some of these fields may be missing and are indicated as such. ### Order Entry Events #### 1.Accounts List Changed This event comes whenever a new connection has been established or an existing connection has been closed.

{
"UPD":"Accounts" // Update Type
}

2. Account Loaded

This event comes when the list of orders or positions in the specified account has been loaded.

{
"UPD":"Account", // Update Type
"PV":"QOR", // Provider Id
"AC":"acc1234354" // Account Id
}

3. Order

This event comes whenever a new order is placed or an existing order changes its status.

{
"UPD":"Order", // Update Type
"PV":"QOR", // Provider Id
"AC":"acc1234354", // Account Id
"OD":"354", // Order Id
"ST":"N", // Order Status
"SD":"B", // Side: B / S
"QT":"5", // Quantity
"INS":"ESZ17", // Instrument
"TP":"STWL", // Order Type
"PR":"1300", // Price
"LM":"1300" // Limit
}

For a comprehensive list of order statuses please see: Order Status

4. Fill

This event comes whenever an order has been filled.

{
"UPD":"Fill", // Update Type
"PV":"QOR", // Provider Id
"AC":"acc1234354", // Account Id
"FD":"43", // Fill Id
"OD":"423", // Order Id
"SD":"L", // Side: L (long) / S (short)
"QT":"5", // Quantity
"INS":"ESZ17", // Instrument
"PR":"1300" // Price
}

5. Position

This event comes whenever a fill is processed and changed into an open position.

{
"UPD":"Position", // Update Type
"PV":"QOR", // Provider Id
"AC":"acc1234354", // Account Id
"PD":"435626", // Position Id
"SD":"L", // Side: L (long) / S (short)
"QT":"5", // Quantity
"INS":"ESZ17", // Instrument
"PR":"1300" // Price
}

6. Chart Bar

This event comes whenever a bar from chart is updated.

{
"UPD":"Chart", // Update Type
"ID":"27", // Chart Id
"NR":"512", // Number of Bar
"TS":"1541005200", // Timestamp
"OP":"5250", // Open
"LW":"5050", // Low
"HG":"5350", // High
"LS":"5150", // Last
"VL":"2000", // Volume
"IND1":"2453.48", // Indicator 1 - value
"IND2":"2321.13", // Indicator 2 - value
"IND3.C1":"28.45", // Indicator 3 - component 1 - value
"IND3.C2":"15.66" // Indicator 3 - component 2 - value
}

7. Book Update

This event comes whenever a book is updated.

{
"UPD":"Book", // Update Type
"INS":"ESZ19", // Contract
"ASKS":[ // ASKS
  {
   "PR": "3106.25", // Ask Value
   "PO": "1", // Ask Position
   "PZ": "15" // Ask Size
  },
  {
   "PR": "3106.5", // Ask Value
   "PO": "2", // Ask Position
   "PZ": "70" // Ask Size
  }
],
"BIDS":[ // BIDS
  {
   "PR": "3106.0", // Bid Value
   "PO": "1", // Bid Position
   "PZ": "61" // Bid Size
  },
  {
   "PR": "3105.75", // Bid Value
   "PO": "2", // Bid Position
   "PZ": "89" // Bid Size
  },
]
...
}