Quote Events

Quote Update

When a quote has a new update, the asynCallback function it’s called to process that message. This is the reason why we need a callback function when the connection is established.

{
    "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":"ESZ20",                      // 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
}

Note

Opt, means optional, and these fields are not present in all quote updates.

Book Update

This event comes whenever a book is updated.

{
    "UPD":"Book",               // Update Type
    "INS":"ESZ20",              // 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":[
        {
            "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
        },
        ...
    ]
}

Chart Update

{
    "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
}