Market Subscriptions

SubscribeQuote

Purpose

Subscribes the connected client to quote events and records the subscription locally.

Signature

func (c *PushClient) SubscribeQuote(symbols []string) error

Call Connect successfully before subscribing or unsubscribing. Access depends on instrument and data type.

Parameters

Returns

error; nil means the message was written to the current connection.

Invocation example

if err := pc.SubscribeQuote([]string{"AAPL"}); err != nil {
	log.Fatal(err)
}

Callback Data Example

Quote (BASIC):

{
    "symbol": "AAPL",
    "type": "BASIC",
    "timestamp": "1684766012120",
    "serverTimestamp": "1684766012129",
    "avgPrice": 174.1721,
    "latestPrice": 174.175,
    "latestPriceTimestamp": "1684766011918",
    "latestTime": "05-22 10:33:31 EDT",
    "preClose": 175.16,
    "volume": "12314802",
    "amount": 2144365591.41,
    "open": 173.98,
    "high": 174.71,
    "low": 173.45,
    "marketStatus": "Trading",
    "mi": {
        "p": 174.175,
        "a": 174.1721,
        "t": "1684765980000",
        "v": "57641",
        "o": 174.21,
        "h": 174.22,
        "l": 174.14
    }
}

Best Bid/Offer (BBO):

{
    "symbol": "AAPL",
    "type": "BBO",
    "timestamp": "1676992715509",
    "askPrice": 149.96,
    "askSize": "200",
    "askTimestamp": "1676992715367",
    "bidPrice": 149.94,
    "bidSize": "700",
    "bidTimestamp": "1676992715367"
}

UnsubscribeQuote

Purpose

Unsubscribes the connected client from quote events and removes the local subscription record.

Signature

func (c *PushClient) UnsubscribeQuote(symbols []string) error

Call Connect successfully before subscribing or unsubscribing. Access depends on instrument and data type.

Parameters

Returns

error; nil means the message was written to the current connection.

Invocation example

if err := pc.UnsubscribeQuote([]string{"AAPL"}); err != nil {
	log.Fatal(err)
}

SubscribeTick

Purpose

Subscribes the connected client to tick events and records the subscription locally.

Signature

func (c *PushClient) SubscribeTick(symbols []string) error

Call Connect successfully before subscribing or unsubscribing. Access depends on instrument and data type.

Parameters

Returns

error; nil means the message was written to the current connection.

Invocation example

if err := pc.SubscribeTick([]string{"AAPL"}); err != nil {
	log.Fatal(err)
}

Callback Data Example

{
    "symbol": "AAPL",
    "secType": "STK",
    "quoteLevel": "usQuoteBasic",
    "timestamp": 1676993925700,
    "ticks": [
        {
            "sn": 116202,
            "volume": 50,
            "tickType": "*",
            "price": 149.665,
            "time": 1676993924289,
            "cond": "US_REGULAR_SALE"
        }
    ]
}

UnsubscribeTick

Purpose

Unsubscribes the connected client from tick events and removes the local subscription record.

Signature

func (c *PushClient) UnsubscribeTick(symbols []string) error

Call Connect successfully before subscribing or unsubscribing. Access depends on instrument and data type.

Parameters

Returns

error; nil means the message was written to the current connection.

Invocation example

if err := pc.UnsubscribeTick([]string{"AAPL"}); err != nil {
	log.Fatal(err)
}

SubscribeDepth

Purpose

Subscribes the connected client to depth events and records the subscription locally.

Signature

func (c *PushClient) SubscribeDepth(symbols []string) error

Call Connect successfully before subscribing or unsubscribing. Access depends on instrument and data type.

Parameters

Returns

error; nil means the message was written to the current connection.

Invocation example

if err := pc.SubscribeDepth([]string{"AAPL"}); err != nil {
	log.Fatal(err)
}

Callback Data Example

{
    "symbol": "AAPL",
    "timestamp": "1676993368405",
    "ask": {
        "price": [149.69, 149.70, 149.71],
        "volume": ["100", "200", "185"]
    },
    "bid": {
        "price": [149.68, 149.67, 149.66],
        "volume": ["84", "100", "100"]
    }
}

UnsubscribeDepth

Purpose

Unsubscribes the connected client from depth events and removes the local subscription record.

Signature

func (c *PushClient) UnsubscribeDepth(symbols []string) error

Call Connect successfully before subscribing or unsubscribing. Access depends on instrument and data type.

Parameters

Returns

error; nil means the message was written to the current connection.

Invocation example

if err := pc.UnsubscribeDepth([]string{"AAPL"}); err != nil {
	log.Fatal(err)
}

SubscribeOption

Purpose

Subscribes the connected client to option events and records the subscription locally.

Signature

func (c *PushClient) SubscribeOption(symbols []string) error

Call Connect successfully before subscribing or unsubscribing. Access depends on instrument and data type.

Parameters

Returns

error; nil means the message was written to the current connection.

Invocation example

if err := pc.SubscribeOption([]string{"AAPL"}); err != nil {
	log.Fatal(err)
}

Callback Data Example

{
    "symbol": "AAPL 20230317 150.0 CALL",
    "type": "BASIC",
    "timestamp": "1676994444927",
    "latestPrice": 4.83,
    "preClose": 6.21,
    "volume": "3181",
    "amount": 939117.01,
    "open": 4.85,
    "high": 5.6,
    "low": 4.64,
    "identifier": "AAPL  230317C00150000",
    "openInt": "82677"
}

UnsubscribeOption

Purpose

Unsubscribes the connected client from option events and removes the local subscription record.

Signature

func (c *PushClient) UnsubscribeOption(symbols []string) error

Call Connect successfully before subscribing or unsubscribing. Access depends on instrument and data type.

Parameters

Returns

error; nil means the message was written to the current connection.

Invocation example

if err := pc.UnsubscribeOption([]string{"AAPL"}); err != nil {
	log.Fatal(err)
}

SubscribeFuture

Purpose

Subscribes the connected client to future events and records the subscription locally.

Signature

func (c *PushClient) SubscribeFuture(symbols []string) error

Call Connect successfully before subscribing or unsubscribing. Access depends on instrument and data type.

Parameters

Returns

error; nil means the message was written to the current connection.

Invocation example

if err := pc.SubscribeFuture([]string{"AAPL"}); err != nil {
	log.Fatal(err)
}

Callback Data Example

{
    "symbol": "ESmain",
    "type": "BASIC",
    "timestamp": "1684766824130",
    "avgPrice": 4206.476,
    "latestPrice": 4202.5,
    "preClose": 4204.75,
    "volume": "557570",
    "open": 4189,
    "high": 4221.75,
    "low": 4186.5,
    "marketStatus": "Trading",
    "preSettlement": 4204.75,
    "minTick": 0.25
}

UnsubscribeFuture

Purpose

Unsubscribes the connected client from future events and removes the local subscription record.

Signature

func (c *PushClient) UnsubscribeFuture(symbols []string) error

Call Connect successfully before subscribing or unsubscribing. Access depends on instrument and data type.

Parameters

Returns

error; nil means the message was written to the current connection.

Invocation example

if err := pc.UnsubscribeFuture([]string{"AAPL"}); err != nil {
	log.Fatal(err)
}

SubscribeKline

Purpose

Subscribes the connected client to kline events and records the subscription locally.

Signature

func (c *PushClient) SubscribeKline(symbols []string) error

Call Connect successfully before subscribing or unsubscribing. Access depends on instrument and data type.

Parameters

Returns

error; nil means the message was written to the current connection.

Invocation example

if err := pc.SubscribeKline([]string{"AAPL"}); err != nil {
	log.Fatal(err)
}

Callback Data Example

{
    "symbol": "AAPL",
    "time": "1712584560000",
    "open": 168.9779,
    "high": 169.0015,
    "low": 168.9752,
    "close": 169.0,
    "avg": 168.778,
    "volume": "3664",
    "count": 114,
    "amount": 617820.6508,
    "serverTimestamp": "1712584569746"
}

UnsubscribeKline

Purpose

Unsubscribes the connected client from kline events and removes the local subscription record.

Signature

func (c *PushClient) UnsubscribeKline(symbols []string) error

Call Connect successfully before subscribing or unsubscribing. Access depends on instrument and data type.

Parameters

Returns

error; nil means the message was written to the current connection.

Invocation example

if err := pc.UnsubscribeKline([]string{"AAPL"}); err != nil {
	log.Fatal(err)
}

SubscribeStockTop

Purpose

Subscribes the connected client to stock top events and records the subscription locally.

Signature

func (c *PushClient) SubscribeStockTop(market string, indicators []string) error

Call Connect successfully before subscribing or unsubscribing. Access depends on instrument and data type.

Parameters

Returns

error; nil means the message was written to the current connection.

Invocation example

if err := pc.SubscribeStockTop("US", []string{"LATEST_PRICE"}); err != nil {
	log.Fatal(err)
}

Callback Data Example

{
    "market": "US",
    "timestamp": "1687271010482",
    "topData": [
        {
            "targetName": "changeRate",
            "item": [
                {"symbol": "ICAD", "latestPrice": 1.63, "targetValue": 0.393162}
            ]
        },
        {
            "targetName": "volume",
            "item": [
                {"symbol": "TSLA", "latestPrice": 263.21, "targetValue": 40190416}
            ]
        }
    ]
}

UnsubscribeStockTop

Purpose

Unsubscribes the connected client from stock top events and removes the local subscription record.

Signature

func (c *PushClient) UnsubscribeStockTop(market string, indicators []string) error

Call Connect successfully before subscribing or unsubscribing. Access depends on instrument and data type.

Parameters

Returns

error; nil means the message was written to the current connection.

Invocation example

if err := pc.UnsubscribeStockTop("US", []string{"LATEST_PRICE"}); err != nil {
	log.Fatal(err)
}

SubscribeOptionTop

Purpose

Subscribes the connected client to option top events and records the subscription locally.

Signature

func (c *PushClient) SubscribeOptionTop(market string, indicators []string) error

Call Connect successfully before subscribing or unsubscribing. Access depends on instrument and data type.

Parameters

Returns

error; nil means the message was written to the current connection.

Invocation example

if err := pc.SubscribeOptionTop("US", []string{"LATEST_PRICE"}); err != nil {
	log.Fatal(err)
}

Callback Data Example

{
    "market": "US",
    "timestamp": "1687277160445",
    "topData": [
        {
            "targetName": "volume",
            "item": [
                {
                    "symbol": "SPY",
                    "expiry": "20230620",
                    "strike": "435.0",
                    "right": "PUT",
                    "totalVolume": 212478
                }
            ]
        }
    ]
}

UnsubscribeOptionTop

Purpose

Unsubscribes the connected client from option top events and removes the local subscription record.

Signature

func (c *PushClient) UnsubscribeOptionTop(market string, indicators []string) error

Call Connect successfully before subscribing or unsubscribing. Access depends on instrument and data type.

Parameters

Returns

error; nil means the message was written to the current connection.

Invocation example

if err := pc.UnsubscribeOptionTop("US", []string{"LATEST_PRICE"}); err != nil {
	log.Fatal(err)
}

SubscribeCc

Purpose

Subscribes the connected client to cc events and records the subscription locally.

Signature

func (c *PushClient) SubscribeCc(symbols []string) error

Call Connect successfully before subscribing or unsubscribing. Access depends on instrument and data type.

Parameters

Returns

error; nil means the message was written to the current connection.

Invocation example

if err := pc.SubscribeCc([]string{"AAPL"}); err != nil {
	log.Fatal(err)
}

UnsubscribeCc

Purpose

Unsubscribes the connected client from cc events and removes the local subscription record.

Signature

func (c *PushClient) UnsubscribeCc(symbols []string) error

Call Connect successfully before subscribing or unsubscribing. Access depends on instrument and data type.

Parameters

Returns

error; nil means the message was written to the current connection.

Invocation example

if err := pc.UnsubscribeCc([]string{"AAPL"}); err != nil {
	log.Fatal(err)
}

SubscribeMarket

Purpose

Subscribes the connected client to market events and records the subscription locally.

Signature

func (c *PushClient) SubscribeMarket(market string) error

Call Connect successfully before subscribing or unsubscribing. Access depends on instrument and data type.

Parameters

Returns

error; nil means the message was written to the current connection.

Invocation example

if err := pc.SubscribeMarket("US"); err != nil {
	log.Fatal(err)
}

UnsubscribeMarket

Purpose

Unsubscribes the connected client from market events and removes the local subscription record.

Signature

func (c *PushClient) UnsubscribeMarket(market string) error

Call Connect successfully before subscribing or unsubscribing. Access depends on instrument and data type.

Parameters

Returns

error; nil means the message was written to the current connection.

Invocation example

if err := pc.UnsubscribeMarket("US"); err != nil {
	log.Fatal(err)
}