Market Data Subscriptions
These signatures come directly from PushClient.cs. Except for connection/status methods, subscription calls return a uint request ID and callbacks confirm the final result asynchronously.
Subscribe Stock Quotes
Operation
PushClient.SubscribeQuote. Subscription, cancellation, or subscription-state query command on an established channel. A successful write is not server confirmation.
Request
uint SubscribeQuote(ISet<string> symbols)Parameters
symbols must implement the generic ISet interface with string elements; null on cancellation means all symbols for that subject.
Return
Return: uint request ID. Subscribe completion arrives in SubscribeEnd; cancellation completion arrives in CancelSubscribeEnd.
Example
uint requestId = client.SubscribeQuote(new HashSet<string> { "AAPL" });Response type
// Actual completion callback
SubscribeEnd(int, string, string)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"
}Source and related APIs
See Callbacks and the Streaming overview.
Unsubscribe Stock Quotes
Operation
PushClient.CancelSubscribeQuote. Subscription, cancellation, or subscription-state query command on an established channel. A successful write is not server confirmation.
Request
uint CancelSubscribeQuote(ISet<string>? symbols = null)Parameters
symbols must implement the generic ISet interface with string elements; null on cancellation means all symbols for that subject.
Return
Return: uint request ID. Subscribe completion arrives in SubscribeEnd; cancellation completion arrives in CancelSubscribeEnd.
Example
uint requestId = client.CancelSubscribeQuote(new HashSet<string> { "AAPL" });Response type
// Actual completion callback
CancelSubscribeEnd(int, string, string)Source and related APIs
See Callbacks and the Streaming overview.
Subscribe Trade Ticks
Operation
PushClient.SubscribeTradeTick. Subscription, cancellation, or subscription-state query command on an established channel. A successful write is not server confirmation.
Request
uint SubscribeTradeTick(ISet<string> symbols)Parameters
symbols must implement the generic ISet interface with string elements; null on cancellation means all symbols for that subject.
Return
Return: uint request ID. Subscribe completion arrives in SubscribeEnd; cancellation completion arrives in CancelSubscribeEnd.
Example
uint requestId = client.SubscribeTradeTick(new HashSet<string> { "AAPL" });Response type
// Actual completion callback
SubscribeEnd(int, string, string)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"
}
]
}Source and related APIs
See Callbacks and the Streaming overview.
Unsubscribe Trade Ticks
Operation
PushClient.CancelSubscribeTradeTick. Subscription, cancellation, or subscription-state query command on an established channel. A successful write is not server confirmation.
Request
uint CancelSubscribeTradeTick(ISet<string>? symbols = null)Parameters
symbols must implement the generic ISet interface with string elements; null on cancellation means all symbols for that subject.
Return
Return: uint request ID. Subscribe completion arrives in SubscribeEnd; cancellation completion arrives in CancelSubscribeEnd.
Example
uint requestId = client.CancelSubscribeTradeTick(new HashSet<string> { "AAPL" });Response type
// Actual completion callback
CancelSubscribeEnd(int, string, string)Source and related APIs
See Callbacks and the Streaming overview.
Subscribe Option Quotes
Operation
PushClient.SubscribeOption. Subscription, cancellation, or subscription-state query command on an established channel. A successful write is not server confirmation.
Request
uint SubscribeOption(ISet<string> symbols)Parameters
symbols must implement the generic ISet interface with string elements; null on cancellation means all symbols for that subject.
Return
Return: uint request ID. Subscribe completion arrives in SubscribeEnd; cancellation completion arrives in CancelSubscribeEnd.
Example
uint requestId = client.SubscribeOption(new HashSet<string> { "AAPL 260821C00200000" });Response type
// Actual completion callback
SubscribeEnd(int, string, string)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"
}Source and related APIs
See Callbacks and the Streaming overview.
Unsubscribe Option Quotes
Operation
PushClient.CancelSubscribeOption. Subscription, cancellation, or subscription-state query command on an established channel. A successful write is not server confirmation.
Request
uint CancelSubscribeOption(ISet<string>? symbols = null)Parameters
symbols must implement the generic ISet interface with string elements; null on cancellation means all symbols for that subject.
Return
Return: uint request ID. Subscribe completion arrives in SubscribeEnd; cancellation completion arrives in CancelSubscribeEnd.
Example
uint requestId = client.CancelSubscribeOption(new HashSet<string> { "AAPL 260821C00200000" });Response type
// Actual completion callback
CancelSubscribeEnd(int, string, string)Source and related APIs
See Callbacks and the Streaming overview.
Subscribe Futures Quotes
Operation
PushClient.SubscribeFuture. Subscription, cancellation, or subscription-state query command on an established channel. A successful write is not server confirmation.
Request
uint SubscribeFuture(ISet<string> symbols)Parameters
symbols must implement the generic ISet interface with string elements; null on cancellation means all symbols for that subject.
Return
Return: uint request ID. Subscribe completion arrives in SubscribeEnd; cancellation completion arrives in CancelSubscribeEnd.
Example
uint requestId = client.SubscribeFuture(new HashSet<string> { "ES2609" });Response type
// Actual completion callback
SubscribeEnd(int, string, string)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
}Source and related APIs
See Callbacks and the Streaming overview.
Unsubscribe Futures Quotes
Operation
PushClient.CancelSubscribeFuture. Subscription, cancellation, or subscription-state query command on an established channel. A successful write is not server confirmation.
Request
uint CancelSubscribeFuture(ISet<string>? symbols = null)Parameters
symbols must implement the generic ISet interface with string elements; null on cancellation means all symbols for that subject.
Return
Return: uint request ID. Subscribe completion arrives in SubscribeEnd; cancellation completion arrives in CancelSubscribeEnd.
Example
uint requestId = client.CancelSubscribeFuture(new HashSet<string> { "ES2609" });Response type
// Actual completion callback
CancelSubscribeEnd(int, string, string)Source and related APIs
See Callbacks and the Streaming overview.
Subscribe Depth Quotes
Operation
PushClient.SubscribeDepthQuote. Subscription, cancellation, or subscription-state query command on an established channel. A successful write is not server confirmation.
Request
uint SubscribeDepthQuote(ISet<string> symbols)Parameters
symbols must implement the generic ISet interface with string elements; null on cancellation means all symbols for that subject.
Return
Return: uint request ID. Subscribe completion arrives in SubscribeEnd; cancellation completion arrives in CancelSubscribeEnd.
Example
uint requestId = client.SubscribeDepthQuote(new HashSet<string> { "AAPL" });Response type
// Actual completion callback
SubscribeEnd(int, string, string)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"]
}
}Source and related APIs
See Callbacks and the Streaming overview.
Unsubscribe Depth Quotes
Operation
PushClient.CancelSubscribeDepthQuote. Subscription, cancellation, or subscription-state query command on an established channel. A successful write is not server confirmation.
Request
uint CancelSubscribeDepthQuote(ISet<string>? symbols = null)Parameters
symbols must implement the generic ISet interface with string elements; null on cancellation means all symbols for that subject.
Return
Return: uint request ID. Subscribe completion arrives in SubscribeEnd; cancellation completion arrives in CancelSubscribeEnd.
Example
uint requestId = client.CancelSubscribeDepthQuote(new HashSet<string> { "AAPL" });Response type
// Actual completion callback
CancelSubscribeEnd(int, string, string)Source and related APIs
See Callbacks and the Streaming overview.
Subscribe K-Line
Operation
PushClient.SubscribeKline. Subscription, cancellation, or subscription-state query command on an established channel. A successful write is not server confirmation.
Request
uint SubscribeKline(ISet<string> symbols)Parameters
symbols must implement the generic ISet interface with string elements; null on cancellation means all symbols for that subject.
Return
Return: uint request ID. Subscribe completion arrives in SubscribeEnd; cancellation completion arrives in CancelSubscribeEnd.
Example
uint requestId = client.SubscribeKline(new HashSet<string> { "AAPL" });Response type
// Actual completion callback
SubscribeEnd(int, string, string)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"
}Source and related APIs
See Callbacks and the Streaming overview.
Unsubscribe K-Line
Operation
PushClient.CancelSubscribeKline. Subscription, cancellation, or subscription-state query command on an established channel. A successful write is not server confirmation.
Request
uint CancelSubscribeKline(ISet<string>? symbols = null)Parameters
symbols must implement the generic ISet interface with string elements; null on cancellation means all symbols for that subject.
Return
Return: uint request ID. Subscribe completion arrives in SubscribeEnd; cancellation completion arrives in CancelSubscribeEnd.
Example
uint requestId = client.CancelSubscribeKline(new HashSet<string> { "AAPL" });Response type
// Actual completion callback
CancelSubscribeEnd(int, string, string)Source and related APIs
See Callbacks and the Streaming overview.
Subscribe Market Quotes
Operation
PushClient.SubscribeMarketQuote. Subscription, cancellation, or subscription-state query command on an established channel. A successful write is not server confirmation.
Request
uint SubscribeMarketQuote(Market market, QuoteSubject subject)Parameters
market and QuoteSubject are required; cancellation must match the subscription subject.
Return
Return: uint request ID. Subscribe completion arrives in SubscribeEnd; cancellation completion arrives in CancelSubscribeEnd.
Example
uint requestId = client.SubscribeMarketQuote(Market.US, QuoteSubject.Quote);Response type
// Actual completion callback
SubscribeEnd(int, string, string)Source and related APIs
See Callbacks and the Streaming overview.
Unsubscribe Market Quotes
Operation
PushClient.CancelSubscribeMarketQuote. Subscription, cancellation, or subscription-state query command on an established channel. A successful write is not server confirmation.
Request
uint CancelSubscribeMarketQuote(Market market, QuoteSubject subject)Parameters
market and QuoteSubject are required; cancellation must match the subscription subject.
Return
Return: uint request ID. Subscribe completion arrives in SubscribeEnd; cancellation completion arrives in CancelSubscribeEnd.
Example
uint requestId = client.CancelSubscribeMarketQuote(Market.US, QuoteSubject.Quote);Response type
// Actual completion callback
CancelSubscribeEnd(int, string, string)Source and related APIs
See Callbacks and the Streaming overview.
Subscribe Stock Rankings
Operation
PushClient.SubscribeStockTop. Subscription, cancellation, or subscription-state query command on an established channel. A successful write is not server confirmation.
Request
uint SubscribeStockTop(Market market, ISet<Indicator>? indicators = null)Parameters
market is required; indicators may be null and otherwise convert to indicator-name values.
Return
Return: uint request ID. Subscribe completion arrives in SubscribeEnd; cancellation completion arrives in CancelSubscribeEnd.
Example
uint requestId = client.SubscribeStockTop(Market.US);Response type
// Actual completion callback
SubscribeEnd(int, string, string)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}
]
}
]
}Source and related APIs
See Callbacks and the Streaming overview.
Unsubscribe Stock Rankings
Operation
PushClient.CancelSubscribeStockTop. Subscription, cancellation, or subscription-state query command on an established channel. A successful write is not server confirmation.
Request
uint CancelSubscribeStockTop(Market market, ISet<Indicator>? indicators = null)Parameters
market is required; indicators may be null and otherwise convert to indicator-name values.
Return
Return: uint request ID. Subscribe completion arrives in SubscribeEnd; cancellation completion arrives in CancelSubscribeEnd.
Example
uint requestId = client.CancelSubscribeStockTop(Market.US);Response type
// Actual completion callback
CancelSubscribeEnd(int, string, string)Source and related APIs
See Callbacks and the Streaming overview.
Subscribe Option QuotesTop
Operation
PushClient.SubscribeOptionTop. Subscription, cancellation, or subscription-state query command on an established channel. A successful write is not server confirmation.
Request
uint SubscribeOptionTop(Market market, ISet<Indicator>? indicators = null)Parameters
market is required; indicators may be null and otherwise convert to indicator-name values.
Return
Return: uint request ID. Subscribe completion arrives in SubscribeEnd; cancellation completion arrives in CancelSubscribeEnd.
Example
uint requestId = client.SubscribeOptionTop(Market.US);Response type
// Actual completion callback
SubscribeEnd(int, string, string)Callback Data Example
{
"market": "US",
"timestamp": "1687277160445",
"topData": [
{
"targetName": "volume",
"item": [
{
"symbol": "SPY",
"expiry": "20230620",
"strike": "435.0",
"right": "PUT",
"totalVolume": 212478
}
]
}
]
}Source and related APIs
See Callbacks and the Streaming overview.
Unsubscribe Option QuotesTop
Operation
PushClient.CancelSubscribeOptionTop. Subscription, cancellation, or subscription-state query command on an established channel. A successful write is not server confirmation.
Request
uint CancelSubscribeOptionTop(Market market, ISet<Indicator>? indicators = null)Parameters
market is required; indicators may be null and otherwise convert to indicator-name values.
Return
Return: uint request ID. Subscribe completion arrives in SubscribeEnd; cancellation completion arrives in CancelSubscribeEnd.
Example
uint requestId = client.CancelSubscribeOptionTop(Market.US);Response type
// Actual completion callback
CancelSubscribeEnd(int, string, string)Source and related APIs
See Callbacks and the Streaming overview.
Get Subscribed Symbols
Operation
PushClient.GetSubscribedSymbols. Subscription, cancellation, or subscription-state query command on an established channel. A successful write is not server confirmation.
Request
uint GetSubscribedSymbols()Parameters
No parameters; queries quote-symbol subscriptions on the current connection.
Return
Return: uint request ID. Completion arrives in GetSubscribedSymbolEnd.
Example
uint requestId = client.GetSubscribedSymbols();Response type
// Actual completion callback
GetSubscribedSymbolEnd(SubscribedSymbol)Source and related APIs
See Callbacks and the Streaming overview.
Updated 1 day ago