Market Subscriptions

For unsubscribe methods that accept symbols or indicators, passing nil sends an empty symbols field and clears the subject's entire local cache. A non-nil empty slice produces the same wire field but does not clear the local cache. Pass nil explicitly when unsubscribing and clearing all local records.

SubscribeQuote

Purpose

Creates a market data subscription on the connected client and records it 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 JSON 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

Cancels the market data subscription on the connected client 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. Trade ticks are pushed every 200ms in snapshot mode, with the latest 50 records in each push.

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 JSON example

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

In the default mode, OnTick receives push.PushTradeTick, whose Cond values are decoded by the SDK; see Trade Tick Conditions. When the client is created with WithUseFullTick(true), OnFullTick receives *pb.TickData with raw one-character conditions, and the same message is not also sent to OnTick.

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. US market depth updates every 300ms, while Hong Kong market depth updates every 2s.

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 JSON 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  260619C00200000"}); err != nil {
	log.Fatal(err)
}

Callback data JSON 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  260619C00200000"}); 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{"ES2609"}); err != nil {
	log.Fatal(err)
}

Callback data JSON 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{"ES2609"}); 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 JSON 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. The server runs the ranking push task every 30 seconds; ranking size is configurable and defaults to 10.

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{"changeRate", "volume"}); err != nil {
	log.Fatal(err)
}

Callback data JSON 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{"changeRate", "volume"}); err != nil {
	log.Fatal(err)
}

SubscribeOptionTop

Purpose

Subscribes the connected client to option top events and records the subscription locally. The server runs the ranking push task every 30 seconds; ranking size is configurable and defaults to 10.

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{"volume", "openInt"}); err != nil {
	log.Fatal(err)
}

Callback data JSON 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{"volume", "openInt"}); 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{"BTCUSD"}); 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{"BTCUSD"}); err != nil {
	log.Fatal(err)
}

SubscribeMarket (HK whole-market quotes)

Purpose

Subscribes to quote updates for the whole Hong Kong market and records the subscription locally. The server delivers ongoing per-symbol QuoteData through the ordinary OnQuote callback; this is neither a market-status subscription nor a one-time market snapshot.

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("HK"); err != nil {
	log.Fatal(err)
}

UnsubscribeMarket (HK whole-market quotes)

Purpose

Unsubscribes from whole-market Hong Kong quote updates 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("HK"); err != nil {
	log.Fatal(err)
}