Getting Started

Get access, authorize the WebSocket, and receive your first quote.
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This guide walks you through connecting to the Market Data API and subscribing to your first real-time quote. Market data streams over a dedicated WebSocket connection, separate from the trading API.

What You Need

  • An access token. Market data uses the same credentials as the Trade API. If you don’t have a token yet, follow the Trade API Getting Started guide first. The token response includes an mdAccessToken field specifically for market data connections.
  • A WebSocket client. Any library that supports the wss:// protocol works. Most languages and frameworks include one.

All examples on this page use the Demo environment. Swap in wss://md.tradovateapi.com/v1/websocket for Live market data.

1

Connect to the WebSocket

Open a WebSocket connection to the market data Demo host:

wss://md-demo.tradovateapi.com/v1/websocket

When the connection opens, the server sends an o (open) frame to confirm the session is established. After that, it sends h (heartbeat) frames about every 2.5 seconds. Your client must reply to each heartbeat with [] to keep the connection alive.

2

Authorize the connection

Send an authorize request with the mdAccessToken from your token response. The WebSocket text protocol separates the endpoint name, a request ID, and the body with newlines:

authorize
1
<your mdAccessToken>

A successful response returns status 200:

a[{"s":200,"i":1}]

You only need to authorize once per connection. For the full authorization flow and server details, see Authentication & Access.

3

Subscribe to a quote

Send an md/subscribeQuote request with the contract symbol you want to track:

md/subscribeQuote
2
{"symbol":"ESM7"}

On success, the server begins streaming quote events as they occur. Each event arrives as an a frame with event type md:

1{
2  "e": "md",
3  "d": {
4    "quotes": [
5      {
6        "timestamp": "2021-04-13T04:59:06.588Z",
7        "contractId": 123456,
8        "entries": {
9          "Bid": { "price": 4205.25, "size": 12 },
10          "Offer": { "price": 4205.50, "size": 8 },
11          "Trade": { "price": 4205.25, "size": 3 },
12          "TotalTradeVolume": { "size": 841200 }
13        }
14      }
15    ]
16  }
17}

The entries object contains the available data points for that contract. Common entry types include Bid, Offer, Trade, HighPrice, LowPrice, OpeningPrice, and TotalTradeVolume.

To stop receiving updates for a contract, send md/unsubscribeQuote with the same symbol. You can hold one subscription per type (quotes, DOM, charts) per contract, so track your active subscriptions to clean them up later.

Next Steps