WebSocket API Reference

The real-time market-data channels and message schemas.

View as Markdown

This is the complete reference for the Market Data WebSocket API — the channels you subscribe to and the messages the server streams back. It covers:

  • Quotes — real-time top-of-book quotes.
  • Depth of Market (DOM) — bid/ask price ladders and sizes.
  • Histograms — volume-at-price data.
  • Charts — historical and streaming bar data, including tick charts.

New here? Start with Getting Started to obtain access and authorize the connection, then see Real-Time Data via WebSocket for the connection and subscription protocol.

Pick a channel in the sidebar to see its subscribe request and the message schema the server streams in response.