Real-Time Data via WebSocket

Market data streams over a WebSocket on a dedicated host. The low-level wire protocol — frame types, request framing, heartbeats, and market replay — is the same one the trading API uses, so see the Trade API Real-Time Data via WebSocket guide for the full protocol. This page covers what’s specific to market data.

Connect and Authorize

Open a WebSocket to the market-data host and authorize it once with your mdAccessToken (see Authentication & Access):

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

Subscribe and Stream

Send a subscription request — for example md/subscribeQuote with a symbol — and the server streams matching events until you unsubscribe. Each subscription returns a subscription ID; cache it so you can unsubscribe later. The WebSocket API reference documents every channel and message, and the Market Data overview walks the end-to-end flow.

Market Data Events

Market data arrives as event frames inside a[...] array frames:

• e: "md" — quote, DOM, and histogram updates, carried in d.quotes, d.doms, or d.histograms.
• e: "chart" — bar and tick chart packets, carried in d.charts.

For example, a quote event:

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{
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  "e": "md",
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  "d": {
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    "quotes": [
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      {
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        "timestamp": "2021-04-13T04:59:06.588Z",
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        "contractId": 123456,
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        "entries": {
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          "Bid": { "price": 4205.25, "size": 12 },
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          "Offer": { "price": 4205.50, "size": 8 },
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          "Trade": { "price": 4205.25, "size": 3 }
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        }
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      }
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    ]
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  }
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}

A server that’s actively streaming won’t send heartbeats, so your client must send a heartbeat every 2.5 seconds to keep the connection alive. See Client Heartbeats in the protocol guide.