SubscribeLevel1

Category: User Permissions: Operator, Trading, Level1MarketData Call Type: Synchronous

Retrieves the latest Level 1 Ticker information and then subscribes the user to ongoing Level 1 market data event updates for one specific instrument.

The SubscribeLevel1 call responds with the Level 1 response shown below. The OMS then periodically sends in the same format as this response Leve1UpdateEvent information when best-bid/best-offer issue, until you send the UnsubscribeLevel1 call.

Only a user with Operator permission can issue Level1MarketData permission using the call **AddUserMarketDataPermission.*

Request

You can identify the instrument with its ID or with its market symbol (string).

{
    "OMSId":  1,
    "InstrumentId": 0
}

Or

{
    "OMSId":  1,
    "Symbol": "BTCUSD"
}

Key	Value
OMSId	integer. The ID of the Order Management System on which the instrument trades.
InstrumentId	integer. The ID of the instrument you’re tracking. Conditionally optional.
Symbol	string. The symbol of the instrument you’re tracking. Conditionally optional.

Response

The SubscribeLevel1 response and Level1UpdateEvent both provide the same information.

{
  "OMSId": 1,
  "InstrumentId": 1,
  "BestBid": 6423.57,
  "BestOffer": 6436.53,
  "LastTradedPx": 6423.57,
  "LastTradedQty": 0.96183964,
  "LastTradeTime": 1534862990343,
  "SessionOpen": 6249.64,
  "SessionHigh": 11111,
  "SessionLow": 4433,
  "SessionClose": 6249.64,
  "Volume": 0.96183964,
  "CurrentDayVolume": 3516.31668185,
  "CurrentDayNumTrades": 8529,
  "CurrentDayPxChange": 173.93,
  "CurrentNotional": 0.0,
  "Rolling24HrNotional": 0.0,
  "Rolling24HrVolume": 4319.63870783,
  "Rolling24NumTrades": 10585,
  "Rolling24HrPxChange": -0.4165607307408487,
  "TimeStamp": "1534862990358"
}

Key	Value
OMSId	integer. The ID of the Order Management System on which the instrument trades.
InstrumentId	integer. The ID of the instrument being tracked.
BestBid	real. The current best bid for the instrument.
BestOffer	real. The current best offer for the instrument.
LastTradedPx	real. The last-traded price for the instrument.
LastTradedQty	real. The last-traded quantity for the instrument.
LastTradeTime	long integer. The time of the last trade, in POSIX format.
SessionOpen	real. Opening price. In markets with openings and closings, this is the opening price for the current session; in 24-hour markets, it is the price as of UTC Midnight.
SessionHigh	real. Highest price during the trading day, either during a session with opening and closing prices or UTC midnight to UTC midnight.
SessionLow	real. Lowest price during the trading day, either during a session with opening and closing prices or UTC midnight to UTC midnight.
SessionClose	real. The closing price. In markets with openings and closings, this is the closing price for the current session; in 24-hour markets, it is the price as of UTC Midnight.
Volume	real. The last-traded quantity for the instrument, same value as LastTradedQty
CurrentDayVolume	real. The unit volume of the instrument traded either during a session with openings and closings or in 24-hour markets, the period from UTC Midnight to UTC Midnight.
CurrentDayNumTrades	integer. The number of trades during the current day, either during a session with openings and closings or in 24-hour markets, the period from UTC Midnight to UTC Midnight.
CurrentDayPxChange	real. Current day price change, either during a trading session or UTC Midnight to UTC midnight.
CurrentNotional	decimal. Current day quote volume - resets at UTC Midnight.
Rolling24HrNotional	decimal. Rolling 24 hours quote volume.
Rolling24HrVolume	real. Unit volume of the instrument during the past 24 hours, regardless of time zone. Recalculates continuously.
Rolling24HrNumTrades	integer. Number of trades during the past 24 hours, regardless of time zone. Recalculates continuously.
Rolling24HrPxChange	real. Price change during the past 24 hours, regardless of time zone. Recalculates continuously.
TimeStamp	long integer. The time this information was provided, in POSIX format.