SubscribeTicker

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

Subscribes a user to a Ticker Market Data Feed for a specific instrument and interval. SubscribeTicker sends a response object as described below, and then periodically returns a TickerDataUpdateEvent that matches the content of the response object.

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

Request

{
    "OMSId": 1,
    "InstrumentId": 1,
    "Interval": 60,
    "IncludeLastCount": 100 
}

Key	Value
OMSId	integer. The ID of the Order Management System
InstrumentId	long integer. The ID of the instrument whose information you want to track.
Interval	integer. Specifies in seconds how frequently to obtain ticker updates. Default is 60 — one minute.
IncludeLastCount	integer. The limit of records returned in the ticker history. The default is 100.

Response

[
  [1501603632000, \\DateTime - UTC - Milliseconds since 1/1/1970
   2700.33, \\High 
   2701.2687.01, \\Low
   2687.01, \\Open
   2687.01, \\Close
   24.86100992, \\Volume
   0, \\Inside Bid Price
   2870.95, \\Inside Ask Price
   1], \\InstrumentId

  [1501604532000,2792.73,2667.95,2687.01,2700.81,242.61340767,0,2871,0]
    ]

The response returns an array of objects , each object an unlabeled, comma-delimited array of numbers. The Open price and Close price are those at the beginning of the tick — the Interval time subscribed to in the request. For 24-hour exchanges, the trading day runs from UTC midnight to UTC midnight; highs, lows, opens, closes, and volumes consider that midnight-to-midnight period to be the trading day. The data order is:

• date/time UTC in milliseconds since 1/1/1970

• high

• low

• open

• close

• volume

• inside bid price

• inside ask price

• instrument ID

A typical response might look like this: [[1510719222970.21,6943.51,6890.27,6898.41,6891.16,0,6890.98,6891.98,1,1510718681956.34]],