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 
}

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]],

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