Credence Global Bank Invest API Documentation

Streaming

Overview

We've enabled a streaming endpoint to for requesting both quote and trade data utilizing a persistent HTTP socket connection. Streaming data from the API consists of making an Authenticated HTTP request and leaving the HTTP socket open to continually receive data.

API Streaming Endpoint

https://stream.tradeking.com/v1/

Request Format

You can request streaming data for all standard equity and option symbols. The format of option symbols must be sent in OCC symbology. At this time, we can only permit 256 symbols to be streamed per request and/or a maximum of 256 symbols streaming, per user, across multiple requests.

• GET market/quotes
• POST market/quotes

Response Format

The data returned through the streaming endpoints will be much slimmer than request/response market data requests. Due to the nature of streaming data, the number of field ids is limited to relevant data only.

You will also notice some fluctuation in the presence of some data points (i.e. hi, lo, bidtick). One important note is that the streaming endpoints only return updates for data points when an change occurs.

If a additional field ids are required for your application, we recommend making a request to standard market data endpoints and supplementing that data with streaming changes.

JSON and XML are both supported response types.

Data

Data is packaged into two different payloads. Each payload serves a unique purpose and is triggered on specific events. The quote payload is triggered on any change in value of a quote data point for a given security.

Quote

<quote>
    <symbol>AAPL</symbol>
    <exch>6</exch>
    <bid>426.2</bid>
    <bidsz>1</bidsz>
    <bidtick>3</bidtick>
    <ask>426.3</ask>
    <asksz>2</asksz>
    <qcond>R</qcond>
    <timestamp>2012-01-19T17:41:48-05:00</timestamp>
</quote>

The trade payload is triggered when a new trade is reported for a given security.
Trade

<trade>
    <symbol>QQQ</symbol>
    <exch>19</exch>
    <last>59.5571</last>
    <vl>335</vl>
    <vwap>59.9067</vwap>
    <cvol>20515140</cvol>
    <datetime>2012-01-23T12:57:38-05:00</datetime>
    <timestamp>1327341458</timestamp>
</trade>