Channels & Messages

This page documents WebSocket channels, how to subscribe/unsubscribe, and the message formats for each channel.

Supported Channels

Channel	Description	Supported Markets
`ticker`	Real-time ticker updates	Forex, Metals, Indices, US Stocks, HK Stocks, A-Shares, China Futures, Crypto
`depth`	Order book depth updates	US Stocks, HK Stocks, A-Shares, China Futures, Crypto
`trade`	Trade records	US Stocks, HK Stocks, A-Shares, China Futures, Crypto

ticker Channel

{
  "cmd": "subscribe",
  "data": {
    "channel": "ticker",
    "symbols": ["AAPL.US", "BTCUSDT"],
    "type": "stock"
  }
}

type is optional. Not required when the symbol is unambiguous; if the server returns an AMBIGUOUS_SYMBOL error, pass the value as indicated. Values: stock, indices, crypto, forex, futures

Unsubscribe

{
  "cmd": "unsubscribe",
  "data": {
    "channel": "ticker",
    "symbols": ["AAPL.US"]
  }
}

Server Response

The ticker message returns different fields based on market type.

Index

{
  "cmd": "ticker",
  "data": {
    "symbol": "SPX",
    "last_price": "7342.86",
    "timestamp": 1779204386000
  }
}

Metals

{
  "cmd": "ticker",
  "data": {
    "symbol": "XAUUSD",
    "last_price": "5130.72000",
    "ask_price": "5131.07000",
    "bid_price": "5130.37000",
    "spread": "0.70000",
    "exchange": 48,
    "timestamp": 1773334355000
  }
}

Forex

{
  "cmd": "ticker",
  "data": {
    "symbol": "EURUSD",
    "last_price": "1.15200",
    "ask_price": "1.15202",
    "bid_price": "1.15199",
    "spread": "0.00003",
    "exchange": 48,
    "timestamp": 1773334426000
  }
}

Stocks

US Stocks:

{
  "cmd": "ticker",
  "data": {
    "symbol": "NVDA",
    "last_price": "221.25",
    "volume_24h": "462724",
    "high_24h": "223.44",
    "low_24h": "220.04",
    // Only present outside regular trading hours
    // Values: pre_market, post_market, overnight
    "trade_session": "overnight",
    "timestamp": 1779171600000
  }
}

HK Stocks:

{
  "cmd": "ticker",
  "data": {
    "symbol": "700",
    "last_price": "461.4",
    "volume_24h": "24687716",
    "high_24h": "468.8",
    "low_24h": "448.6",
    "timestamp": 1779171608000
  }
}

A-Shares:

{
  "cmd": "ticker",
  "data": {
    "symbol": "600519",
    "last_price": "1319.01",
    "volume_24h": "37263",
    "high_24h": "1329.99",
    "low_24h": "1318",
    "price_change_24h": "-3.99",
    "price_change_percent_24h": "-0.30",
    "timestamp": 1779171605000
  }
}

Crypto

{
  "cmd": "ticker",
  "data": {
    "symbol": "BTCUSDT",
    "last_price": "70480.57000000",
    "volume_24h": "23737.52989000",
    "high_24h": "71321.00000000",
    "low_24h": "69205.91000000",
    "price_change_24h": "-362.06000000",
    "price_change_percent_24h": "-0.511",
    "timestamp": 1773335135026
  }
}

China Futures

{
  "cmd": "ticker",
  "data": {
    "symbol": "BU2609",
    "type": "futures",
    "last_price": "4309",
    "bid_price": "4308",
    "ask_price": "4310",
    "volume_24h": "37263",
    "high_24h": "4336",
    "low_24h": "4278",
    "timestamp": 1784012398000
  }
}

Fields

Field	Type	Description	Markets
symbol	string	Trading symbol	All
last_price	string	Last traded price	All
timestamp	int	Server timestamp in ms	All
ask_price	string	Ask price	Forex, Metals, China Futures
bid_price	string	Bid price	Forex, Metals, China Futures
spread	string	Bid-ask spread	Forex, Metals
exchange	int	Exchange code	Forex, Metals
volume_24h	string	24-hour trading volume	Stocks, China Futures, Crypto
high_24h	string	24-hour high price	Stocks, China Futures, Crypto
low_24h	string	24-hour low price	Stocks, China Futures, Crypto
price_change_24h	string	24-hour price change	A-Shares, Crypto
price_change_percent_24h	string	24-hour price change percentage	A-Shares, Crypto
trade_session	string	Present outside regular trading hours, see example	US Stocks

depth Channel

{
  "cmd": "subscribe",
  "data": {
    "channel": "depth",
    "symbols": ["AAPL.US", "BTCUSDT"],
    "type": "stock"
  }
}

type is optional. Not required when the symbol is unambiguous; if the server returns an AMBIGUOUS_SYMBOL error, pass the value as indicated. Values: stock, indices, crypto, forex, futures

Unsubscribe

{
  "cmd": "unsubscribe",
  "data": {
    "channel": "depth",
    "symbols": ["AAPL.US"]
  }
}

Server Response

{
  "cmd": "depth",
  "data": {
    "symbol": "BTCUSDT",
    "bids": [
      ["43250.50", "0.125"],
      ["43250.00", "0.250"]
    ],
    "asks": [
      ["43251.00", "0.180"],
      ["43251.50", "0.320"]
    ],
    "timestamp": 1703123456789
  }
}

Fields

Field	Type	Description
symbol	string	Trading symbol
bids	array	Bid levels: `[price, quantity]`
asks	array	Ask levels: `[price, quantity]`
timestamp	int	Server timestamp in ms

Ordering

bids: price descending
asks: price ascending

trade Channel

{
  "cmd": "subscribe",
  "data": {
    "channel": "trade",
    "symbols": ["700.HK", "BTCUSDT"],
    "type": "stock"
  }
}

type is optional. Not required when the symbol is unambiguous; if the server returns an AMBIGUOUS_SYMBOL error, pass the value as indicated. Values: stock, indices, crypto, forex, futures

Unsubscribe

{
  "cmd": "unsubscribe",
  "data": {
    "channel": "trade",
    "symbols": ["700.HK"]
  }
}

China futures trade pushes contain one trade per message and include optional position metadata:

{
  "cmd": "trade",
  "data": {
    "symbol": "BU2609",
    "type": "futures",
    "price": "4309",
    "quantity": "1",
    "side": "sell",
    "timestamp": 1784012398000,
    "open_interest_change": 0,
    "position_effect": "short_transfer"
  }
}

Server Response

{
  "cmd": "trade",
  "data": {
    "symbol": "700.HK",
    "trades": [
      {
        "id": "20950",
        "price": "553.000",
        "quantity": "100",
        "side": "buy",
        "timestamp": 1773371154000
      }
    ]
  }
}

Fields

Field	Type	Description
symbol	string	Trading symbol
trades	array	Array of trade records
└─ id	string	Trade ID
└─ price	string	Trade price
└─ quantity	string	Trade quantity
└─ side	string	`buy`, `sell`, or `neutral`
└─ timestamp	int	Trade timestamp (milliseconds)
open_interest_change	int	Change in open interest; China futures only
position_effect	string	Position effect; China futures only: `long_open`, `short_open`, `both_open`, `long_close`, `short_close`, `both_close`, `long_transfer`, or `short_transfer`

Introduction

Getting Started

REST API

WebSocket Docs

Reference

Supported Channels

ticker Channel

Unsubscribe

Server Response

Index

Metals

Forex

Stocks

Crypto

China Futures

Fields

depth Channel

Unsubscribe

Server Response

Fields

trade Channel

Unsubscribe

Server Response

Fields

​Supported Channels

​ticker Channel

​Subscribe

​Unsubscribe

​Server Response

​Index

​Metals

​Forex

​Stocks

​Crypto

​China Futures

​Fields

​depth Channel

​Subscribe

​Unsubscribe

​Server Response

​Fields

​trade Channel

​Subscribe

​Unsubscribe

​Server Response

​Fields

Supported Channels

ticker Channel

Subscribe

Unsubscribe

Server Response

Index

Metals

Forex

Stocks

Crypto

China Futures

Fields

depth Channel

Subscribe

Unsubscribe

Server Response

Fields

trade Channel

Subscribe

Unsubscribe

Server Response

Fields