Streaming feed
wscat
-H "Authorization: Bearer {token here}" -c wss://api.lime.co/marketdata
Command examples
{ "action":"subscribe","symbols":["AAPL","MSFT","GOOG"] }
{ "action":"unsubscribe","symbols":["AAPL","MSFT","GOOG"] }
Feed example
{"t":"a","s":"AAPL","ls":210,"lm":"EDGX","a":268.81,"as":5,"b":268.68,"bs":11,"l":268.68,"high":270.07,"low":265.86,"open":268.6,"close":268.48,"change":1.560000,"change_pc":0.58,"d":1576018013,"v":21118864}
{"t":"a","s":"MSFT","ls":670,"lm":"FINR","a":151.23,"as":1,"b":151.15,"bs":2,"l":151.21,"high":151.89,"low":150.765,"open":151.29,"close":151.13,"change":-0.230000,"change_pc":-0.15,"d":1576011600,"v":15483417}
{"t":"a","s":"GOOG","ls":1068,"lm":"FINR","a":1345.75,"as":2,"b":1343.51,"bs":1,"l":1344.66,"high":1349.975,"low":1336.04,"open":1341.5,"close":1344.66,"change":1.100000,"change_pc":0.08,"d":1576011600,"v":1054746}
{"t":"t","s":"AAPL","ls":298,"lm":"EDGX","l":268.79,"d":1576018263}
{"t":"t","s":"AAPL","ls":200,"lm":"EDGX","l":268.8,"d":1576018325}
If authentication is denied the websocket connection is terminated immediately. The client should implement reconnection logic to maintain the opened connection. The following commands are supported:
| parameter | description |
|---|---|
| action | Required. subscribe or unsubscribe |
| symbols | An array of symbols |
Subscription command for a symbol that has already been subscribed is ignored. Same behavior applies to Unsubscribe.
Trade
| field | description |
|---|---|
| t | Type t |
| s | Symbol |
| ls | Last Size. Trade quantity |
| lm | Last Market. Trade market center |
| l | Last. Trade Price |
| d | Date. Timestamp in unix format |
Aggregate
The server sends a snapshot of current quote data as the first message after successful subscription. All subsequent aggregate messages contain only fields changed since last update.
| field | description |
|---|---|
| t | Type a |
| s | Symbol |
| ls | Last Size. Trade quantity |
| l | Last. Trade price |
| a | Ask |
| as | Ask Size |
| b | Bid |
| bs | Bid Size |
| o | Open price |
| h | High |
| low | Low price |
| c | Close price |
| ch | Change |
| chpc | Change percent |
| d | Date. Timestamp in unix format |
Error
| field | description |
|---|---|
| t | Type e |
| code | Error code |
| description | Error description |