dxLink is dxFeed's WebSocket protocol for real-time market data streaming with multiplexed virtual channels, authorization, and FEED/DOM (order book) service channels. The protocol is publicly specified as an AsyncAPI 2.4 document in the dxFeed/dxLink GitHub repository, with a live demo server (wss://demo.dxfeed.com/dxlink-ws) and an interactive debug console; client SDKs exist for JavaScript, Java, .NET, C++, and Swift.
asyncapi: 2.4.0
defaultContentType: application/json
info:
title: dxLink WebSocket
version: 1.0.2
description: |
## Overview
dxLink.WebSocket is a WebSocket-based protocol that allows you to receive market data from dxFeed services.
## Terminology
- **Connection** - an instance of the WebSocket connection
- **Client** - a side that initiates the connection
- **Server** - a side that accepts the connection
- **Message** - a frame of data sent over the WebSocket connection
- **Channel** - an independent virtual connection within a single WebSocket connection
- **Service** - a source that provides data
## Communication
WebSocket doesn't provide built-in multi-channel support, so we have implemented it ourselves.
We provide the ability to work in virtual isolated channels within a single WebSocket connection.
***In the AsyncAPI specification, one channel displays one specific WebSocket connection, so don't confuse the AsyncAPI channels with ours in this case.***
## Messages
All messages are JSON objects with the following structure:
```json
{
"type": "<MESSAGE_TYPE>",
"channel": <CHANNEL_ID>
// ...other fields
}
```
- The `type` field is a string that contains the message type
- The `channel` field is a number that contains the ID of the channel to which the message belongs
- Other fields are the message's `payload`
The main channel performs the exchange of protocol messages that pertain to the entire connection (not to a specific channel). This main channel is identified by a channel ID `0`.
## Error Handling
If an error occurs, the server will send an `ERROR` message to the client.
The client does not need to respond to the error message, as it is for informational purposes only.
The server can send the following error types:
- `UNSUPPORTED_PROTOCOL` - The server does not support the protocol version.
- `TIMEOUT` - the server did not receive the expected message within the allotted time period and considered that the connection was lost.
- `UNAUTHORIZED` - the client was not authorized for that action.
- `INVALID_MESSAGE` - the server was unable to parse the received message(s).
- `BAD_ACTION` - the server detected a protocol violation in the previously received message(s).
- `UNKNOWN` - an error occurred that does not fit into any of the previously described types.
Example of an error message:
```json
{
"type": "ERROR",
"channel": 0,
"error": "TIMEOUT",
"message": "The timeout has been reached. The message was last received 60 seconds ago."
}
```
## Connection
The connection is established by sending a WebSocket connection request to the server.
After the connection is established, the client must send the `SETUP` message to the server within the connection timeout period. The server will then respond with the `SETUP` message containing its own settings.
The `version` field contains the protocol version. The format is typically `<protocol-version>-<client-implementation>/<client-version>` (e.g., `"0.1-js/1.0.0"`).
```json
{
"type": "SETUP",
"channel": 0,
"keepaliveTimeout": 60,
"acceptKeepaliveTimeout": 60,
"version": "0.1-js/1.0.0"
}
```
## Authentication
The authentication is performed by sending the `AUTH` message to the server after the `SETUP` exchange.
If the server requires authentication, it will send an `AUTH_STATE` message with `UNAUTHORIZED` state.
Authentication may not be required for all servers.
```json
{
"type": "AUTH",
"channel": 0,
"token": "token#123"
}
```
The server will notify the client with the `AUTH_STATE` message. The `state` field is set to `AUTHORIZED` or `UNAUTHORIZED`.
```json
{
"type": "AUTH_STATE",
"channel": 0,
"state": "AUTHORIZED"
}
```
## Connection Maintenance
To prevent the connection from being closed due to inactivity:
- The client must send any message to the server before the server's `keepaliveTimeout` expires. The server's `keepaliveTimeout` is sent in the `SETUP` message from the server.
- The server must send any message to the client before the client's `keepaliveTimeout` expires. The client's `keepaliveTimeout` is sent in the `SETUP` message from the client.
If a client or server does not send any other messages, they can use the special message `KEEPALIVE`. Otherwise, the other side will close the connection.
```json
{
"type": "KEEPALIVE",
"channel": 0
}
```
## Channel
The channel is a virtual connection created by the client and isolated from other channels.
The channel can be used to receive data from one of dxFeed's services.
Channel lifecycle:
1. The client sends a `CHANNEL_REQUEST` message with the desired `service` and channel number
2. The server responds with a `CHANNEL_OPENED` message
3. The client and server exchange service-specific messages on this channel
4. The client sends a `CHANNEL_CANCEL` message to close the channel
5. The server responds with a `CHANNEL_CLOSED` message
The client should use only odd channel numbers to send channel requests on the service channels.
## `FEED` service
`FEED` - provides real-time access to the market events.
To open a channel, the client must send the `CHANNEL_REQUEST` message to the server with the `service` field set to `FEED`.
The server will respond with the `CHANNEL_OPENED` message.
```json
{
"type": "CHANNEL_REQUEST",
"channel": 1,
"service": "FEED",
"parameters": {
"contract": "AUTO"
}
}
```
### Subscribe
To subscribe to data, the client must send the `FEED_SUBSCRIPTION` message to the server with the `add` field set to the desired symbol.
```json
{
"type": "FEED_SUBSCRIPTION",
"channel": 1,
"add": [{ "symbol": "AAPL", "type": "Quote" }]
}
```
### Unsubscribe
To unsubscribe from data, the client must send the `FEED_SUBSCRIPTION` message to the server with the `remove` field set to the desired symbol.
Or send the `FEED_SUBSCRIPTION` message with the `reset` field set to `true`, which will unsubscribe from all symbols.
```json
{
"type": "FEED_SUBSCRIPTION",
"channel": 1,
"remove": [{ "symbol": "AAPL", "type": "Quote" }]
}
```
### Data
The server will send the `FEED_DATA` message to the client with the `data` field set to the received events.
```json
{
"type": "FEED_DATA",
"channel": 1,
"data": [
{
"eventSymbol": "AAPL",
"eventType": "Quote",
"bidPrice": 123.45,
"askPrice": 123.46,
"bidSize": 100,
"askSize": 200
}
]
}
```
### Configuration
To configure the service, the client must send a `FEED_SETUP` message to the server with the acceptable configuration.
```json
{
"type": "FEED_SETUP",
"channel": 1,
"acceptAggregationPeriod": 10,
"acceptDataFormat": "COMPACT",
"acceptEventFields": {
"Quote": ["eventType", "eventSymbol", "bidPrice", "askPrice", "bidSize", "askSize"]
}
}
```
The server will notify the client with the `FEED_CONFIG` message containing the actual configuration.
```json
{
"type": "FEED_CONFIG",
"channel": 1,
"aggregationPeriod": 10,
"dataFormat": "COMPACT",
"eventFields": {
"Quote": ["eventType", "eventSymbol", "bidPrice", "askPrice", "bidSize", "askSize"]
}
}
```
## `DOM` service
`DOM` - provides real-time access to depth of market service.
To open a channel, the client must send the `CHANNEL_REQUEST` message to the server with the `service` field set to `DOM` and desired parameters.
The server will respond with the `CHANNEL_OPENED` message.
```json
{
"type": "CHANNEL_REQUEST",
"channel": 1,
"service": "DOM",
"parameters": {
"symbol": "AAPL",
"sources": ["ntv"]
}
}
```
### Configure
To start receiving the snapshot, the client must send the `DOM_SETUP` message first.
```json
{
"type": "DOM_SETUP",
"channel": 1,
}
```
### Snapshot
The server will send the `DOM_SNAPSHOT` message to the client with the snapshot of the depth of market for desired symbol and sources.
```json
{
"type": "DOM_SNAPSHOT",
"channel": 1,
"time": 1710262466056,
"bids": [
{ "price": 172.33, "size": 376 },
{ "price": 172.32, "size": 381 },
{ "price": 172.31, "size": 405 },
{ "price": 172.3, "size": 388 },
{ "price": 172.29, "size": 356 }
],
"asks": [
{ "price": 172.34, "size": 165 },
{ "price": 172.35, "size": 301 },
{ "price": 172.36, "size": 300 },
{ "price": 172.37, "size": 490 },
{ "price": 172.38, "size": 608 }
]
}
```
### Configuration
To start receiving snapshots and configure the service, the client must send a `DOM_SETUP` message to the server with the acceptable configuration.
```json
{
"type": "DOM_SETUP",
"channel": 1,
"acceptAggregationPeriod": 10,
"acceptDepthLimit": 5,
"acceptDataFormat": "FULL",
"acceptOrderFields": ["price", "size"]
}
```
The server will notify the client with the `DOM_CONFIG` message containing the actual configuration.
```json
{
"type": "DOM_CONFIG",
"channel": 1,
"aggregationPeriod": 10,
"depthLimit": 5,
"dataFormat": "FULL",
"orderFields": ["price", "size"]
}
```
## Example
Real-world example of the protocol exchange:
```
CONNECTED
// Connection establishment
CLIENT -> { "type": "SETUP", "channel": 0, "keepaliveTimeout": 60, "acceptKeepaliveTimeout": 60, "version": "1.0.0" }
SERVER <- { "type": "SETUP", "channel": 0, "keepaliveTimeout": 60, "acceptKeepaliveTimeout": 60, "version": "1.0.0" }
// Indicates that authorization is required
SERVER <- { "type": "AUTH_STATE", "channel": 0, "state": "UNAUTHORIZED" }
// Authorization
CLIENT -> { "type": "AUTH", "channel": 0, "token": "token#123" }
SERVER <- { "type": "AUTH_STATE", "channel": 0, "state": "AUTHORIZED" }
// Request a new channel for Quote events
CLIENT -> {
"type": "CHANNEL_REQUEST",
"channel": 1,
"service": "FEED",
"parameters": { "contract": "AUTO" }
}
SERVER <- {
"type": "CHANNEL_OPENED",
"channel": 1,
"service": "FEED",
"parameters": { "contract": "AUTO" }
}
// Subscribe to Quote events
CLIENT -> {
"type": "FEED_SUBSCRIPTION",
"channel": 1,
"add": [{ "symbol": "AAPL", "type": "Quote" }]
}
// Receive Quotes
SERVER <- {
"type": "FEED_CONFIG",
"channel": 1,
"eventFields": {
"Quote": ["eventSymbol", "eventType", "bidPrice", "askPrice", "bidSize", "askSize"]
}
}
SERVER <- {
"type": "FEED_DATA",
"channel": 1,
"data": [
{
"eventSymbol": "AAPL",
"eventType": "Quote",
"bidPrice": 123.45,
"askPrice": 123.46,
"bidSize": 100,
"askSize": 200
}
]
}
// Close channel
CLIENT -> {
"type": "CHANNEL_CANCEL",
"channel": 1
}
SERVER <- {
"type": "CHANNEL_CLOSED",
"channel": 1
}
// Request a new channel for Candle events
CLIENT -> {
"type": "CHANNEL_REQUEST",
"channel": 3,
"service": "FEED",
"parameters": { "contract": "AUTO" }
}
SERVER <- {
"type": "CHANNEL_OPENED",
"channel": 3,
"service": "FEED",
"parameters": { "contract": "AUTO" }
}
// Subscribe to Candle events with time
CLIENT -> {
"type": "FEED_SUBSCRIPTION",
"channel": 3,
"add": [{ "symbol": "AAPL{=d}", "type": "Candle", "fromTime": 1666600000000 }]
}
// Receive Candle snapshot
SERVER <- {
"type": "FEED_CONFIG",
"channel": 3,
"eventFields": {
"Candle": ["eventSymbol", "eventType", "eventFlags", "open", "close"]
}
}
SERVER <- {
"type": "FEED_DATA",
"channel": 3,
"data": [
{
"eventSymbol": "AAPL{=d}",
"eventType": "Candle",
"eventFlags": 0,
"open": 123.45,
"close": 123.46
}
]
}
...
// Close channel
CLIENT -> {
"type": "CHANNEL_CANCEL",
"channel": 3
}
SERVER <- {
"type": "CHANNEL_CLOSED",
"channel": 3
}
DISCONNECTED
```
servers:
demo:
url: wss://demo.dxfeed.com/dxlink-ws
protocol: dxlink-ws
description: Demo server
channels:
/:
description: The main entry point to receive and send messages.
bindings:
ws:
method: GET
subscribe:
message:
oneOf:
- $ref: "#/components/messages/ErrorMessage"
- $ref: "#/components/messages/SetupMessage"
- $ref: "#/components/messages/KeepaliveMessage"
- $ref: "#/components/messages/AuthStateMessage"
- $ref: "#/components/messages/ChannelOpenedMessage"
- $ref: "#/components/messages/ChannelClosedMessage"
- $ref: "#/components/messages/FeedConfigMessage"
- $ref: "#/components/messages/FeedDataMessage"
- $ref: "#/components/messages/DomConfigMessage"
- $ref: "#/components/messages/DomSnapshotMessage"
publish:
message:
oneOf:
- $ref: "#/components/messages/ErrorMessage"
- $ref: "#/components/messages/SetupMessage"
- $ref: "#/components/messages/AuthMessage"
- $ref: "#/components/messages/KeepaliveMessage"
- $ref: "#/components/messages/FeedChannelRequestMessage"
- $ref: "#/components/messages/DomChannelRequestMessage"
- $ref: "#/components/messages/ChannelCancelMessage"
- $ref: "#/components/messages/FeedSetupMessage"
- $ref: "#/components/messages/FeedSubscriptionMessage"
- $ref: "#/components/messages/DomSetupMessage"
components:
messages:
ErrorMessage:
summary: Error notification.
description: |
Receiving an error message does not require any action and is for informational purposes only.
payload:
allOf:
- $ref: "#/components/schemas/Message"
- type: object
properties:
type:
const: ERROR
error:
description: |
Error type. Possible values:
- UNSUPPORTED_PROTOCOL - does not support the protocol version
- TIMEOUT - did not receive the expected message within the allotted time period and considered that the connection was lost
- UNAUTHORIZED - the client was not authorized
- INVALID_MESSAGE - when trying to process a received message(s), was unable to parse it correctly
- BAD_ACTION - the server has detected a protocol violation in the previously received message(s).
- UNKNOWN - an error occurred that does not fit into any of the previously described types.
type: string
enum:
- UNSUPPORTED_PROTOCOL
- TIMEOUT
- UNAUTHORIZED
- INVALID_MESSAGE
- BAD_ACTION
- UNKNOWN
message:
description: Contains the description or reason for the error.
type: string
required: [channel, type, error, message]
examples:
- summary: Timeout error
payload:
{
"channel": 0,
"type": "ERROR",
"error": "TIMEOUT",
"message": "The timeout has been reached. The message was last received 60 seconds ago.",
}
- summary: Invalid message error
payload:
{
"channel": 0,
"type": "ERROR",
"error": "INVALID_MESSAGE",
"message": "The message is not valid JSON.",
}
SetupMessage:
summary: Allows setting up connection.
description: |
The first message the client must send to the server after a successful connection.
payload:
allOf:
- $ref: "#/components/schemas/Message"
- type: object
properties:
channel:
const: 0
type:
const: SETUP
keepaliveTimeout:
description: Time to disconnect the sender if no messages are received (in seconds).
type: number
acceptKeepaliveTimeout:
description: The desired time to disconnect the receiver if no messages are received (in seconds).
type: number
version:
description: Protocol version.
type: string
example: "0.1-js/1.0.0"
required: [channel, type, version]
examples:
- summary: Client setup message.
payload:
{
"channel": 0,
"type": "SETUP",
"keepaliveTimeout": 60,
"acceptKeepaliveTimeout": 60,
"version": "0.1-js/1.0.0",
}
- summary: Server setup message.
payload:
{
"channel": 0,
"type": "SETUP",
"keepaliveTimeout": 60,
"acceptKeepaliveTimeout": 60,
"version": "0.1-123-123",
}
KeepaliveMessage:
summary: Allows the connection to stay alive.
description: |
The client must send any messages to the server at least once before the timeout is reached (see `SETUP` message). Otherwise, the server will close the connection.
The server must send any messages to the client at least once before the timeout is reached (see `SETUP` message). Otherwise, the client should close the connection.
payload:
allOf:
- $ref: "#/components/schemas/Message"
- type: object
properties:
channel:
const: 0
type:
const: KEEPALIVE
required: [channel, type]
examples:
- summary: Keepalive message
payload: { "channel": 0, "type": "KEEPALIVE" }
AuthMessage:
summary: Allows the client to authorize.
description: |
The client must send this message to the server after the connection is established and the `SETUP` is sent.
The server will notify with the `AUTH_STATE` message or close the connection if the authorization is unsuccessful.
payload:
allOf:
- $ref: "#/components/schemas/Message"
- type: object
properties:
channel:
const: 0
type:
const: AUTH
token:
description: Authorization token.
type: string
required: [channel, type, token]
examples:
- summary: Authorization
payload: { "channel": 0, "type": "AUTH", "token": "token#123" }
AuthStateMessage:
summary: Notification of authorization state.
description: |
The server will send this message with an `UNAUTHORIZED state` to notify that authorization is required.
The server will send this message with an `AUTHORIZED state` to notify that authorization was successful or not required.
payload:
allOf:
- $ref: "#/components/schemas/Message"
- type: object
properties:
channel:
const: 0
type:
const: AUTH_STATE
state:
description: |
Authorization state. Possible values:
- `AUTHORIZED` - authorization is successful
- `UNAUTHORIZED` - authorization failed
type: string
enum:
- AUTHORIZED
- UNAUTHORIZED
required: [channel, type, state]
examples:
- summary: Authorization successful.
payload: { "channel": 0, "type": "AUTH_STATE", "state": "AUTHORIZED" }
- summary: Authorization required.
payload:
{ "channel": 0, "type": "AUTH_STATE", "state": "UNAUTHORIZED" }
FeedChannelRequestMessage:
summary: Allows the client to request the feed channel.
description: |
The client can send this message to the server to open a channel for two-way communication with the service.
The server will notify the client with the `CHANNEL_OPENED` message.
payload:
allOf:
- $ref: "#/components/schemas/Message"
- type: object
properties:
type:
const: CHANNEL_REQUEST
service:
description: |
Operated service. Possible values:
- `FEED` - the feed service offers the ability to receive real-time updates about the trading information such as quotes, last traded price, volumes, and others.
enum:
- FEED
parameters:
description: Parameters of the feed service.
type: object
properties:
contract:
$ref: "#/components/schemas/FeedContract"
required: [contract]
required: [channel, type, service, parameters]
examples:
- summary: Feed channel request with AUTO contract.
payload:
{
"channel": 1,
"type": "CHANNEL_REQUEST",
"service": "FEED",
"parameters": { "contract": "AUTO" },
}
DomChannelRequestMessage:
summary: Allows the client to request the dom channel.
description: |
The client can send this message to the server to open a channel for two-way communication with the service.
The server will notify the client with the `CHANNEL_OPENED` message.
payload:
allOf:
- $ref: "#/components/schemas/Message"
- type: object
properties:
type:
const: CHANNEL_REQUEST
service:
description: |
Operated service. Possible values:
- `DOM` - the dom service offers the ability to receive real-time updates about the depth of market.
enum:
- DOM
parameters:
description: Parameters of the dom service.
type: object
properties:
symbol:
type: string
sources:
type: array
items:
description: Order source.
examples: ["ntv"]
type: string
required: [symbol, sources]
required: [channel, type, service, parameters]
examples:
- summary: Dom channel request.
payload:
{
"channel": 1,
"type": "CHANNEL_REQUEST",
"service": "DOM",
"parameters": { "symbol": "AAPL", "sources": ["ntv"] },
}
ChannelOpenedMessage:
summary: Notification of the opened channel.
description: |
The server will send this message to the client after the `CHANNEL_REQUEST` message is received.
payload:
allOf:
- $ref: "#/components/schemas/Message"
- type: object
properties:
type:
const: CHANNEL_OPENED
service:
enum:
- FEED
- DOM
parameters:
description: Parameters of operated channel.
type: object
required: []
required: [channel, type, service, parameters]
examples:
- summary: Feed channel opened with AUTO contract.
payload:
{
"channel": 1,
"type": "CHANNEL_OPENED",
"service": "FEED",
"parameters": { "contract": "AUTO" },
}
- summary: Dom channel opened.
payload:
{
"channel": 1,
"type": "CHANNEL_OPENED",
"service": "DOM",
"parameters": { "symbol": "AAPL", "sources": ["ntv"] },
}
ChannelClosedMessage:
summary: Notification of the closed channel.
description: |
The server will send this message to the client after the `CHANNEL_CANCEL` message is received or if the server decides to close the channel.
payload:
allOf:
- $ref: "#/components/schemas/Message"
- type: object
properties:
type:
const: CHANNEL_CLOSED
required: [channel, type]
examples:
- summary: Channel closed
payload: { "channel": 1, "type": "CHANNEL_CLOSED" }
ChannelCancelMessage:
summary: Allows the client to cancel channel requests.
description: |
The client can send this message to the server to close the channel.
Once the client has sent this message, the client can forget about the channel.
payload:
allOf:
- $ref: "#/components/schemas/Message"
- type: object
properties:
type:
const: CHANNEL_CANCEL
required: [channel, type]
examples:
- summary: Close channel
payload: { "channel": 1, "type": "CHANNEL_CANCEL" }
FeedSetupMessage:
summary: Allows the client to configure the `FEED` service.
description: |
The client can send this message to the server after opening a channel with the `FEED` service.
The server will notify the client of the application with the `FEED_CONFIG` message.
payload:
allOf:
- $ref: "#/components/schemas/Message"
- type: object
properties:
type:
const: FEED_SETUP
acceptAggregationPeriod:
description: Desired aggregation period of events (in seconds).
type: number
acceptEventFields:
$ref: "#/components/schemas/FeedEventFields"
acceptDataFormat:
$ref: "#/components/schemas/FeedDataFormat"
required: [channel, type]
examples:
- summary: Feed setup compact format with fields.
payload:
{
"channel": 1,
"type": "FEED_SETUP",
"acceptAggregationPeriod": 1,
"acceptEventFields":
{
"Quote":
[
"eventType",
"eventSymbol",
"bidPrice",
"askPrice",
"bidSize",
"askSize",
],
},
"acceptDataFormat": "COMPACT",
}
- summary: Feed setup full format.
payload:
{
"channel": 1,
"type": "FEED_SETUP",
"acceptAggregationPeriod": 1,
"acceptDataFormat": "FULL",
}
FeedConfigMessage:
summary: Notification of the `FEED` service configuration.
description: |
The server can send this message to the client after receiving the `FEED_SETUP` message.
The server can send this message to the client if the `FEED` service configuration has changed.
Parameters are lazy therefore the server may not send the notification immediately, but before the first `FEED_DATA` is sent.
payload:
allOf:
- $ref: "#/components/schemas/Message"
- type: object
properties:
type:
const: FEED_CONFIG
aggregationPeriod:
type: number
dataFormat:
$ref: "#/components/schemas/FeedDataFormat"
eventFields:
$ref: "#/components/schemas/FeedEventFields"
required: [channel, type, aggregationPeriod, dataFormat]
examples:
- summary: Feed config.
payload:
{
"channel": 1,
"type": "FEED_CONFIG",
"aggregationPeriod": 1,
"eventFields":
{
"Quote":
[
"eventType",
"eventSymbol",
"bidPrice",
"askPrice",
"bidSize",
"askSize",
],
},
"dataFormat": "COMPACT",
}
FeedSubscriptionMessage:
summary: Allows the client to manage their subscriptions in the `FEED` service.
description: |
The client can send this message to the server after opening a channel with the `FEED` service.
payload:
allOf:
- $ref: "#/components/schemas/Message"
- type: object
properties:
type:
const: FEED_SUBSCRIPTION
add:
description: Operation to add subscription objects.
type: array
minItems: 1
items:
$ref: "#/components/schemas/FeedSubscription"
remove:
description: Operation to remove subscription objects.
type: array
minItems: 1
items:
$ref: "#/components/schemas/FeedSubscription"
reset:
description: Remove all subscription objects when it's `true`.
type: boolean
required: [channel, type]
examples:
- summary: Feed add subscription.
payload:
{
"channel": 1,
"type": "FEED_SUBSCRIPTION",
"add": [{ "type": "Quote", "symbol": "AAPL" }],
}
- summary: Feed remove subscription.
payload:
{
"channel": 1,
"type": "FEED_SUBSCRIPTION",
"remove": [{ "type": "Quote", "symbol": "AAPL" }],
}
- summary: Feed reset subscription
payload: { "channel": 1, "type": "FEED_SUBSCRIPTION", "reset": true }
FeedDataMessage:
summary: Contains the data of subscribed market events.
description: |
The server can send this message to the client after receiving the `FEED_SUBSCRIPTION` message.
The server will send data in the format that was described in the `FEED_CONFIG` message.
payload:
allOf:
- $ref: "#/components/schemas/Message"
- type: object
properties:
type:
const: FEED_DATA
events:
description: Batch of events.
oneOf:
- description: |
List of events in full mode.
Empty fields are omitted from the json.
type: array
items:
$ref: "#/components/schemas/FeedEvent"
examples:
- [
{
"eventSymbol": "AAPL",
"eventType": "Quote",
"askPrice": 123,
"bidPrice": 123,
},
{
"eventSymbol": "AAPL",
"eventType": "Quote",
"askPrice": 321,
"bidPrice": 321,
},
]
- description: |
List of events in compact mode.
El
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