Live Trades

liveTrades

This API allows to get close to real time trades details happen on the market, you can retrieve limited amount last trades the were already happen and right after you will get real time event for new trades. Trade will come sorted by time, old trades will come first. When snapshot is completed, the last trade will be sent again, but quantity field will be set to 0.

This stream includes trade entry, trade cancellation and RFQ trades.

qualifier: v1/exchange.marketdata/liveTrades

Request

Parameter	Type	Description
symbol	String	Symbol to retrieve the light tickers for
limit	eNum	Number of past trades (sorted by time descending). 0 ≤ limit ≤ 10,000

Response

Index	Parameter	Type	Description
1	price	Decimal	Trade price
2	quantity	Decimal	Trade quantity, for snapshot end message this will be set to 0. In case of cancellation the quantity will be negative → quantity * (-1)
3	makerSide	Decimal	If resting order or dealer side of RFQ is Buy→ 1 else 0 for trade cancellation, trade entry -1
4	timeStamp	Unix timestamp	Trade timestamp (milliseconds)
5	multiLegReportingType	eNum	For non strategy instruments: 1 For strategy leg instruments: 2 For strategy parent instruments: 3

Error Codes

Code	Message
1	System is unavailable
2	Missing fields: [Fieldname]
3	Wrong limit | Wrong symbol [symbol] |

Samples

Subscription

{
  "q": "v1/exchange.marketdata/liveTrades",
  "token": "eyJleGNoYW5nZUlkIjozMCwicHJvamVjdElkIjoyMDB9",
  "sid": 153,
  "d": {
    "symbol": "AMZ",
    "limit": 100
  }
}

Response

{
  "q": "v1/exchange.marketdata/liveTrades",
  "sid": 153,
  "d": [
    3.2,           //price
    1.21,          //quantity
    1,             //makerSide
    1648969398501, //timestamp
    1              //multiLegReportingType
  ]
}

End Of Snapshot

{
  "q": "v1/exchange.marketdata/liveTrades",
  "sid": 153,
  "d": [
    3.2,
    0, //This means snapshot is completed
    1,
    1648969398501,
    1
  ]
}

Empty Instrument

{
  "q": "v1/exchange.marketdata/liveTrades",
  "sid": 153,
  "d": [
    0,
    0, //This means snapshot is completed
    0,
    0,
    0
  ]
}