Stock market streaming api

This streaming data service is based on the Comet web-service architecture, which uses delayed responses or very long responses to break out of HTTP's single-page, request-response model. The application begins a session by submitting an HTTP request to the streaming data service.

96 Stocks APIs: Bloomberg, NASDAQ and E*TRADE | ProgrammableWeb

The server sends back a response containing one or more notifications when triggered by relevant events, such as a completed order. The application issues fresh HTTP requests as needed to keep the session going. In this way the application receives low-latency data, without any special message protocols, in a way that does not involve a lot of network traffic or processing. Notifications are requested by the application on a per-account basis.

Notifications are sent only for orders placed under the specified accounts. A notification about a change in order status contains information about the specific order only; it does not contain information about other orders for the account.

If an application requests notifications for an account, and places five orders using that account, then when those orders are executed at least five separate notifications are triggered. For trailing stops and conditional orders, an order status is sent if those orders are triggered and executed.

If a trailing stop is triggered, an order is sent to the market to execute triggered orders are market orders , and the notification alerts the user once the order is executed whether fully or partially. Since the cancellation is a result of user action, no update message is sent. Note that "Live" and "Open" are not valid statuses.

stockquotes - Real time stock market data in JSON - Stack Overflow

Push events only occur when there is an execution full or partial , cancellation, or rejection from the exchange. Our Comet web architecture uses the Bayeux protocol as described in Comet documentation. There are significant differences between Comet 1. This service requires OAuth authorization, which is detailed in a separate section of the Developer Platform documentation.

Requests to the service must include an OAuth header - i. If the OAuth token expires during the session e. The general approach is to connect to the Comet service, subscribe to the update and error channels, specify which accounts to listen to for activity, and use callback functions to handle the messages that come in.

This sample shows how callback functions are used to process messages from the error and orderupdate channels, described in the table of channels above. This sample code subscribes to the channels for system errors, service errors, and order status updates, using the subscribe method from the Comet JavaScript library several times in a batch.

Subscribing to the order-update channel is not sufficient for receiving order status updates. You must also specify which accounts to listen to.

This is done by publishing to accountlisten. Specify a single account or a comma-separated list of accounts under the name "accounts", as shown in these examples. To stop listening to order status updates for one or more accounts, publish to accountunlisten.

Please see the Application Programming Interface License Agreement and the Application Programming Interface User Agreement for more information.

System response and account access times may vary due to a variety of factors, including trading volumes, market conditions, system performance, and other factors. Notifications are triggered by changes to order status, including the following:.

The following rules describe how complex orders are treated by the streaming service. We use the CometD implementation, and to use the service you'll need to use the CometD libraries, available as shown here:.

The following JavaScript examples demonstrate the basics of: These samples require the CometD JavaScript library to work. This code establishes and re-establishes the connection to the service.

Notifications Notifications are requested by the application on a per-account basis. Notification events Notifications are triggered by changes to order status, including the following: Order has been partially executed. The status is still live, but the quantity executed has changed.

Quantity specified in the order. For stocks, this is a number of shares. For mutual funds, this is a dollar value or, if selling the entire position, "All I Own".