Module market_data_api

Module market_data_api 

Source

Enums§

IserverMarketdataConidUnsubscribeGetError
struct for typed errors of method iserver_marketdata_conid_unsubscribe_get
IserverMarketdataHistoryGetError
struct for typed errors of method iserver_marketdata_history_get
IserverMarketdataSnapshotGetError
struct for typed errors of method iserver_marketdata_snapshot_get
IserverMarketdataUnsubscribeallGetError
struct for typed errors of method iserver_marketdata_unsubscribeall_get

Functions§

iserver_marketdata_conid_unsubscribe_get
Cancel market data for given conid. To cancel all market data request(s), see /iserver/marketdata/unsubscribeall.
iserver_marketdata_history_get
Get historical market Data for given conid, length of data is controlled by ‘period’ and ‘bar’. Formatted as: min=minute, h=hour, d=day, w=week, m=month, y=year e.g. period =1y with bar =1w returns 52 data points (Max of 1000 data points supported). Note: There’s a limit of 5 concurrent requests. Excessive requests will return a ‘Too many requests’ status 429 response.
iserver_marketdata_snapshot_get
Get Market Data for the given conid(s). The endpoint will return by default bid, ask, last, change, change pct, close, listing exchange. See response fields for a list of available fields that can be request via fields argument. The endpoint /iserver/accounts must be called prior to /iserver/marketdata/snapshot. For derivative contracts the endpoint /iserver/secdef/search must be called first. First /snapshot endpoint call for given conid will initiate the market data request. To receive all available fields the /snapshot endpoint will need to be called several times. To receive streaming market data the endpoint /ws can be used. Refer to Streaming WebSocket Data for details.
iserver_marketdata_unsubscribeall_get
Cancel all market data request(s). To cancel market data for given conid, see /iserver/marketdata/{conid}/unsubscribe.