Version: 1.0.0

Market Data Streaming

Authentication

In order to connect to GTN API PRICE STREAMING UAT, setup a webSocket connection should be established to this endpoint,

wss://price-uat.feedgma.com/websocket/price

In order to authenticate yourself you need to get a valid access token from Auth services and send it as a JSON object in the body of a normal message through the web socket connection.

Price streaming only support for customer token only.

request
Response

{
  "token": "auth_token"
}

{
    "EXCHANGES": {
        "AMEX": {
            "VER": "0,0",
            "PRMS": "0,1"
        },
        "TDWL": {
            "VER": "0,0",
            "PRMS": "0,1"
        },
        "ADSM": {
            "VER": "0,0",
            "PRMS": "0,1"
        },
        "SGX": {
            "VER": "0,0",
            "PRMS": "0,1"
        },
        "XCHI": {
            "VER": "0,0",
            "PRMS": "0,1"
        },
        "NSDQ": {
            "VER": "0,0",
            "PRMS": "0,1"
        },
        "HKEX": {
            "VER": "0,0",
            "PRMS": "0,1"
        },
        "NYSE": {
            "VER": "0,0",
            "PRMS": "0,1"
        },
        "DFM": {
            "VER": "0,0",
            "PRMS": "0,1"
        },
        "KSE": {
            "VER": "0,0",
            "PRMS": "0,1"
        },
        "S\u0026P": {
            "VER": "0,0",
            "PRMS": "0,1"
        },
        "CASE": {
            "VER": "0,0",
            "PRMS": "0,1"
        }
    },
    "CLIENT_IP": "10.212.138.117",
    "STAT": "1",
    "SERVER_ID": "GTN_API_NEW:026",
    "MT": "-1",
    "SESSION": "MFS_UAT/3654730509835184",
    "COMPRESSION_STATUS": "0",
    "SERVER_VER": "0.0.0"
}

Response contains allowed services and exchanges for the particular customer.

Additional Notes

After getting an access token user can send it in json format as shown in the site.

If what user sends is not in json format, the websocket will simply disconnect.

After getting authenticated, user can send the different message types (MTs q, t, e, p, o) as shown in the site to subscribe for that detail of specific symbol.

User will be checked for authorization based on whether the exchange/symbol is allowed for the user as well as if the current subscription count has exceeded the maximum number of subscriptions allowed for the user. If either of the above is violated, user will get “Unauthorized exchange/symbol or subscription count exceeded” message.
If an incorrect request in valid json format is sent by the user, that message will be simply ignored. But for a request in invalid json format, the Websocket will simply disconnect.

Request Parameters

Request Parameter	Description
RT	Request Type – sub / unsub
MT	Message Type – q / e / t / p / o
SYMS	Required symbols list (format - exchange~symbol or exchange~symbol~asset_class_id), if only exchange name is there (like in MT_EXCHANGE) only exchange name is required. Note: maximum list size is five. if you want to subscribe more than five symbols, put same message with remaining.
APM	Additional Parameter

{
"RT": request-type,
"MT": message-type,
"SYMS": symbol-list,
"APM": additional-parameters,
}

What is an Asset Class ?

An asset class is a group of investments that exhibit similar characteristics and are subject to the same laws and regulations. Equities, fixed income, options, commodities, and currencies are common examples of asset classes.

How to obtain the "asset_class_id" of a given symbol ?

ASSET_CLASS_ID can be obtained from here.

ASSET_CLASS_ID	Asset Class
7	Forex
8	Index

Message Type

Message Type	Description
q	Current status of a particular symbol including details such as last traded price, total volume traded and turnover.
t	When a trade occurs for a particular symbol, details related to that trade such as price and quantity are sent under this message type.
e	A summary of a particular exchange including details such as total volume, turnover, market status (open/close) can be checked from this message type.
p	This shows the order book including the buy and sell orders that have been placed at different prices for a given symbol (The levels of the order book include orders placed at different prices combining orders, if there are multiple orders at the same price)
o	This also shows the order book as above (The levels of the order book include each order separately, doesn't combine orders with same price)

Sample for realtime & delayed for (q, e , t) -

Realtime
Delayed

{
    "RT": "sub",
    "MT": "q",
    "SYMS": [
        "ADSM~CHKWINAV~8",
         "PFX~USDEUR~7"
          ]
}

{
    "RT": "sub",
    "MT": "q",
    "SYMS": [
        "ADSM~CHKWINAV~8",
         "PFX~USDEUR~7"
          ],
    "D":1
}

Market data is delayed by 15 mins for delayed requests.

MT_SNAPSHOT (MT : q)

For Index and Forex -

{
    "RT": "sub",
    "MT": "q",
    "SYMS": [
        "ADSM~CHKWINAV~8",
         "PFX~USDEUR~7"
          ]
}

If a symbol contain backslash ( \ ) character, it needs to be replaced by double backslash ( \ ) when included in the symbols list (Ex. for Futures).

{
    "RT": "sub",
    "MT": "q",
    "SYMS": [
        "COMEX~EHR\\K23"
        ]
}

Sample
{
  "MT": "q",
  "e": "NSDQ",
  "s": "AAPL",
  "sf": 1,
  "a": 152.19,
  "aq": 400,
  "b": 152.11,
  "bq": 300,
  "hi": 155.04,
  "lo": 152.28,
  "cls": 152.95,
  "op": 154.01,
  "c": 0,
  "pc": 0,
  "pcls": 152.95,
  "to": 24514616.6241,
  "v": 159928,
  "t": 200000,
  "p": 152.95,
  "q": 0,
  "nt": 2853,
  "ltd": 20220725,
  "vw": 153.2853,
  "max": 0,
  "min": 0,
  "h52": 182.94,
  "l52": 129.04,
  "hdt52": 20220104,
  "ldt52": 20220616,
  "mc": 2493974540300,
  "lud": 20220725
}

Response Fields

Response Parameter	Description	Parameter Type
e	Exchange	String
s	Symbol	String
sf	Snapshot	Frame Long
a	Best Ask	Double
aq	Best Ask Qty	Long
b	Best Bid	Double
bq	Best Bid Qty	Long
hi	High	Double
lo	Low	Double
cls	Close	Double
op	Open	Double
c	Change	Double
pc	Pct Change	Double
pcls	Prev Closed	Double
to	Turnover	Double
v	Volume	Long
t	Trade Time	Long
p	Trade Price	Double
q	Trade Qty	Long
nt	No of Trades	Long
ltd	Last Traded Date	Long
vw	Trade Vwap	Double
max	Max Price	Double
min	Min Price	Double
h52	Wk 52 High	Double
l52	Wk 52 Low	Double
hdt52	Wk 52 High Date	Long
ldt52	Wk 52 Low Date	Long
mc	Marketcap	Double
lud	Last Updated Date	Double

MT_EXCHANGE (MT : e)

Sample Request
{
  "RT": "sub",
   "MT": "e",
  "SYMS": [ "TDWL", "LSE", "NSDQ"]
}

Sample Response
{
  "MT": "e",
  "e": "HKEX",
  "sf": 1,
  "to": 96382874365,
  "v": 257900738400,
  "nu": 0,
  "nd": 0,
  "nc": 0,
  "st": 0,
  "nt": 1594992,
  "ms": "close",
  "md": 20220726,
  "mt": 80839,
  "mc": 0
}

Response Fields

Response Parameter	Description	Parameter Type
e	Exchange	String
sf	Snapshot Frame	Long
to	Turnover	Double
v	Volume	Long
nu	No Ups	Long
nd	No Downs	Long
nc	No Change	Long
st	Sym Traded	Long
nt	No of Trades	Long
ms	Mkt Status	String
md	Mkt Date	Long
mt	Mkt Time	Long
mc	Marketcap	Double

MT_COMBINED_TRADE (MT : t)

Sample Request
{
  "RT": "sub",
   "MT": "t",
   "SYMS": [
     "TDWL~1010",
     "NSDQ~AAPL",
     "LSE~LLOY" ],
   "APM": {
    "BKL": "20"
  }
}

Sample Response
{
  "MT": "t",
  "e": "DFM",
  "s": "TABREED",
  "t": 72415,
  "tsq": 802,
  "p": 2.72,
  "q": 6750,
  "pc": -1.449,
  "c": -0.04,
  "ts": 1
}

Response Fields

Response Parameter	Description	Parameter Type
e	Exchange	String
s	Symbol	String
sf	Snapshot Frame	Long
ts	Trade Splits	Long
t	Trade Time	Long
tsq	Trade Sequence	Long
p	Trade Price	Double
q	Trade Qty	Long
c	Change	Double
pc	Pct Change	Double

MT_DEPTH_PRICE (MT : p)

Sample Request
{
  "RT": "sub",
   "MT": "p",
  "SYMS": [
     "DFM~DIB",
     "LSE~LLOY",
     "HKEX~3800"
  ]
}

Sample Response
{
  "MT": "p",
  "e": "HKEX",
  "s": "3800",
  "sd": "b",
  "l": 1,
  "p": 3.6,
  "q": 6705000,
  "sp": 189,
  "sd": "a",
  "l": 10,
  "p": 0.0,
  "q": 0,
  "sp": 0,
  "sd": "b",
  "l": 10,
  "p": 0.0,
  "q": 0,
  "sp": 0,
  "sd": "b",
  "l": 11,
  "p": 0.0,
  "q": 0,
  "sp": 0,
  "sd": "a",
  "l": 11,
  "p": 0.0,
  "q": 0,
  "sp": 0
}

Response Fields

Response Parameter	Description	Parameter Type
e	Exchange	String
s	Symbol	String
sd	MBP Type	String
l	MBP POS	Long
p	MBP Price	Double
q	MBP Qty	Long
sp	MBP Splits	Long

MT_DEPTH_ORDER (MT : o)

Sample Request
{
  "RT": "sub",
   "MT": "o",
  "SYMS": [
     "DFM~DIB",
     "LSE~LLOY",
     "HKEX~3800"
  ]
}

Sample Response
{
    "MT": "o",
    "e": "NSDQ",
    "s": "AMZN",
    "sd": "b",
    "l": 0,
    "p": 99.99,
    "q": 6,
    "sd": "a",
    "l": 0,
    "p": 100,
    "q": 100,
    "sd": "b",
    "l": 1,
    "p": 99.98,
    "q": 13,
    "sd": "a",
    "l": 1,
    "p": 100,
    "q": 100,
    "sd": "b",
    "l": 2,
    "p": 99.98,
    "q": 80,
    "sd": "a",
    "l": 2,
    "p": 100,
    "q": 60,
    "sd": "b",
    "l": 3,
    "p": 99.98,
    "q": 90,
    "sd": "a",
    "l": 3,
    "p": 100,
    "q": 300
}

Response Fields

Response Parameter	Description	Parameter Type
e	Exchange	String
s	Symbol	String
sd	MBO Type	String
l	MBO POS	Long
p	MBO Price	Double
q	MBO Qty	Long

Sandbox environment

contains delayed data & 1 user can only have up to 50 subscriptions at a given time.

Currently, for the streaming API in the UAT canned feed environment, only a selected set of symbols are enabled for different exchanges as below.

Exchange Code	Exchange	Symbols
NSDQ	NASDAQ Stock Exchange	AAPL, BRK.A, GOOG, JPM, META, AMZN, BAC, PYPL, NVDA, SMMT, BYSI, RIVN, WBD, SOFI, VKTX, CSX, NKLA, TLRY, LYFT, GRAB, MARA, DKNG, PARA, HOOD, AFRM, LCID, MDGL, DOCU, KDP, VTRS, COSM, COIN, CSCO, FCEL, HBAN, AMD, AMRS, MRVL, QCOM, SIRI, PLUG, MSFT, AAL, EBAY, MU, JBLU, INTC
NYSE	The New York Stock Exchange	IBM, WMT, KO, TM, DIS, NKE, MCD, V, CVX, MA, F, T, CCL, PLTR, BAC, UBER, AMC, VZ, ATUS, NU, SNAP, FTCH, C, WFC, CVNA, LUMN, GOLD, PFE, CHPT, SWN, ET, SHOP, PCG, XOM, KMI, AJRD, RBLX, RIG, NYCB, HBI, GM, USB, NCLH, M, KEY, CLF, MRO, OXY, U, CRM, MDT, SQ, FCX, CTRA, HPE, JPM, DAL, BMY, MO, ORCL
AMEX	NYSE American	FAX, ACU, AE, ADRA, TELL, AGE, AIM, AAU, ERH, ERC
LSE	London Stock Exchange	LLOY, BARC, GLEN, HSBA,RR., VOD,BP., WBI, SEE, BOO
XASX	Australian Stock Exchange	PLS, LNK, ADD, BHP, RIO, CBA, CSL, NAB, WBC, FMG
XNZE	Newzealand Stock Exchange	MEL, AIA, CEN, SKC, SPK, GNE, FPH, MCY, BGP, IFT
HKEX	Hongkon Stock Exchange	1765, 8083, 2048, 1773, 1797, 136, 493, 3800, 6169, 1610
SGX	Singapore Stock Exchange	S51, BS6, YF8, Y92, Z74, C8R, N04, E5H, G13, 5WH
CNSGSE	Shanghai Stock Exchange	600023, 600216, 600077, 601633, 603259, 601899, 600887, 600438, 600000, 601919
XTKS	Tokyo Stock Exchange	7203, 9984, 6758, 9432, 6861, 8035, 4063, 9983, 9434, 7974
XSHE	Shenzhen Stock Exchange	000002, 002415, 000001, 000009, 000012, 000021, 000027, 000028, 000032
HSTC	Hanoi Stock Exchange	PVS, BII, AAV, AMC, AME, BLF, AMV, API, ACM, ADC, ALT, BKC
XKRX	Korea Stock Exchange	005930, 373220, 000660, 207940, 051910, 005380, 035420, 006400, 035720, 000270
XBKK	Thailand Stock Exchange	PTT, AOT, PTTEP, ADVANC, CPALL, GULF, SCC, BDMS, DELTA, MAKRO
XTAI	Taiwan Stock Exchange	2603, 2498, 3481, 2618, 2303, 2609, 2610, 3035, 2482, 6118
XKLS	Borsa Malaysia Stock Exchange	YONGTAI, TOPGLOV, MTRONIC, WIDAD, SAPNRG, JADEM, DNEX, HIBISCS, MGRC, NWP
XIDX	Indonesian Stock Exchange	ARTO, BUMI, GOTO, ZINC, BBCA, BBRI, BUKA, SWAT, BMTR, UNTR
GTISEP	Commodities (Brent Oil/Crude)	EBROUSDBR.SP, EWTIUSDBR.SP
GTISPM	Commodities (Metal)	SXAUUSDOZ.SP, SXPDUSDOZ.SP, SXPTUSDOZ.SP, SXAGUSDOZ.SP
PFX	Forex	USDAED, USDAUD, USDBDT, USDBHD, USDCAD, USDCHF, USDCNY, USDEGP, USDEUR, USDGBP, USDHKD, USDIDR, USDINR, USDJPY, USDJOD, USDKWD, USDLBP, USDLKR, USDMAD, USDMYR, USDNZD, USDOMR, USDPHP, USDPKR, USDQAR, USDRUB, USDSAR, USDSGD, USDKRW, USDTWD, USDTHB, USDTND, USDTRY, USDZAR, USDVND
S&P	S&P Index	I:SP500
NSDQGI	NASDAQ general Index	I:NDX
DJI	Dow Jones Index	DJIA
XCHI	NYSE Chicago	KNOP, AAPL, GDX, MSGE, GAINZ, REVB, VVX, SPXL, NINE, IEFA
CHIX	CHI-X Europe Stock Exchange	BPL, AZNL, SHELL, DGEL, GLENL, HSBAL, RIOL, GSKL, BARCL, LSEGL

But for the below markets all the symbols are enabled.

Exchange Code	Exchange
TDWL	Saudi Stock Exchange
DFM	Dubai Financial Market
DSM	Qatar Stock Exchange
CASE	Egypt Stock Exchange
ADSM	Abu Dhabi Stock Exchange
DIFX	NASDAQ Dubai
MSM	Muscat Stock Exchange

Web Socket Client example

export class WebsocketService {

  websocket: WebSocket | undefined;
  public webSocketMessage: string[] = [];

  constructor() { }

  openWebSocketConnection(url:string){
    this.websocket = new WebSocket(url);

    this.websocket.onopen = (e)=>{
      console.log(e);
    }

    this.websocket.onmessage = (e) =>{
      console.log(e);
      this.webSocketMessage.push(e.data);
    }

    this.websocket.onclose= (e)=>{
      console.log(e);
    }
  }

  sendWebSocketMessage(msg: string){
    if(this.websocket!= undefined)
    this.websocket.send(JSON.stringify(msg));
  }

  closeWebSocketConnection(){
    if(this.websocket!= undefined)
    this.websocket.close();
  }

}

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Market Data Streaming

Authentication​

Additional Notes​

Request Parameters​

Message Type​

MT_SNAPSHOT (MT : q)​

MT_EXCHANGE (MT : e)​

MT_COMBINED_TRADE (MT : t)​

MT_DEPTH_PRICE (MT : p)​

MT_DEPTH_ORDER (MT : o)​

Sandbox environment​

Web Socket Client example​

Authentication

Additional Notes

Request Parameters

Message Type

MT_SNAPSHOT (MT : q)

MT_EXCHANGE (MT : e)

MT_COMBINED_TRADE (MT : t)

MT_DEPTH_PRICE (MT : p)

MT_DEPTH_ORDER (MT : o)

Sandbox environment

Web Socket Client example