WebSockets · Futures
Futures bars stream
/v1/ws/futures/barswsFuturesBarsThe forming and closed one-minute bar of a product or dated contract, built from trades. A forming bar is sent at most 60 times a second; the closed bar (closed: true) is sent once, when the minute ends.
Connect and subscribe
Open wss://api.ordermap.si/v1/ws/futures/bars?symbols=ES with your key in the Authorization header, then send a subscribe message. Up to 25 symbols per connection. One connection per account per stream; streams need API Pro. The protocol, limits and close codes are in WebSockets.
Node.js
import WebSocket from "ws";
const ws = new WebSocket("wss://api.ordermap.si/v1/ws/futures/bars?symbols=ES", {
headers: { Authorization: `Bearer ${process.env.ORDERMAP_API_KEY}` },
});
ws.on("open", () => ws.send(JSON.stringify({ action: "subscribe", symbols: ["ES"] })));
ws.on("message", (raw) => {
const message = JSON.parse(raw.toString());
if (message.type === "event") console.log(message.seq, message.data);
if (message.type === "gap") console.warn("continuity lost: refetch the range over REST", message);
});
ws.on("close", (code, reason) => console.log("closed", code, reason.toString()));Subscribe message
{"action":"subscribe","symbols":["ES"]}Subscription parameters
1 parameter, none required. Send them in the query string of the upgrade request, or as the filters of a subscribe message.
| Parameter | Type and limits | Description |
|---|---|---|
symbolsqueryoptional | array<string>comma-separated in one parameter1 to 25 itemseach at most 128 characterspattern ^[A-Za-z][A-Za-z0-9.]{0,9}$ | Symbols to subscribe to (up to 25). |
Event
Each event is one message: {"type":"event","event_type":"futures.bars","seq":N,"data":{...}}.
data of futures.bars
buy_volumeintegerrequiredContracts traded at the ask.closenumberrequiredLatest trade price.closedbooleanrequiredTrue on the final event of the minute.contractstringrequiredDated contract.end_timeintegerunix-msrequiredEnd of the minute (exclusive). Unix epoch milliseconds (UTC).highnumberrequiredHighest trade price.intervalstringrequiredBar size: 1m.lownumberrequiredLowest trade price.opennumberrequiredFirst trade price.partialbooleanrequiredTrue when trades of the minute may be missing: the stream started, or lost continuity (a gap was reported), during it. Bars of full minutes that follow are complete.sell_volumeintegerrequiredContracts traded at the bid.start_timeintegerunix-msrequiredStart of the minute (inclusive). Unix epoch milliseconds (UTC).symbolstringrequiredThe symbol subscribed to.timestampintegerunix-msrequiredTime of the latest trade in the bar. Unix epoch milliseconds (UTC).trade_countintegerrequiredNumber of trades.unknown_volumeintegerrequiredContracts whose aggressor is unknown.volumeintegerrequiredContracts traded.vwapnumberrequiredVolume-weighted average price.
Example event
{
"type": "event",
"event_type": "futures.bars",
"seq": 1,
"data": {
"buy_volume": 640,
"close": 5801.25,
"closed": false,
"contract": "ESZ6",
"end_time": 1792161060000,
"high": 5801.5,
"interval": "1m",
"low": 5800.25,
"open": 5800.5,
"partial": false,
"sell_volume": 520,
"start_time": 1792161000000,
"symbol": "ES",
"timestamp": 1792161042210,
"trade_count": 412,
"unknown_volume": 20,
"volume": 1180,
"vwap": 5800.91
}
}Before the upgrade
Errors before the upgrade are ordinary JSON errors; after it, problems arrive as messages and close codes (see WebSockets).
| Status | Meaning | Body |
|---|---|---|
101 | Switching protocols: WebSocket protocol ordermap.v1. | Switching protocols |
400 | Invalid handshake parameters. | Error object |
401 | Missing or invalid API key (Authorization, X-API-Key or, from a browser, the ordermap.key. subprotocol). | Error object |
403 | The plan has no streaming (streaming_not_in_plan), the dataset is not released, or the account is suspended. | Error object |
409 | stream_connection_limit: one live connection per account per event type.Retry-After | Error object |
426 | The request is not a WebSocket upgrade. | Error object |
429 | Rate limit or WebSocket cooldown.Retry-After | Error object |
503 | stream_unavailable: the stream is not enabled or its source is down; retry after Retry-After seconds.Retry-After | Error object |
Authenticated responses carry the X-RateLimit-* headers (see rate limits); 429 and 503 add Retry-After.