WebSockets · Indices
Indices values stream
/v1/ws/indices/valueswsIndicesValuesEvery value of a cash index (SPX, NDX, VIX, …), at most 60 per second per index. The first event after subscribing is the latest value.
Connect and subscribe
Open wss://api.ordermap.si/v1/ws/indices/values?symbols=SPX with your key in the Authorization header, then send a subscribe message. Up to 100 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/indices/values?symbols=SPX", {
headers: { Authorization: `Bearer ${process.env.ORDERMAP_API_KEY}` },
});
ws.on("open", () => ws.send(JSON.stringify({ action: "subscribe", symbols: ["SPX"] })));
ws.on("message", (raw) => {
const message = JSON.parse(raw.toString());
if (message.type === "event") console.log(message.seq, message.data);
if (message.type === "gap") console.warn("continuity lost: refetch the range over REST", message);
});
ws.on("close", (code, reason) => console.log("closed", code, reason.toString()));Subscribe message
{"action":"subscribe","symbols":["SPX"]}Subscription parameters
1 parameter, none required. Send them in the query string of the upgrade request, or as the filters of a subscribe message.
| Parameter | Type and limits | Description |
|---|---|---|
symbolsqueryoptional | array<string>comma-separated in one parameter1 to 100 itemseach at most 128 characterspattern ^[A-Za-z][A-Za-z0-9.]{0,9}$ | Symbols to subscribe to (up to 100). |
Event
Each event is one message: {"type":"event","event_type":"indices.values","seq":N,"data":{...}}.
data of indices.values
symbolstringrequiredIndex symbol, for example SPX.timestampintegerunix-msrequiredTime of the value. Unix epoch milliseconds (UTC).valuenumberrequiredIndex value.
Example event
{
"type": "event",
"event_type": "indices.values",
"seq": 1,
"data": {
"symbol": "SPX",
"timestamp": 1792161000000,
"value": 5800.42
}
}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.