WebSockets · Stocks
Stocks bars stream
/v1/ws/stocks/barswsStocksBarsOne event per second bar and per minute bar of a stock.
Connect and subscribe
Open wss://api.ordermap.si/v1/ws/stocks/bars?symbols=AAPL 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/stocks/bars?symbols=AAPL", {
headers: { Authorization: `Bearer ${process.env.ORDERMAP_API_KEY}` },
});
ws.on("open", () => ws.send(JSON.stringify({ action: "subscribe", symbols: ["AAPL"], filters: { interval: "1m" } })));
ws.on("message", (raw) => {
const message = JSON.parse(raw.toString());
if (message.type === "event") console.log(message.seq, message.data);
if (message.type === "gap") console.warn("continuity lost: refetch the range over REST", message);
});
ws.on("close", (code, reason) => console.log("closed", code, reason.toString()));Subscribe message
{"action":"subscribe","symbols":["AAPL"],"filters":{"interval":"1m"}}Subscription parameters
2 parameters, none required. Send them in the query string of the upgrade request, or as the filters of a subscribe message.
| Parameter | Type and limits | Description |
|---|---|---|
symbolsqueryoptional | array<string>comma-separated in one parameter1 to 100 itemseach at most 128 characterspattern ^[A-Za-z][A-Za-z0-9.]{0,9}$ | Symbols to subscribe to (up to 100). |
intervalqueryoptional | string1s1m | Only this bar size. |
Event
Each event is one message: {"type":"event","event_type":"stocks.bars","seq":N,"data":{...}}.
data of stocks.bars
accumulated_volumenumber | nullrequiredShares traded today.average_trade_sizenumber | nullrequiredAverage trade size in the bar.closenumberrequiredLatest trade price.end_timeintegerunix-msrequiredEnd of the bar (exclusive). Unix epoch milliseconds (UTC).highnumberrequiredHighest trade price.intervalstringrequiredBar size.1s1mlownumberrequiredLowest trade price.opennumberrequiredFirst trade price.otcbooleanrequiredTrue for an over-the-counter symbol.start_timeintegerunix-msrequiredStart of the bar (inclusive). Unix epoch milliseconds (UTC).symbolstringrequiredTicker.volumenumber | nullrequiredShares traded in the bar.vwapnumber | nullrequiredVolume-weighted average price of the bar.
Example event
{
"type": "event",
"event_type": "stocks.bars",
"seq": 1,
"data": {
"accumulated_volume": 4812330,
"average_trade_size": 96,
"close": 231.42,
"end_time": 1792161060000,
"high": 231.5,
"interval": "1m",
"low": 231.28,
"open": 231.3,
"otc": false,
"start_time": 1792161000000,
"symbol": "AAPL",
"volume": 18420,
"vwap": 231.39
}
}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.