WebSockets · Stocks
Stocks imbalances stream
/v1/ws/stocks/imbalanceswsStocksImbalancesOpening, closing and halt-resumption auction imbalances of exchange-listed stocks. Subscribe by symbol or with * for every auction.
Connect and subscribe
Open wss://api.ordermap.si/v1/ws/stocks/imbalances?symbols=AAPL with your key in the Authorization header, then send a subscribe message. Up to 100 symbols per connection, or * as the only subscription. 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/imbalances?symbols=AAPL", {
headers: { Authorization: `Bearer ${process.env.ORDERMAP_API_KEY}` },
});
ws.on("open", () => ws.send(JSON.stringify({ action: "subscribe", symbols: ["AAPL"] })));
ws.on("message", (raw) => {
const message = JSON.parse(raw.toString());
if (message.type === "event") console.log(message.seq, message.data);
if (message.type === "gap") console.warn("continuity lost: refetch the range over REST", message);
});
ws.on("close", (code, reason) => console.log("closed", code, reason.toString()));Subscribe message
{"action":"subscribe","symbols":["AAPL"]}Subscription parameters
1 parameter, none required. Send them in the query string of the upgrade request, or as the filters of a subscribe message.
| Parameter | Type and limits | Description |
|---|---|---|
symbolsqueryoptional | array<string>comma-separated in one parameter1 to 100 itemseach at most 128 characterspattern ^(\*|[A-Za-z][A-Za-z0-9.]{0,9})$ | Symbols to subscribe to (up to 100). * subscribes to every symbol. |
Event
Each event is one message: {"type":"event","event_type":"stocks.imbalances","seq":N,"data":{...}}.
data of stocks.imbalances
auction_clock_etstring | nullrequiredThe same time as the exchange publishes it: HH:MM, Eastern Time.auction_timestampinteger | nullunix-msrequiredScheduled auction time as an instant, on the Eastern date of timestamp. Unix epoch milliseconds (UTC).auction_typestringrequiredAuction: opening (core opening), early_opening, reopening (after a halt), closing, extreme_closing_imbalance, regulatory_closing_imbalance.early_openingopeningreopeningclosingextreme_closing_imbalanceregulatory_closing_imbalanceunknownbook_clearing_pricenumber | nullrequiredIndicative auction price.exchangeinteger | nullrequiredNumeric id of the auctioning exchange.imbalance_quantityinteger | nullrequiredImbalance in shares; positive is buy-side.paired_quantityinteger | nullrequiredShares matched at the indicative price.sequence_numberinteger | nullrequiredPer-symbol sequence number.symbolstringrequiredTicker.timestampintegerunix-msrequiredTime of the update. Unix epoch milliseconds (UTC).
Example event
{
"type": "event",
"event_type": "stocks.imbalances",
"seq": 1,
"data": {
"auction_clock_et": "16:00",
"auction_timestamp": 1792180800000,
"auction_type": "closing",
"book_clearing_price": 231.42,
"exchange": 10,
"imbalance_quantity": 480000,
"paired_quantity": 1240000,
"sequence_number": 44,
"symbol": "JPM",
"timestamp": 1792180800000
}
}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.