Skip to content

WebSockets · Stocks

Stocks LULD stream

Limit up-limit down bands and halts.
WS/v1/ws/stocks/luldwsStocksLuld
On this page

Every update of a stock's price bands, and trading pauses and resumptions.

Connect and subscribe

Open wss://api.ordermap.si/v1/ws/stocks/luld?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/luld?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.

ParameterType and limitsDescription
symbolsqueryoptionalarray<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":"stocks.luld","seq":N,"data":{...}}.

data of stocks.luld

  • indicatorsarray<integer>requiredLULD indicator codes; 17 is a trading pause and 18 a reopening.
  • lower_limit_pricenumber | nullrequiredLower price band.
  • sequence_numberinteger | nullrequiredSequence number of the update.
  • statestringrequiredband_update for a new band, halted for a trading pause, resumed after one.band_updatehaltedresumed
  • symbolstringrequiredTicker.
  • tapeinteger | nullrequiredConsolidated tape.
  • timestampintegerunix-msrequiredTime of the update. Unix epoch milliseconds (UTC).
  • upper_limit_pricenumber | nullrequiredUpper price band.

Example event

{
  "type": "event",
  "event_type": "stocks.luld",
  "seq": 1,
  "data": {
    "indicators": [
      15
    ],
    "lower_limit_price": 219.85,
    "sequence_number": 91,
    "state": "band_update",
    "symbol": "AAPL",
    "tape": 3,
    "timestamp": 1792161000123,
    "upper_limit_price": 242.99
  }
}

Before the upgrade

Errors before the upgrade are ordinary JSON errors; after it, problems arrive as messages and close codes (see WebSockets).

StatusMeaningBody
101Switching protocols: WebSocket protocol ordermap.v1.Switching protocols
400Invalid handshake parameters.Error object
401Missing or invalid API key (Authorization, X-API-Key or, from a browser, the ordermap.key. subprotocol).Error object
403The plan has no streaming (streaming_not_in_plan), the dataset is not released, or the account is suspended.Error object
409stream_connection_limit: one live connection per account per event type.Retry-AfterError object
426The request is not a WebSocket upgrade.Error object
429Rate limit or WebSocket cooldown.Retry-AfterError object
503stream_unavailable: the stream is not enabled or its source is down; retry after Retry-After seconds.Retry-AfterError object

Authenticated responses carry the X-RateLimit-* headers (see rate limits); 429 and 503 add Retry-After.