Market Data WebSocket

Messages

{
  "type": "request",
  "id": "auth-001",
  "payload": {
    "method": "POST",
    "path": "/auth",
    "body": {
      "token": "eyJhbGciOiJSUzI1NiIsInR5cCI6IkpXVCJ9.eyJzdWIiOiJ1c2VyLTEyMzQ1IiwiZXhwIjoxNzAxNDUzNjAwfQ.signature"
    }
  }
}

{
  "type": "event",
  "payload": {
    "action": "update",
    "type": "quote",
    "symbol": "AAPL",
    "data": {
      "bidPrice": 190.04,
      "askPrice": 190.06,
      "midPrice": 190.05,
      "spread": 0.02,
      "quoteTimestamp": 1701450001000
    },
    "timestamp": 1701450001123
  }
}

{
  "type": "event",
  "payload": {
    "action": "update",
    "type": "level2nOB",
    "symbol": "AAPL",
    "data": {
      "orderBook": [
        "0:150.24:200",
        "500:150.26:0"
      ],
      "quotes": [
        "NSDQ:150.26:500:150.25:400",
        "NYSE:150.27:200:150.24:200"
      ],
      "symbol": "AAPL",
      "timestamp": "2025-12-29T05:18:33.600000-05:00"
    },
    "timestamp": 1701450000123
  }
}

{
  "type": "event",
  "payload": {
    "action": "update",
    "type": "timeAndSales",
    "symbol": "AAPL",
    "data": {
      "symbol": "AAPL",
      "price": "189.95",
      "size": "100",
      "tick": "up",
      "tradeSeq": "123456789",
      "tradeExchange": "Q",
      "tradeTimestamp": "2026-04-20T07:11:01.717000-04:00"
    },
    "timestamp": 1701450001123
  }
}

{
  "type": "event",
  "payload": {
    "action": "update",
    "type": "greeks",
    "symbol": "XSP281215C00920000",
    "data": {
      "delta": 0.531,
      "gamma": 0.0391,
      "impliedVolatility": 0.2788,
      "symbol": "XSP281215C00920000",
      "theta": -0.0249,
      "rho": 0.004,
      "timestamp": "2026-02-13T15:08:22.10+05:30",
      "vega": 0.1618
    },
    "timestamp": 1770975502651
  }
}

{
  "type": "event",
  "payload": {
    "action": "refreshAuth",
    "data": {
      "message": "authentication expires soon, please re-authenticate",
      "expiresIn": 300000
    },
    "timestamp": 1701450000123
  }
}

{
  "type": "event",
  "payload": {
    "action": "snapshot",
    "type": "quote",
    "symbol": "AAPL",
    "data": {
      "bidPrice": 189.94,
      "bidSize": 100,
      "askPrice": 189.96,
      "askSize": 200,
      "midPrice": 189.95,
      "spread": 0.02,
      "quoteTimestamp": 1701450000000
    },
    "id": "sub-2",
    "timestamp": 1701450000123
  }
}

{
  "type": "response",
  "id": "req-expiry-1",
  "payload": {
    "status": 200,
    "data": {
      "symbol": "AAPL",
      "expiryDates": [
        {
          "date": "2024-01-19"
        },
        {
          "date": "2024-01-26",
          "freq": "W"
        },
        {
          "date": "2024-02-16"
        }
      ]
    }
  }
}

{
  "type": "response",
  "id": "req-contracts-1",
  "payload": {
    "status": 200,
    "data": {
      "symbol": "AAPL",
      "expiryDate": "2024-01-19",
      "calls": [
        {
          "symbol": "AAPL240119C00145000",
          "strikePrice": 145
        },
        {
          "symbol": "AAPL240119C00150000",
          "strikePrice": 150
        }
      ],
      "puts": [
        {
          "symbol": "AAPL240119P00145000",
          "strikePrice": 145
        },
        {
          "symbol": "AAPL240119P00150000",
          "strikePrice": 150
        }
      ]
    }
  }
}

{
  "type": "response",
  "id": "req-003",
  "timestamp": "2026-01-07T15:17:32Z",
  "payload": {
    "status": 200,
    "data": {
      "symbol": "AAPL",
      "name": "Apple Inc.",
      "description": "Apple Inc. is a preeminent American multinational technology company renowned for its innovative consumer electronics, software, and online services.",
      "assetType": "Common Stock",
      "sector": "TECHNOLOGY",
      "industry": "CONSUMER ELECTRONICS",
      "address": "ONE APPLE PARK WAY, CUPERTINO, CA, UNITED STATES, 95014",
      "sicCode": "3663",
      "fiscalYearEnd": "September",
      "latestQuarter": "2025-09-30",
      "lastPrice": "261.9",
      "price": "261.968295",
      "openPrice": "263.59999999999997",
      "highPrice": "263.68",
      "lowPrice": "261.21",
      "closePrice": "262.428295",
      "netChange": "-0.45999999999999996",
      "bidPrice": "261.98",
      "bidSize": "400",
      "askPrice": "261.99",
      "askSize": "100",
      "midPrice": "261.985",
      "spread": "0.009999999999990905",
      "bidExchange": "NQEX|Nasdaq Exchange",
      "askExchange": "NQEX|Nasdaq Exchange",
      "tradeExchange": "NQNX|Nasdaq Trade Reporting Facility",
      "totalVolume": "10781409",
      "avgVolume4Weeks": "41245325",
      "tick": "-1",
      "tradeSeq": "13264647",
      "quoteTimestamp": "2026-01-07T10:16:56.961000-05:00",
      "tradeTimestamp": "2026-01-07T10:17:31.398000-05:00",
      "high52WeekPrice": "288.62",
      "high52WeekDate": "2025-12-03T00:00:00.000Z",
      "low52WeekPrice": "169.2101",
      "low52WeekDate": "2025-04-08T00:00:00.000Z",
      "movingAverage50Day": "269.52",
      "movingAverage200Day": "229.91",
      "marketCapitalization": "4021300494000",
      "sharesOutstanding": "14776353",
      "eps": "7.4",
      "EPSDiluted": "1.84",
      "dilutedEPSTTM": "7.4",
      "EPSLatest12Month": "89.690722",
      "EPS3YearGrowthRate": "12.566554",
      "EPS5YearGrowthRate": "19.982310000000002",
      "PE": "35.1689",
      "trailingPE": "36.62",
      "forwardPE": "33.0",
      "pegRatio": "2.769",
      "priceToBookRatio": "54.84",
      "priceToSalesRatioTTM": "9.66",
      "bookValue": "4.991",
      "beta": "1.107",
      "dividend": "0.26",
      "dividendPerShare": "1.02",
      "dividendYield": "0.0037",
      "revenueTTM": "416161006000",
      "revenuePerShareTTM": "27.84",
      "grossProfitTTM": "195201008000",
      "ebitda": "144748003000",
      "profitMargin": "0.269",
      "operatingMarginTTM": "0.317",
      "returnOnAssetsTTM": "0.23",
      "returnOnEquityTTM": "1.714",
      "evToRevenue": "9.82",
      "evToEBITDA": "28.24",
      "quarterlyEarningsGrowthYOY": "0.912",
      "quarterlyRevenueGrowthYOY": "0.079",
      "assets": "359241000",
      "liabilities": "285508000",
      "longTermDebt": "986570000",
      "alphaVantageUpdatedAt": "2025-12-23T11:29:26Z",
      "type": "ETRADE",
      "size": "1"
    }
  }
}

{
  "type": "event",
  "payload": {
    "action": "update",
    "type": "marketStatus",
    "data": {
      "market": "open",
      "serverTime": "2026-05-13T10:30:00Z",
      "exchanges": {
        "nyse": "open",
        "nasdaq": "open"
      },
      "currencies": {
        "fx": "open"
      },
      "afterHours": false,
      "earlyHours": false
    },
    "timestamp": 1701450000123
  }
}

WSS

market

What this stream gives you. Open one connection to wss://api.aries.com/v1/market/ws, authenticate once, and the server will push live prices, trades, and order-book activity for any symbols you ask about. You can stream the same data a professional trader watches on screen — bid/ask quotes, last sale prices, intraday OHLC, every individual trade as it prints, full depth-of-market, and option Greeks — without polling.

Key Features

Field-Level Subscriptions

Choose specific quote/trade fields or use wildcard * for all fields. Minimize bandwidth by requesting only the data you need.

Real-Time Updates

NDJSON message framing for optimal performance with millisecond-level latency.

Initial Snapshot

Get the current market state when you subscribe.

Multi-Symbol Support

Subscribe to multiple symbols in a single request for efficient batch subscriptions.

Equities & Options

Stream real-time data for stocks and option contracts using OSI symbols.

Market Indices

Track major indices including SPX, NDX, DJI, VIX, and more in real-time.

Supported Symbols

Equities

Standard stock ticker symbols. Pass them just as you’d type them on a brokerage screen — for example AAPL, MSFT, GOOGL, TSLA. No special formatting required.

Indices

Major market indices are supported:

Symbol	Index
`SPX`	S&P 500 — broad large-cap U.S. stocks
`NDX`	Nasdaq 100 — 100 largest non-financial Nasdaq stocks
`DJI`	Dow Jones Industrial Average — 30 blue-chip U.S. stocks
`VIX`	CBOE Volatility Index — market “fear gauge”
`RUT`	Russell 2000 — small-cap U.S. stocks
`COMP`	Nasdaq Composite — all Nasdaq-listed stocks
`NYA`	NYSE Composite — all NYSE-listed stocks
`OEX`	S&P 100 — 100 largest S&P 500 companies
`MID`	S&P MidCap 400 — mid-sized U.S. stocks
`SML`	S&P SmallCap 600 — small-cap U.S. stocks

Indices are computed values, not securities you can buy and sell directly, so they don’t have bid/ask quotes. When subscribing to an index, only request trade fields (lastPrice, openPrice, highPrice, lowPrice, netChange, totalVolume, etc.). Quote fields like bidPrice/askPrice will be empty.

Options

Option contracts use OSI (Options Symbology Initiative) symbols — the 21-character standard the U.S. options industry uses to uniquely identify a contract.The format is ROOT + YYMMDD + C/P + 00000000 (the strike price in cents, left-padded). For example, AAPL240119C00150000 decodes as:

AAPL — underlying stock
240119 — expiration date, 2024-01-19
C — call (use P for a put)
00150000 — strike price, $150.00 (00150000 ÷ 1000)

When subscribing to options, set symbolType: "option" so the server knows to apply option-specific routing and to enable Greeks if requested.

Data Types

Quote Data

The best price a buyer is currently willing to pay (bid) and the best price a seller is currently willing to accept (ask), pulled from all U.S. exchanges combined — known as the NBBO (National Best Bid and Offer).

Trade Data

The price and size of the most recent trade, plus session-level totals: OHLC = Open, High, Low, Close — the standard four prices used to draw a candle on a chart.

Level 2 / Order Book Data

Market depth — every visible bid and ask across the major exchanges, not just the single best price. Lets you see how much demand is sitting at each price level and which exchanges are quoting it.

Time & Sales Data

Every individual trade as it prints, with price, size, timestamp, and the exchange where it executed. Often called “the tape” — traders use it to read order flow and gauge buying vs. selling pressure.

Greeks Data

For option contracts: the standard risk measures (delta, gamma, theta, vega, rho) plus implied volatility. The first message is a snapshot of the last known values; after that you receive updates whenever the Greeks are recalculated. Only available when symbolType: "option" and greeksFields is specified.

Market Status

Whether the U.S. market is currently open, closed, in pre-market, or in after-hours trading, plus the status of individual exchanges.

What you receive first: Quote, trade, and Greeks subscriptions all send an initial snapshot of the current state, then stream updates as values change. Level 2 is the exception — it does not send a snapshot, only live updates as new depth arrives from the exchanges.

Level 2: compact order book rows

Level 2 updates are forwarded from the market feed as compact string arrays. payload.data.orderBook entries use askSize:price:bidSize, and payload.data.quotes entries use exchange:askPrice:askSize:bidPrice:bidSize.Example:

{
  "orderBook": ["0:250.00:100", "100:272.55:0"],
  "quotes": ["EDGX:272.55:100:272.00:500"],
  "symbol": "AAPL",
  "timestamp": "2025-12-29T05:18:33.600000-05:00"
}

Message Framing (NDJSON)

To keep latency low when the market is active, the server may bundle several updates into a single WebSocket frame and separate them with a newline character (\n). This format is called NDJSON — Newline-Delimited JSON.What this means for you: Don’t just call JSON.parse(frame) on every incoming message. Instead, split the frame on \n, drop empty lines, and parse each line independently. Otherwise you will silently lose messages whenever the server coalesces.

Example

A single WebSocket frame may contain:

{"type":"event","payload":{"action":"snapshot","type":"quote","symbol":"MSFT","data":{"bidPrice":189.94},"id":"sub-1","timestamp":1701450000123}}
{"type":"event","payload":{"action":"snapshot","type":"quote","symbol":"AAPL","data":{"bidPrice":172.21},"id":"sub-1","timestamp":1701450000124}}

Clients should split on \n and parse each line independently.

Requirements

WebSocket Client

Library that supports WSS protocol for secure WebSocket connections.

Authentication

Valid authentication token (if required by your environment).

JSON Parser

NDJSON message format handling capability for parsing streaming data.

Network Connectivity

Stable network connection to the WebSocket endpoint.

Use Cases

Portfolio Monitoring

Live price updates, bid/ask spreads, and intraday performance tracking for your holdings.

Trading Applications

Real-time market prices for order entry systems and trade execution platforms.

Market Dashboards

Display market trends and index movements (SPX, NDX, VIX) on your analytics dashboard.

Price Alert Systems

Trigger notifications on price thresholds, volume spikes, or custom market conditions.

Market Analysis Tools

Real-time data feeds for technical analysis and market research applications.

Authentication

If authentication is enabled, authenticate after opening the WebSocket and before subscribing. Auth uses the request/response envelope with POST /auth; the body is only the token object expected by the backend. Client sends:

{
  "type": "request",
  "id": "auth-001",
  "payload": {
    "method": "POST",
    "path": "/auth",
    "body": {
      "token": "eyJhbGciOiJSUzI1NiIsInR5cCI6IkpXVCJ9..."
    }
  }
}

Server responds:

{
  "type": "event",
  "payload": {
    "action": "authSuccess",
    "id": "auth-001",
    "data": {
      "expiresIn": 2700000
    },
    "timestamp": 1701450000123
  }
}

Subscribing to Market Data

Basic Subscription Structure

To start receiving data for a symbol, send a subscribe message. The payload is always an array, even when you only want one symbol — each item describes one symbol and the specific fields you want to receive for it. Subscription object fields:

Field	Type	Required	What to enter
`symbol`	string	Yes	A stock ticker (e.g. `AAPL`), an index code (e.g. `SPX`), or an OSI option symbol (e.g. `AAPL240119C00150000`).
`symbolType`	string	No	`equity` (default) for stocks and indices, or `option` for option contracts. Must be `option` if you want Greeks.
`quoteFields`	string \| array	No	Quote fields to subscribe to (see Quote Fields table below). Use `["*"]` for all.
`tradeFields`	string \| array	No	Trade fields to subscribe to (see Trade Fields table below). Use `["*"]` for all.
`level2`	boolean	No	`true` to receive full order-book depth for this symbol. Defaults to `false`.
`timeAndSales`	boolean	No	`true` to receive a message for every individual trade execution. Defaults to `false`.
`timeAndSalesFields`	string \| array	No	Specific T&S fields to receive when `timeAndSales: true`. Defaults to all fields.
`greeksFields`	string \| array	No	Greek fields to subscribe to (options only). Use `["*"]` for all.

{
  "type": "subscribe",
  "id": "optional-correlation-id",
  "payload": [
    {
      "symbol": "AAPL",
      "symbolType": "equity",
      "quoteFields": ["bidPrice", "askPrice"],
      "tradeFields": ["lastPrice", "totalVolume"],
      "level2": false,
      "timeAndSales": false,
      "timeAndSalesFields": ["price", "size"],
      "greeksFields": ["delta", "gamma"]
    }
  ]
}

Defaults & shortcuts.

symbolType defaults to "equity". Set it to "option" only when you’re subscribing to an option contract.
If you omit both quoteFields and tradeFields, the server treats it as “send me everything” and subscribes you to all quote and all trade fields for that symbol.
Any field list (quoteFields, tradeFields, timeAndSalesFields, greeksFields) accepts either a single string ("bidPrice") or an array (["bidPrice", "askPrice"]). Arrays are recommended for consistency.

Subscription Examples

Basic Examples

Get just price and size data for AAPL:

{
  "type": "subscribe",
  "id": "sub-1",
  "payload": [
    {
      "symbol": "AAPL",
      "tradeFields": ["price", "size"]
    }
  ]
}

When both quoteFields and tradeFields are omitted, the backend subscribes to all quote and all trade fields:

{
  "type": "subscribe",
  "id": "sub-2",
  "payload": [
    {
      "symbol": "AAPL"
    }
  ]
}

Include only quoteFields when you do not want a trade subscription:

{
  "type": "subscribe",
  "id": "sub-quote-1",
  "payload": [
    {
      "symbol": "AAPL",
      "quoteFields": ["bidPrice", "askPrice", "bidSize", "askSize"]
    }
  ]
}

Use "*" to subscribe to all available fields:

{
  "type": "subscribe",
  "id": "sub-4",
  "payload": [
    {
      "symbol": "GOOGL",
      "quoteFields": ["*"],
      "tradeFields": ["*"]
    }
  ]
}

Multiple Symbols

{
  "type": "subscribe",
  "id": "sub-3",
  "payload": [
    {
      "symbol": "AAPL",
      "quoteFields": ["bidPrice", "bidSize", "askPrice", "askSize", "midPrice", "spread"]
    },
    {
      "symbol": "MSFT",
      "quoteFields": ["bidPrice", "bidSize", "askPrice", "askSize", "midPrice", "spread"]
    }
  ]
}

Different symbols can have different field subscriptions:

{
  "type": "subscribe",
  "id": "sub-6",
  "payload": [
    {
      "symbol": "AAPL",
      "tradeFields": ["lastPrice", "size", "netChange", "tick"]
    },
    {
      "symbol": "MSFT",
      "quoteFields": ["bidPrice", "askPrice", "spread"]
    },
    {
      "symbol": "GOOGL",
      "quoteFields": ["*"],
      "tradeFields": ["*"]
    }
  ]
}

Level 2 & Time & Sales

{
  "type": "subscribe",
  "id": "sub-l2-1",
  "payload": [
    {
      "symbol": "AAPL",
      "level2": true
    }
  ]
}

{
  "type": "subscribe",
  "id": "sub-tns-1",
  "payload": [
    {
      "symbol": "AAPL",
      "timeAndSales": true
    }
  ]
}

Perfect for tape reading and order flow analysis:

{
  "type": "subscribe",
  "id": "sub-l2-tns-1",
  "payload": [
    {
      "symbol": "AAPL",
      "level2": true,
      "timeAndSales": true
    }
  ]
}

Full Market Data Suite

Subscribe to quotes, trades, Level 2, and Time & Sales:

{
  "type": "subscribe",
  "id": "sub-full-1",
  "payload": [
    {
      "symbol": "AAPL",
      "quoteFields": ["bidPrice", "askPrice", "midPrice", "spread"],
      "tradeFields": ["lastPrice", "size", "totalVolume", "netChange"],
      "level2": true,
      "timeAndSales": true
    }
  ]
}

Index Data

Indices do not have bid/ask quote data. Use tradeFields only.

{
  "type": "subscribe",
  "id": "sub-7",
  "payload": [
    {
      "symbol": "SPX",
      "tradeFields": ["lastPrice", "openPrice", "highPrice", "lowPrice", "netChange", "totalVolume"]
    }
  ]
}

{
  "type": "subscribe",
  "id": "sub-8",
  "payload": [
    {
      "symbol": "SPX",
      "tradeFields": ["lastPrice", "netChange"]
    },
    {
      "symbol": "NDX",
      "tradeFields": ["lastPrice", "netChange"]
    },
    {
      "symbol": "VIX",
      "tradeFields": ["lastPrice", "netChange"]
    }
  ]
}

Mixed Equities and Indices

{
  "type": "subscribe",
  "id": "sub-9",
  "payload": [
    {
      "symbol": "AAPL",
      "quoteFields": ["bidPrice", "askPrice", "midPrice"],
      "tradeFields": ["lastPrice", "netChange"]
    },
    {
      "symbol": "SPX",
      "tradeFields": ["lastPrice", "openPrice", "highPrice", "lowPrice"]
    }
  ]
}

Option Contracts

Options use OSI (Options Symbology Initiative) symbols. You must set symbolType: "option".

{
  "type": "subscribe",
  "id": "sub-10",
  "payload": [
    {
      "symbol": "AAPL240119C00150000",
      "symbolType": "option",
      "quoteFields": ["bidPrice", "askPrice", "midPrice", "spread", "openInterest"],
      "tradeFields": ["lastPrice", "totalVolume"]
    }
  ]
}

{
  "type": "subscribe",
  "id": "sub-11",
  "payload": [
    {
      "symbol": "AAPL240119C00150000",
      "symbolType": "option",
      "quoteFields": ["bidPrice", "askPrice"],
      "tradeFields": ["lastPrice"]
    },
    {
      "symbol": "AAPL240119C00155000",
      "symbolType": "option",
      "quoteFields": ["bidPrice", "askPrice"],
      "tradeFields": ["lastPrice"]
    },
    {
      "symbol": "AAPL240119P00145000",
      "symbolType": "option",
      "quoteFields": ["bidPrice", "askPrice"],
      "tradeFields": ["lastPrice"]
    }
  ]
}

Use "*" to receive all Greeks fields for an option contract:

{
  "type": "subscribe",
  "id": "sub-greeks-1",
  "payload": [
    {
      "symbol": "XSP281215C00920000",
      "symbolType": "option",
      "greeksFields": ["*"]
    }
  ]
}

Request only the Greeks you need to minimize bandwidth:

{
  "type": "subscribe",
  "id": "sub-greeks-2",
  "payload": [
    {
      "symbol": "AAPL240119C00150000",
      "symbolType": "option",
      "greeksFields": ["delta", "impliedVolatility"]
    }
  ]
}

Combine Greeks with quote data in a single subscription:

{
  "type": "subscribe",
  "id": "sub-greeks-3",
  "payload": [
    {
      "symbol": "AAPL240119C00150000",
      "symbolType": "option",
      "quoteFields": ["bidPrice", "askPrice", "midPrice"],
      "greeksFields": ["delta", "gamma", "theta", "vega", "impliedVolatility"]
    }
  ]
}

greeksFields is only applicable when symbolType is "option". Including it for equity symbols has no effect.

Available Fields Reference

Frequently used fields you can subscribe to, organized by data type. The wildcard ["*"] expands to every backend-supported field for that category.

Quote Fields

Subscribe to these fields using the quoteFields array. Use ["*"] for all fields.

Field	Description
`*`	Wildcard - Subscribe to all available quote fields
`bidPrice`	Current best bid price - the highest price a buyer is willing to pay
`bidSize`	Number of shares available at the bid price (typically in round lots of 100)
`bidExchange`	Exchange code where the best bid originated (e.g., ‘Q’ for NASDAQ, ‘N’ for NYSE)
`askPrice`	Current best ask (offer) price - the lowest price a seller is willing to accept
`askSize`	Number of shares available at the ask price (typically in round lots of 100)
`askExchange`	Exchange code where the best ask originated (e.g., ‘Q’ for NASDAQ, ‘N’ for NYSE)
`quoteTimestamp`	Unix timestamp in milliseconds of the consolidated/top-of-book quote time
`midPrice`	Midpoint price calculated as (bidPrice + askPrice) / 2
`spread`	Bid-ask spread calculated as askPrice - bidPrice
`openInterest`	Total outstanding open contracts for the option (options only; include in `quoteFields` when `symbolType` is `"option"`)
`type`	Data source type for the snapshot record
`sicCode`	Standard Industrial Classification (SIC) code identifying the company’s industry
`hasOptions`	Whether the symbol has listed options available (boolean)
`sharesOutstanding`	Total shares outstanding
`assets`	Total assets
`liabilities`	Total liabilities
`longTermDebt`	Long-term debt
`EPSDiluted`	Diluted earnings per share
`EPSLatest12Month`	Latest 12-month (trailing) earnings per share
`EPS3YearGrowthRate`	3-year EPS growth rate
`EPS5YearGrowthRate`	5-year EPS growth rate
`avgVolume4Weeks`	Average daily trading volume over the trailing 4 weeks
`PE`	Price-to-earnings (P/E) ratio
`high52WeekPrice`	52-week high price
`high52WeekDate`	Date of the 52-week high
`low52WeekPrice`	52-week low price
`low52WeekDate`	Date of the 52-week low
`dividend`	Latest dividend amount
`shortSaleRestricted`	Whether the symbol is under a short-sale restriction (SSR)

Fields from type down are fundamental and reference data drawn from the symbol snapshot rather than the live order book. They are delivered as strings (except hasOptions, which is a boolean), and field names are case-sensitive — use the exact casing shown (e.g. PE, EPSDiluted).

Example:

"quoteFields": ["bidPrice", "askPrice", "bidSize", "askSize", "midPrice", "spread"]

Trade Fields

Subscribe to these fields using the tradeFields array. Use ["*"] for all fields.

Field	Description
`*`	Wildcard - Subscribe to all available trade fields
`price`	Last trade execution price (same as lastPrice in most cases)
`size`	Number of shares in the last trade execution
`totalVolume`	Cumulative trading volume for the current session (total shares traded)
`openPrice`	Opening price for the current trading session
`highPrice`	Highest price reached during the current trading session
`lowPrice`	Lowest price reached during the current trading session
`lastPrice`	Most recent trade price (last sale price)
`netChange`	Net price change from previous close (lastPrice - previousClosePrice)
`tick`	Tick direction indicator: ‘up’ (uptick), ‘down’ (downtick), or ‘unchanged’
`tradeSeq`	Trade sequence number - monotonically increasing identifier for each trade
`tradeTimestamp`	ISO 8601 timestamp of when the trade was executed
`closePrice`	Official closing price (may be from current or previous session depending on market hours)

Example:

"tradeFields": ["lastPrice", "size", "totalVolume", "netChange", "tick"]

For Indices: Use trade fields only. Indices do not have bid/ask quote data.

Time & Sales Fields

Subscribe to these fields using the timeAndSalesFields array when timeAndSales: true. Use ["*"] for all fields (default if not specified).

Field	Description
`*`	Wildcard - Subscribe to all available Time & Sales fields
`symbol`	The ticker symbol for the trade
`price`	Trade execution price
`size`	Number of shares in the trade
`tick`	Tick direction indicator: ‘up’ (uptick), ‘down’ (downtick), or ‘unchanged’
`tradeSeq`	Trade sequence number - monotonically increasing identifier for each trade
`tradeExchange`	Exchange code where the trade was executed (e.g., ‘Q’ for NASDAQ, ‘N’ for NYSE, ‘D’ for FINRA ADF)
`tradeTimestamp`	ISO 8601 timestamp of when the trade was executed

Example:

{
  "symbol": "AAPL",
  "timeAndSales": true,
  "timeAndSalesFields": ["price", "size", "tick", "tradeTimestamp", "tradeExchange"]
}

Time & Sales shows every individual trade execution in real-time. Essential for tape reading and order flow analysis.

Level 2 Fields

Level 2 data is enabled with level2: true. The response contains market depth across multiple exchanges in a compact format.

Field	Description
`symbol`	The ticker symbol for the order book
`orderBook`	Array of compact order book entries in format `"askSize:price:bidSize"`
`quotes`	Array of exchange quotes in format `"EXCHANGE:askPrice:askSize:bidPrice:bidSize"`
`timestamp`	ISO 8601 timestamp of the update

Order Book Format: Each entry in orderBook follows: "askSize:price:bidSize"

askSize: Number of shares at ask (0 if no ask)
price: Price level
bidSize: Number of shares at bid (0 if no bid)

Quotes Format: Each entry in quotes follows: "EXCHANGE:askPrice:askSize:bidPrice:bidSize"

EXCHANGE: Exchange code (NSDQ, NYSE, BATS, EDGX, etc.)
askPrice: Ask price at this exchange
askSize: Number of shares at ask
bidPrice: Bid price at this exchange
bidSize: Number of shares at bid

Example Response:

Format Guide:

orderBook: askSize:price:bidSize (e.g., "0:250.00:100" = 0 shares ask, $250.00 price, 100 shares bid)
quotes: exchange:askPrice:askSize:bidPrice:bidSize (e.g., "EDGX:272.55:100:272.00:500" = EDGX exchange, $272.55 ask with 100 shares,$ 272.00 bid with 500 shares)

{
  "type": "event",
  "payload": {
    "action": "update",
    "type": "level2nOB",
    "symbol": "AAPL",
    "data": {
      "orderBook": [
        "0:250.00:100",
        "0:271.00:100",
        "0:272.00:1000",
        "45:272.49:0",
        "100:272.55:0"
      ],
      "quotes": [
        "EDGX:272.55:100:272.00:500",
        "BATS:272.58:300:271.00:100",
        "NSDQ:272.49:45:272.40:10"
      ],
      "symbol": "AAPL",
      "timestamp": "2025-12-29T05:18:33.600000-05:00"
    },
    "timestamp": 1767003513653
  }
}

No Initial Snapshot: Level 2 data does not provide an initial snapshot. You will receive updates as they arrive from the market feed.

Greeks Fields

Subscribe to these fields using the greeksFields array. Only available for option contracts (symbolType: "option"). Use ["*"] for all fields.What are Greeks? Greeks are standard risk measures that tell you how an option’s price is likely to move when something changes — the underlying stock price, time, or volatility. They are the building blocks of options risk management.

Field	Description
`*`	Wildcard — subscribe to all available Greeks fields
`delta`	How much the option’s price moves for a $1 move in the underlying stock. Calls are 0 to 1, puts are -1 to 0. A 0.50 delta call gains ≈$ 0.50 if the stock rises $1. Also a rough estimate of the probability the option expires in-the-money.
`gamma`	How much delta itself changes per $1 move in the underlying. High gamma = delta swings quickly, so position risk changes fast.
`theta`	How much value the option loses per day purely from time passing (the “time decay”). Almost always negative for long option holders.
`vega`	How much the option’s price changes for a 1-percentage-point change in implied volatility. Long options have positive vega — they gain when volatility rises.
`rho`	How much the option’s price changes for a 1-percentage-point change in interest rates. Usually small for short-dated options.
`impliedVolatility`	The market’s expectation of how volatile the underlying will be over the option’s life, expressed as a decimal: `0.2752` means 27.52% annualized. Higher IV = more expensive options.
`symbol`	The OSI symbol of the option contract
`timestamp`	ISO 8601 timestamp of when the Greeks were last calculated

Example (all Greeks):

"greeksFields": ["*"]

Example (selective fields):

"greeksFields": ["delta", "gamma", "impliedVolatility"]

greeksFields is only applicable when symbolType is "option". It has no effect for equity or index symbols.

Unsubscribing from Market Data

The WebSocket supports three unsubscribe modes for flexible subscription management.

Mode 1: Full Unsubscribe
Mode 2: Type-Specific
Mode 3: Field-Level

Remove all subscriptions for one or more symbols:

{
  "type": "unsubscribe",
  "id": "unsub-1",
  "payload": ["AAPL", "MSFT", "GOOGL"]
}

This removes all quote, trade, Level 2, Time & Sales, and Greeks subscriptions for the specified symbols.

Unsubscribe from specific data types while keeping others active:

Unsubscribe from Quotes Only

{
  "type": "unsubscribe",
  "id": "unsub-2",
  "payload": [
    {
      "symbol": "AAPL",
      "quote": true,
      "trade": false
    }
  ]
}

Unsubscribe from Trades Only

{
  "type": "unsubscribe",
  "id": "unsub-3",
  "payload": [
    {
      "symbol": "TSLA",
      "trade": true
    }
  ]
}

Unsubscribe from Level 2 Only

{
  "type": "unsubscribe",
  "id": "unsub-l2-1",
  "payload": [
    {
      "symbol": "AAPL",
      "level2": true
    }
  ]
}

Unsubscribe from Time & Sales Only

{
  "type": "unsubscribe",
  "id": "unsub-tns-1",
  "payload": [
    {
      "symbol": "AAPL",
      "timeAndSales": true
    }
  ]
}

Unsubscribe from Level 2 and Time & Sales

{
  "type": "unsubscribe",
  "id": "unsub-l2-tns-1",
  "payload": [
    {
      "symbol": "AAPL",
      "level2": true,
      "timeAndSales": true
    }
  ]
}

Unsubscribe from All Greeks

{
  "type": "unsubscribe",
  "id": "unsub-greeks-1",
  "payload": [
    {
      "symbol": "XSP281215C00920000",
      "greeks": true
    }
  ]
}

Available type flags:

quote: boolean - Unsubscribe from all quote data
trade: boolean - Unsubscribe from all trade data
level2: boolean - Unsubscribe from Level 2 data
timeAndSales: boolean - Unsubscribe from Time & Sales data
greeks: boolean - Unsubscribe from all Greeks data (options only)

Remove specific fields while keeping the subscription active:

Unsubscribe from Specific Quote Fields

{
  "type": "unsubscribe",
  "id": "unsub-4",
  "payload": [
    {
      "symbol": "GOOGL",
      "quoteFields": ["bidPrice", "askPrice", "bidSize", "askSize"]
    }
  ]
}

Unsubscribe from Specific Trade Fields

{
  "type": "unsubscribe",
  "id": "unsub-5",
  "payload": [
    {
      "symbol": "AAPL",
      "tradeFields": ["totalVolume", "tick", "tradeSeq"]
    }
  ]
}

Unsubscribe from Mixed Fields

{
  "type": "unsubscribe",
  "id": "unsub-6",
  "payload": [
    {
      "symbol": "MSFT",
      "quoteFields": ["midPrice", "spread"],
      "tradeFields": ["tradeTimestamp", "closePrice"]
    }
  ]
}

Field-level unsubscribe is supported for quote and trade fields. For Greeks, use greeks: true to remove the full Greeks subscription for an option symbol.

Unsubscribe Response

When you unsubscribe, the server confirms the action:

{
  "type": "event",
  "payload": {
    "action": "unsubscribe",
    "data": {
      "symbols": ["AAPL"]
    },
    "id": "unsub-1",
    "timestamp": 1701450000123
  }
}

Message Formats & Responses

Snapshot Responses

When you subscribe, you immediately receive a snapshot of current market data. The snapshot contains all requested fields.

Quote Snapshot Example

{
  "type": "event",
  "payload": {
    "action": "snapshot",
    "type": "quote",
    "symbol": "AAPL",
    "data": {
      "bidPrice": 150.25,
      "bidSize": 500,
      "bidExchange": "Q",
      "askPrice": 150.26,
      "askSize": 300,
      "askExchange": "N",
      "quoteTimestamp": 1701450000121,
      "midPrice": 150.255,
      "spread": 0.01
    },
    "id": "sub-1",
    "timestamp": 1701450000123
  }
}

Trade Snapshot Example

{
  "type": "event",
  "payload": {
    "action": "snapshot",
    "type": "trade",
    "symbol": "AAPL",
    "data": {
      "price": 150.25,
      "lastPrice": 150.25,
      "size": 100,
      "totalVolume": 45678900,
      "openPrice": 149.50,
      "highPrice": 151.00,
      "lowPrice": 149.25,
      "closePrice": 149.80,
      "netChange": 0.45,
      "tick": "up",
      "tradeSeq": 123456,
      "tradeTimestamp": "2026-04-20T07:11:01.123000-04:00"
    },
    "id": "sub-1",
    "timestamp": 1701450000125
  }
}

Level 2 Update Example

Level 2 does not send an initial snapshot. You receive updates as they arrive.

Format Guide:

orderBook: askSize:price:bidSize
quotes: exchange:askPrice:askSize:bidPrice:bidSize

{
  "type": "event",
  "payload": {
    "action": "update",
    "type": "level2nOB",
    "symbol": "AAPL",
    "timestamp": 1701450000123,
    "data": {
      "orderBook": [
        "0:150.24:200",
        "0:150.24:300",
        "500:150.26:0",
        "300:150.26:0",
        "400:150.27:0"
      ],
      "quotes": [
        "NSDQ:150.26:500:150.25:400",
        "NYSE:150.27:200:150.24:200",
        "PACF:150.26:300:150.24:300"
      ],
      "symbol": "AAPL",
      "timestamp": "2025-12-29T05:18:33.123000-05:00"
    }
  }
}

Time & Sales Update Example

{
  "type": "event",
  "payload": {
    "action": "update",
    "type": "timeAndSales",
    "symbol": "AAPL",
    "timestamp": 1701450000458,
    "data": {
      "symbol": "AAPL",
      "price": "150.26",
      "size": "250",
      "tick": "up",
      "tradeSeq": "123457",
      "tradeExchange": "Q",
      "tradeTimestamp": "2026-04-20T07:11:01.717000-04:00"
    }
  }
}

Each Time & Sales message represents a single trade execution. You may receive multiple messages per second during active trading.

Option Contract Snapshot

{
  "type": "event",
  "payload": {
    "action": "snapshot",
    "type": "quote",
    "symbol": "AAPL240119C00150000",
    "data": {
      "bidPrice": 5.25,
      "askPrice": 5.30,
      "bidSize": 50,
      "askSize": 75,
      "midPrice": 5.275,
      "spread": 0.05,
      "openInterest": 12450
    },
    "id": "sub-opt-1",
    "timestamp": 1701450000123
  }
}

Greeks Snapshot & Update Example

Upon subscribing with greeksFields, the server immediately sends a snapshot of the last known Greeks values. Subsequent updates are streamed whenever Greeks are recalculated.1. Initial snapshot (received immediately on subscribe):

{
  "type": "event",
  "payload": {
    "action": "snapshot",
    "type": "greeks",
    "symbol": "XSP281215C00920000",
    "timestamp": 1770975436651,
    "data": {
      "delta": 0.522,
      "gamma": 0.0386,
      "impliedVolatility": 0.2752,
      "symbol": "XSP281215C00920000",
      "theta": -0.0246,
      "rho": 0.004,
      "timestamp": "2026-02-13T15:07:16.65+05:30",
      "vega": 0.1606
    }
  }
}

2. Real-time update (streamed when Greeks change):

{
  "type": "event",
  "payload": {
    "action": "update",
    "type": "greeks",
    "symbol": "XSP281215C00920000",
    "timestamp": 1770975502651,
    "data": {
      "delta": 0.531,
      "gamma": 0.0391,
      "impliedVolatility": 0.2788,
      "symbol": "XSP281215C00920000",
      "theta": -0.0249,
      "rho": 0.004,
      "timestamp": "2026-02-13T15:08:22.10+05:30",
      "vega": 0.1618
    }
  }
}

Selective fields (using greeksFields: ["delta", "impliedVolatility"]):

{
  "type": "event",
  "payload": {
    "action": "snapshot",
    "type": "greeks",
    "symbol": "AAPL240119C00150000",
    "timestamp": 1701450000890,
    "data": {
      "delta": 0.638,
      "impliedVolatility": 0.3105
    }
  }
}

Use action: "snapshot" vs action: "update" to distinguish the initial state from real-time changes. Only the fields you subscribed to are included in each message.

Update Responses

After the snapshot, you receive real-time updates with only changed fields:

Quote Update

{
  "type": "event",
  "payload": {
    "action": "update",
    "type": "quote",
    "symbol": "AAPL",
    "timestamp": 1701450001456,
    "data": {
      "bidPrice": 150.26,
      "bidSize": 600,
      "midPrice": 150.255,
      "spread": 0.01
    }
  }
}

Bandwidth Optimization: Updates contain only fields that changed since the last message, minimizing network usage.

Trade Update

{
  "type": "event",
  "payload": {
    "action": "update",
    "type": "trade",
    "symbol": "GOOG",
    "timestamp": 1776683461767,
    "data": {
      "netChange": -3.1300000000000003,
      "price": 336.27000000000004,
      "size": 6,
      "symbol": "GOOG",
      "tradeTimestamp": "2026-04-20T07:11:01.717000-04:00"
    }
  }
}

Market Status Updates

After successful authentication and whenever market status changes, the server can send a market status event:

{
  "type": "event",
  "payload": {
    "action": "update",
    "type": "marketStatus",
    "data": {
      "market": "open",
      "serverTime": "2026-05-13T10:30:00Z",
      "exchanges": {
        "nyse": "open",
        "nasdaq": "open"
      },
      "currencies": {
        "fx": "open"
      },
      "afterHours": false,
      "earlyHours": false
    },
    "timestamp": 1701450000123
  }
}

Streaming event structure

Streaming market data events use the following envelope:

Field	Type	Description
`type`	string	Outer envelope type. Streaming market data events always use `event`.
`payload.action`	string	What kind of event this is. One of: `snapshot` (the first message you receive after subscribing — current state), `update` (a real-time change), `error` (something went wrong), `unsubscribe` (the server confirming you’ve been removed from a feed).
`payload.type`	string	Which data category the event belongs to. One of: `quote` (best bid/ask), `trade` (last sale info), `level2nOB` (order book depth), `timeAndSales` (every individual trade), `greeks` (option risk measures), `marketStatus` (market session state).
`payload.symbol`	string	The ticker or option symbol the event is about. Omitted for market-wide events such as `marketStatus`.
`payload.data`	object	The actual data payload. Note that `update` messages only include fields that changed since the last message — fields not in the update have not changed.
`payload.id`	string	Correlation ID. When the event was triggered by one of your subscribe requests, the server echoes back the `id` you sent.
`payload.timestamp`	integer	When the event happened, in Unix milliseconds (epoch).

Quick guide to outer type values:

event — Streaming pushes from the server: market data, auth/refresh notifications, unsubscribe confirmations, subscription errors.
pong — Reply to a ping you sent. Used only for keep-alive.
response — Reply to an on-demand request you sent (e.g. fetching option expiry dates).

Error Handling

Error Response Format

{
  "type": "event",
  "payload": {
    "action": "error",
    "symbol": "INVALID",
    "error": "symbol not found",
    "id": "sub-1",
    "timestamp": 1701450000123
  }
}

Common Error Messages

Message	Description	Resolution
`authentication required`	The connection must authenticate before this action	Send a `POST /auth` request message with a valid token
`invalid subscribe format`	Subscribe payload could not be parsed as an array of symbol requests	Send `payload` as an array of objects
`invalid unsubscribe format`	Unsubscribe payload could not be parsed as an array of strings or objects	Send `payload` as `["AAPL"]` or `[{ "symbol": "AAPL", "quote": true }]`
`no symbols provided`	The request did not include any symbols	Include at least one symbol
`too many symbols in request`	Request exceeded the backend symbol limit	Split symbols across multiple requests
`invalid quote fields: ...`	One or more quote field names are not supported	Check field names against the quote field list
`invalid trade fields: ...`	One or more trade field names are not supported	Check field names against the trade field list
`invalid greeks fields: ...`	One or more Greeks field names are not supported	Use only `delta`, `gamma`, `theta`, `vega`, `rho`, or `impliedVolatility`

Always implement error handling in your WebSocket client to handle network issues, invalid requests, and server errors gracefully.

Connection Management

Ping/Pong Keepalive

Send periodic pings to keep the WebSocket connection alive and detect network issues: Client sends:

{
  "type": "ping",
  "id": "ping-001"
}

Server responds:

{
  "type": "pong",
  "id": "ping-001",
  "timestamp": "2026-05-13T10:30:00Z",
  "payload": null
}

Recommended: Send a ping every 30-60 seconds to maintain the connection and detect disconnects quickly.

Handling Disconnects

const ws = new WebSocket('wss://api.aries.com/v1/market/ws');

ws.onclose = (event) => {
  console.log('WebSocket closed:', event.code, event.reason);

  // Implement reconnection logic with exponential backoff
  setTimeout(() => {
    reconnect();
  }, getBackoffDelay());
};

ws.onerror = (error) => {
  console.error('WebSocket error:', error);
};

Implement exponential backoff for reconnections: start with 1 second, then 2s, 4s, 8s, up to a maximum of 60 seconds.

Request/Response Pattern

Besides streaming subscriptions, the WebSocket supports on-demand queries using a RESTful-style request/response pattern.

Get Option Expiry Dates

Query all available expiration dates for an underlying symbol: Request:

{
  "type": "request",
  "id": "req-expiry-1",
  "payload": {
    "method": "GET",
    "path": "/options/AAPL/expiry-dates"
  }
}

Response:

{
  "type": "response",
  "id": "req-expiry-1",
  "payload": {
    "status": 200,
    "data": {
      "symbol": "AAPL",
      "expiryDates": [
        {
          "date": "2024-01-19"
        },
        {
          "date": "2024-02-16"
        },
        {
          "date": "2024-03-15"
        },
        {
          "date": "2024-04-19"
        }
      ]
    }
  }
}

Get Option Contract Symbols

Query all call and put contracts for a symbol and expiration date: Request:

{
  "type": "request",
  "id": "req-contracts-1",
  "payload": {
    "method": "GET",
    "path": "/options/AAPL/contracts/2024-01-19"
  }
}

For weekly contracts, include the optional frequency path segment:

{
  "type": "request",
  "id": "req-contracts-weekly-1",
  "payload": {
    "method": "GET",
    "path": "/options/SPX/contracts/2024-01-19/W"
  }
}

Response:

{
  "type": "response",
  "id": "req-contracts-1",
  "payload": {
    "status": 200,
    "data": {
      "symbol": "AAPL",
      "expiryDate": "2024-01-19",
      "calls": [
        {
          "symbol": "AAPL240119C00145000",
          "strikePrice": 145.00
        },
        {
          "symbol": "AAPL240119C00150000",
          "strikePrice": 150.00
        }
      ],
      "puts": [
        {
          "symbol": "AAPL240119P00145000",
          "strikePrice": 145.00
        },
        {
          "symbol": "AAPL240119P00150000",
          "strikePrice": 150.00
        }
      ]
    }
  }
}

Request Responses

Successful request replies are returned as type: "response" with payload.status and payload.data. Request/response errors use type: "response" with payload.status and payload.error. Streaming subscription errors use type: "event" with payload.action: "error".

Messages

{
  "type": "request",
  "id": "auth-001",
  "payload": {
    "method": "POST",
    "path": "/auth",
    "body": {
      "token": "eyJhbGciOiJSUzI1NiIsInR5cCI6IkpXVCJ9.eyJzdWIiOiJ1c2VyLTEyMzQ1IiwiZXhwIjoxNzAxNDUzNjAwfQ.signature"
    }
  }
}

{
  "type": "event",
  "payload": {
    "action": "update",
    "type": "quote",
    "symbol": "AAPL",
    "data": {
      "bidPrice": 190.04,
      "askPrice": 190.06,
      "midPrice": 190.05,
      "spread": 0.02,
      "quoteTimestamp": 1701450001000
    },
    "timestamp": 1701450001123
  }
}

{
  "type": "event",
  "payload": {
    "action": "update",
    "type": "level2nOB",
    "symbol": "AAPL",
    "data": {
      "orderBook": [
        "0:150.24:200",
        "500:150.26:0"
      ],
      "quotes": [
        "NSDQ:150.26:500:150.25:400",
        "NYSE:150.27:200:150.24:200"
      ],
      "symbol": "AAPL",
      "timestamp": "2025-12-29T05:18:33.600000-05:00"
    },
    "timestamp": 1701450000123
  }
}

{
  "type": "event",
  "payload": {
    "action": "update",
    "type": "timeAndSales",
    "symbol": "AAPL",
    "data": {
      "symbol": "AAPL",
      "price": "189.95",
      "size": "100",
      "tick": "up",
      "tradeSeq": "123456789",
      "tradeExchange": "Q",
      "tradeTimestamp": "2026-04-20T07:11:01.717000-04:00"
    },
    "timestamp": 1701450001123
  }
}

{
  "type": "event",
  "payload": {
    "action": "update",
    "type": "greeks",
    "symbol": "XSP281215C00920000",
    "data": {
      "delta": 0.531,
      "gamma": 0.0391,
      "impliedVolatility": 0.2788,
      "symbol": "XSP281215C00920000",
      "theta": -0.0249,
      "rho": 0.004,
      "timestamp": "2026-02-13T15:08:22.10+05:30",
      "vega": 0.1618
    },
    "timestamp": 1770975502651
  }
}

{
  "type": "event",
  "payload": {
    "action": "refreshAuth",
    "data": {
      "message": "authentication expires soon, please re-authenticate",
      "expiresIn": 300000
    },
    "timestamp": 1701450000123
  }
}

{
  "type": "event",
  "payload": {
    "action": "snapshot",
    "type": "quote",
    "symbol": "AAPL",
    "data": {
      "bidPrice": 189.94,
      "bidSize": 100,
      "askPrice": 189.96,
      "askSize": 200,
      "midPrice": 189.95,
      "spread": 0.02,
      "quoteTimestamp": 1701450000000
    },
    "id": "sub-2",
    "timestamp": 1701450000123
  }
}

{
  "type": "response",
  "id": "req-expiry-1",
  "payload": {
    "status": 200,
    "data": {
      "symbol": "AAPL",
      "expiryDates": [
        {
          "date": "2024-01-19"
        },
        {
          "date": "2024-01-26",
          "freq": "W"
        },
        {
          "date": "2024-02-16"
        }
      ]
    }
  }
}

{
  "type": "response",
  "id": "req-contracts-1",
  "payload": {
    "status": 200,
    "data": {
      "symbol": "AAPL",
      "expiryDate": "2024-01-19",
      "calls": [
        {
          "symbol": "AAPL240119C00145000",
          "strikePrice": 145
        },
        {
          "symbol": "AAPL240119C00150000",
          "strikePrice": 150
        }
      ],
      "puts": [
        {
          "symbol": "AAPL240119P00145000",
          "strikePrice": 145
        },
        {
          "symbol": "AAPL240119P00150000",
          "strikePrice": 150
        }
      ]
    }
  }
}

{
  "type": "response",
  "id": "req-003",
  "timestamp": "2026-01-07T15:17:32Z",
  "payload": {
    "status": 200,
    "data": {
      "symbol": "AAPL",
      "name": "Apple Inc.",
      "description": "Apple Inc. is a preeminent American multinational technology company renowned for its innovative consumer electronics, software, and online services.",
      "assetType": "Common Stock",
      "sector": "TECHNOLOGY",
      "industry": "CONSUMER ELECTRONICS",
      "address": "ONE APPLE PARK WAY, CUPERTINO, CA, UNITED STATES, 95014",
      "sicCode": "3663",
      "fiscalYearEnd": "September",
      "latestQuarter": "2025-09-30",
      "lastPrice": "261.9",
      "price": "261.968295",
      "openPrice": "263.59999999999997",
      "highPrice": "263.68",
      "lowPrice": "261.21",
      "closePrice": "262.428295",
      "netChange": "-0.45999999999999996",
      "bidPrice": "261.98",
      "bidSize": "400",
      "askPrice": "261.99",
      "askSize": "100",
      "midPrice": "261.985",
      "spread": "0.009999999999990905",
      "bidExchange": "NQEX|Nasdaq Exchange",
      "askExchange": "NQEX|Nasdaq Exchange",
      "tradeExchange": "NQNX|Nasdaq Trade Reporting Facility",
      "totalVolume": "10781409",
      "avgVolume4Weeks": "41245325",
      "tick": "-1",
      "tradeSeq": "13264647",
      "quoteTimestamp": "2026-01-07T10:16:56.961000-05:00",
      "tradeTimestamp": "2026-01-07T10:17:31.398000-05:00",
      "high52WeekPrice": "288.62",
      "high52WeekDate": "2025-12-03T00:00:00.000Z",
      "low52WeekPrice": "169.2101",
      "low52WeekDate": "2025-04-08T00:00:00.000Z",
      "movingAverage50Day": "269.52",
      "movingAverage200Day": "229.91",
      "marketCapitalization": "4021300494000",
      "sharesOutstanding": "14776353",
      "eps": "7.4",
      "EPSDiluted": "1.84",
      "dilutedEPSTTM": "7.4",
      "EPSLatest12Month": "89.690722",
      "EPS3YearGrowthRate": "12.566554",
      "EPS5YearGrowthRate": "19.982310000000002",
      "PE": "35.1689",
      "trailingPE": "36.62",
      "forwardPE": "33.0",
      "pegRatio": "2.769",
      "priceToBookRatio": "54.84",
      "priceToSalesRatioTTM": "9.66",
      "bookValue": "4.991",
      "beta": "1.107",
      "dividend": "0.26",
      "dividendPerShare": "1.02",
      "dividendYield": "0.0037",
      "revenueTTM": "416161006000",
      "revenuePerShareTTM": "27.84",
      "grossProfitTTM": "195201008000",
      "ebitda": "144748003000",
      "profitMargin": "0.269",
      "operatingMarginTTM": "0.317",
      "returnOnAssetsTTM": "0.23",
      "returnOnEquityTTM": "1.714",
      "evToRevenue": "9.82",
      "evToEBITDA": "28.24",
      "quarterlyEarningsGrowthYOY": "0.912",
      "quarterlyRevenueGrowthYOY": "0.079",
      "assets": "359241000",
      "liabilities": "285508000",
      "longTermDebt": "986570000",
      "alphaVantageUpdatedAt": "2025-12-23T11:29:26Z",
      "type": "ETRADE",
      "size": "1"
    }
  }
}

{
  "type": "event",
  "payload": {
    "action": "update",
    "type": "marketStatus",
    "data": {
      "market": "open",
      "serverTime": "2026-05-13T10:30:00Z",
      "exchanges": {
        "nyse": "open",
        "nasdaq": "open"
      },
      "currencies": {
        "fx": "open"
      },
      "afterHours": false,
      "earlyHours": false
    },
    "timestamp": 1701450000123
  }
}

Auth Request

type:object

Request to authenticate the WebSocket connection

Subscribe Request

type:object

Request to subscribe to market data for one or more symbols

Unsubscribe Request

type:object

Request to unsubscribe from market data

Ping Request

type:object

Keep-alive ping message

Get Expiry Dates Request

type:object

Request to get option expiration dates for a symbol

Get Contract Symbols Request

type:object

Request to get option contract symbols for a symbol and expiry date

Get Equity Snapshot Request

type:object

Request to get a full snapshot of equity data for a symbol

Quote Update

type:object

Real-time quote update for a subscribed symbol

Trade Update

type:object

Real-time trade/price update for a subscribed symbol

Level 2 / Order Book Update

type:object

Real-time Level 2 order book update showing market depth across exchanges

Time & Sales Update

type:object

Real-time trade execution from the time and sales feed

Greeks Update

type:object

Greeks snapshot on subscribe and real-time updates for an option contract

Error Response

type:object

Error message from the server

Auth Required Response

type:object

Server requests authentication

Refresh Auth Response

type:object

Server warns authentication expires soon

Auth Expired Response

type:object

Server notifies authentication has expired

Auth Success Response

type:object

Successful authentication response

Snapshot Response

type:object

Initial snapshot of market data after subscription

Unsubscribe Response

type:object

Confirmation of unsubscribe request

Pong Response

type:object

Response to ping request

Get Expiry Dates Response

type:object

Response containing option expiration dates

Get Contract Symbols Response

type:object

Response containing option contract symbols (calls and puts)

Get Equity Snapshot Response

type:object

Response containing comprehensive equity data snapshot

Market Status Update

type:object

Current market status

WebSockets Charting WebSocket

Field-Level Subscriptions

Real-Time Updates

Initial Snapshot

Multi-Symbol Support

Equities & Options

Market Indices

​Equities

​Indices

​Options

Quote Data

Trade Data

Level 2 / Order Book Data

Time & Sales Data

Greeks Data

Market Status

​Example

WebSocket Client

Authentication

JSON Parser

Network Connectivity

Portfolio Monitoring

Trading Applications

Market Dashboards

Price Alert Systems

Market Analysis Tools

​Authentication

​Subscribing to Market Data

​Basic Subscription Structure

​Subscription Examples

​Subscribe to Trade Fields Only

​Subscribe to All Quote and Trade Fields

​Subscribe to Quote Fields Only

​Subscribe to All Fields Using Wildcard

​Subscribe to Specific Quote Fields for Multiple Symbols

​Subscribe to Multiple Symbols with Different Fields

​Subscribe to Level 2 Order Book Data

​Subscribe to Time & Sales Data

​Subscribe to Both Level 2 and Time & Sales

​Full Market Data Suite

​Subscribe to S&P 500 Index

​Subscribe to Multiple Indices

​Mixed Equities and Indices

​Subscribe to a Single Option Contract

​Subscribe to Multiple Option Contracts

​Subscribe to All Greeks (Wildcard)

​Subscribe to Specific Greeks Fields

​Subscribe to Greeks Alongside Quotes

​Available Fields Reference

​Unsubscribing from Market Data

​Unsubscribe from Quotes Only

​Unsubscribe from Trades Only

​Unsubscribe from Level 2 Only

​Unsubscribe from Time & Sales Only

​Unsubscribe from Level 2 and Time & Sales

​Unsubscribe from All Greeks

​Unsubscribe from Specific Quote Fields

​Unsubscribe from Specific Trade Fields

​Unsubscribe from Mixed Fields

​Unsubscribe Response

​Message Formats & Responses

​Snapshot Responses

​Update Responses

​Market Status Updates

​Streaming event structure

​Error Handling

​Error Response Format

​Common Error Messages

​Connection Management

​Ping/Pong Keepalive

​Handling Disconnects

​Request/Response Pattern

​Get Option Expiry Dates

​Get Option Contract Symbols

​Request Responses

Equities

Indices

Options

Example

Authentication

Subscribing to Market Data

Basic Subscription Structure

Subscription Examples

Subscribe to Trade Fields Only

Subscribe to All Quote and Trade Fields

Subscribe to Quote Fields Only

Subscribe to All Fields Using Wildcard

Subscribe to Specific Quote Fields for Multiple Symbols

Subscribe to Multiple Symbols with Different Fields

Subscribe to Level 2 Order Book Data

Subscribe to Time & Sales Data

Subscribe to Both Level 2 and Time & Sales

Full Market Data Suite

Subscribe to S&P 500 Index

Subscribe to Multiple Indices

Mixed Equities and Indices

Subscribe to a Single Option Contract

Subscribe to Multiple Option Contracts

Subscribe to All Greeks (Wildcard)

Subscribe to Specific Greeks Fields

Subscribe to Greeks Alongside Quotes

Available Fields Reference

Unsubscribing from Market Data

Unsubscribe from Quotes Only

Unsubscribe from Trades Only

Unsubscribe from Level 2 Only

Unsubscribe from Time & Sales Only

Unsubscribe from Level 2 and Time & Sales

Unsubscribe from All Greeks

Unsubscribe from Specific Quote Fields

Unsubscribe from Specific Trade Fields

Unsubscribe from Mixed Fields

Unsubscribe Response

Message Formats & Responses

Snapshot Responses

Update Responses

Market Status Updates

Streaming event structure

Error Handling

Error Response Format

Common Error Messages

Connection Management

Ping/Pong Keepalive

Handling Disconnects

Request/Response Pattern

Get Option Expiry Dates

Get Option Contract Symbols

Request Responses