L0 and L1 Data

Message Format

All messages are transmitted in JSON format, separated by carriage returns. Each message follows this structure:

{
  "type": "MESSAGE_TYPE",
  "data": {
    "field1": "value1",
    "field2": "value2"
  }
}

Message Types

Name	Access	Type Value	Description
Snapshot Tick	L0, L1, L2	tick	Market data snapshot for individual securities. L0 is limited to indices and regular market

Message Type Details

Snapshot Tick

Real-time price and volume data for a security.

Fields

Field Name	Object Key	Type	Description
Market Type	m	string	IDX - Index, REG - Regular, FUT - Futures, ODL - Odd Lot
Session/Scrip State	st	string	RED - Ready, PRE - Pre-Open, OPN - Open, BRK - Break, PCL - Post-Close, HLT - Halted, CBR - Circuit Breaker, SUS - Suspended
Symbol	s	string	Security symbol or index code
Timestamp	t	number	Unix timestamp (seconds)
Open	o	number	Opening price/index value
High	h	number	Highest price/index value
Low	l	number	Lowest price/index value
Close	c	number	Current price/index value
Volume	v	number	Total traded volume
Last Day Close Price	ldcp	number	Previous day's closing price
Change	ch	number	Price change from previous close
Change Percent	pch	number	Percentage change from previous close
Bid/Buy Price	bp	number	Current bid price
Bid/Buy Volume	bv	number	Volume at bid price
Ask/Sell Price	ap	number	Current ask price
Ask/Sell Volume	av	number	Volume at ask price
Value	val	number	Total traded value
Total Trades	tr	number	Number of trades
Last Trade	lt	object	Last trade information (null if unavailable) - View

Last Trade Fields (lt)

Field Name	Object Key	Type	Description
Timestamp	t	number	Unix timestamp of last trade
Price	x	number	Last trade price
Volume	v	number	Last trade volume

Example

{
  "type": "tick",
  "data": {
    "m": "REG",
    "st": "OPN",
    "s": "SYS",
    "t": 1710485205,
    "o": 410,
    "h": 410,
    "l": 405,
    "c": 409,
    "v": 157670,
    "ldcp": 408.23,
    "ch": 0.77,
    "pch": 0.00189,
    "bp": 408.63,
    "bv": 50,
    "ap": 409,
    "av": 212,
    "val": 64251429.95,
    "tr": 537,
    "lt": {
      "t": 1710485205,
      "x": 409,
      "v": 1000
    }
  }
}