Market Data Request

Market Data Request

Topic:

smd
Subscribes the user to watchlist market data.
Streaming, top-of-the-book, level one, market data is available for all instruments using Client Portal API’s websocket endpoint.

IMPORTANT: Market data streams will terminate after 15 minutes. Users must send a new request for market data after 10 minutes to continue retrieving data for the instrument.
NOTE: The maximum number of market data subscriptions is based on your account’s Market Data Lines.

Topic Target:

conid: Required.
Must pass a single contract identifier.
Contracts requested use SMART routing by default. To specify the exchange, the contract identifier should be modified to: conId@EXCHANGE, where EXCHANGE is the requested data source.
Combos or Spreads market data can be retrieved using identical formatting to Combo or Spread Orders. The only difference is that a spread_conid of 0 must be passed.

Arguments:

fields: Array of Strings. Optional.
Pass an array of field IDs. Each ID should be passed as a string.
You can find a list of fields in the Market Data Fields section.

smd+conId+{
    [
    "fields":"field_1",
    "field_2",
    "field_n", 
    "field_n+1"
    ]
}

Watchlist market data at Interactive Brokers is derived from time-based snapshot intervals which vary by product and region. This means that a given tick will only update as frequently as its interval allows. See the table for more details on product specifics.

Market Data Response

server_id: String.
Returns the request’s identifier.

conidEx: String.
Returns the passed conid field. May include exchange if specified in request.

conid: int.
Returns the contract id of the request

_updated: int*.
Returns the epoch time of the update in a 13 character integer .

6119: String.
Field value of the server_id. Returns the request’s identifier.

fields*: String.
Returns a response for each request. Some fields not be as readily available as others. See the Market Data section for more details.

6509: String.
Returns a multi-character value representing the Market Data Availability.

topic: String.
Restates the requesting topic.

{
    "server_id":"server_id",
    "conidEx":"conidEx",
    "conid":conid,"
    _updated":_updated,
    "6119":"serverId",
    "field_1":field_1,
    "field_2":field_2,
    "field_n":field_n, 
    "field_n+1":field_n+1,
    "6509":"RB",
    "topic":"smd+conid"
}