Announces the current state of a Security.
This subscription is only available for symbols that offer Asset in their SubscriptionData
.
**Controller:**Market
Topic: Security![Code].[Market]
Action: Sub
**Permissions:**Paritech.Zenith.Market.Data
Server-side Unsubscribe: Yes
Format | Description | Example |
---|---|---|
Security![Code].[Market] |
Receive security data relating to a symbol. | Security!BHP.ASX |
Name | Description |
---|---|
Market | The code for the listing Market of the desired symbol. Can be a Mixed Market code. |
Code | The code of the desired symbol. |
All fields are provided optionally between publications.
A field that is not included should be considered unchanged.
A field marked Nullable may receive a null value, identifying the data does not exist. Eg: Last will be null if the security has yet to trade for the day.
A field that never receives a value should be considered as zero for numeric values, null for nullable values, etc, unless otherwise mentioned below.
The server will always send out the full state immediately after subscribing, as well as during a server resynchronisation and upon a new trading day
As the Code and Market are only ever sent once, the consumer must use the topic to identify the symbol updates are for.
Name | Type | Output | Description |
---|---|---|---|
Code | String | The symbol code, not including the Market | |
Market | String | The code for the Market this security belongs to | |
Exchange | String | The exchange that issued this security. If omitted, is identical to Market | |
Name | String | The full name of the security | |
Class | String | The class of security. One of: Market ManagedFund |
|
CFI | String | Always | The CFI (ISO 10962) code for this Symbol |
TradingState | String | The trading status of the Security. | |
TradingMarkets | Array | A string array of Trading Markets that this Symbol can be traded on.You may check the status of these Trading Markets by checking the States property of the top-level Market | |
IsIndex | Boolean | True if this security is an index, otherwise defaults to False | |
ExpiryDate | Date | The expiry date of an Option or Warrant. Omitted if not relevant. Will be in the format YYYY-MM-DD |
|
StrikePrice | Decimal | The strike price of an Option. Omitted if not relevant. | |
ExerciseType | String | The exercise type of an Option. One of: American, Asian, European, Unknown | |
CallOrPut | String | The style of Option or Warrant. Omitted if not relevant. One of: Call Put | |
ContractSize | Integer | The contract size of a Warrant | |
LotSize | Integer | Optional | The lot size for trading. Omitted if none exists. |
Alternates | Object | Optional | An object where the keys and values represent alternate codes associated with this Symbol. Omitted if there are no alternate codes. |
Attributes | Object | Optional | An object where the keys and values represent attributes associated with this Symbol. Omitted if there are no attributes. |
Legs | Array | Optional | An array of Symbol Leg objects representing the combination legs of this Symbol, if any. |
Categories | Array | Optional | An array of string codes representing the categories the Symbol belongs to, if any. |
SubscriptionData | String | The data on offer by this symbol. One or more of the following values, separated by commas: Asset – Security details are available. Trades – Trade history is available. Depth – Full and short depth is available. DepthFull – Full depth is available. DepthShort – Short depth is available. All – All data types are available |
|
QuotationBasis | Array | Optional | An array of quotation basis codes for this Security, if any. |
Open | Decimal | Nullable | The opening price. |
High | Decimal | Nullable | The high price. |
Low | Decimal | Nullable | The low price. |
Close | Decimal | Nullable | The closing price for yesterday. |
Settlement | Decimal | Nullable | The settlement (closing) price for today |
Last | Decimal | Nullable | The last price traded today |
Trend | String | The most recent price tick direction. One of: None: There is no trend. Up: This trade represents an up-tick. Down: This trade represents a down-tick |
|
BestAsk | Decimal | Nullable | The best ask price |
AskCount | Integer | The total number of ask orders at the top of book | |
AskQuantity | Integer | The total ask quantity at the top of book | |
AskUndisclosed | Boolean | Whether there are any undisclosed ask orders in the top of book | |
BestBid | Decimal | Nullable | The best bid price |
BidCount | Integer | The total number of bid orders at the top of book | |
BidQuantity | Integer | The total bid quantity at the top of book | |
BidUndisclosed | Boolean | Whether there are any undisclosed bid orders in the top of book | |
NumberOfTrades | Integer | The total number of trades today | |
Volume | Integer | The total volume traded | |
AuctionPrice | Decimal | Nullable | The indicative auction price |
AuctionQuantity | Integer | Nullable | The equilibrium quantity |
AuctionRemainder | Integer | Nullable | The surplus volume |
VWAP | Decimal | Nullable | The volume weighted average price |
ValueTraded | Decimal | The total traded value | |
OpenInterest | Integer | Nullable | The current open interest |
ShareIssue | Integer | Nullable | The current shares on issue. Null if unknown |
StatusNote | Array | Optional | An array of status notes against this Security, if any |
Extended | Object | Optional | An object where the keys and values represent extended prices associated with this Security, if any |
Name | Type | Expect | Description |
---|---|---|---|
Code | String | Always | The code of the symbol making up this leg. |
Side | String | Always | The side this leg will trade on. One of: Bid: Bid (buy) side. Ask: Ask (sell) side. |
Ratio | Decimal | Always | The ratio of this leg compared to the others. |
Code Example:
websocket.send(JSON.stringify(
{
Controller:"Market",
Action:"Sub",
Topic:"Security!BHP.ASX",
Confirm:true
});
Sample Responses:
//First publication provides all fields (majorityomitted for brevity)
{
"Controller":"Market",
"Topic":"Security!BHP.ASX",
"Data":
{
"Code":"BHP",
"Market":"ASX",
"Last":10.0
}
}
//Confirmation will be sent after the first response
{
"Controller":"Market",
"Topic":"Security!BHP.ASX",
"Action":"Sub",
"Confirm":true
}
//Subsequent publications provide only the changed fields
{
"Controller":"Market",
"Topic":"Security!BHP.ASX",
"Data":
{
"Last":10.1
}
}