Announces the current state of a Security.

This subscription is only available for symbols that offer Asset in their SubscriptionData.

Topic: Security![Code].[Market]
Action: Sub
Server-side Unsubscribe: Yes

Topic Format

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:
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

Symbol Leg object

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:


Sample Responses:

//First publication provides all fields (majorityomitted for brevity)
//Confirmation will be sent after the first response
//Subsequent publications provide only the changed fields