Streaming API Reference

Market price subscription (price availability subject to account permissions)

Item Field Description
MARKET:{epic}

(MERGE mode) 		MID_OPEN Opening mid price
HIGH Intraday high price
LOW Intraday low price
CHANGE Price change compared with open value
CHANGE_PCT Price percent change compared with open value
UPDATE_TIME Publish time of last price update (UK local time, i.e. GMT or BST)
MARKET_DELAY Delayed price (0=false, 1=true)
MARKET_STATE Market status: CLOSED, OFFLINE, TRADEABLE, EDIT, AUCTION, AUCTION_NO_EDIT, SUSPENDED
BID Bid price
OFFER Offer price
STRIKE_PRICE Strike price (Sprint markets)
ODDS Trade odds (Sprint markets)

Market price subscription (price availability subject to account permissions)

Item Field Description
PRICE:{account identifier}:{epic}

(MERGE mode) 		MID_OPEN Opening mid price
HIGH Intraday high price
LOW Intraday low price
BIDQUOTEID ID of bid quote to reference when trading
ASKQUOTEID ID of ask quote to reference when trading
BIDPRICE1 The bid price of the top tier of the ladder
BIDPRICE2 Ladder tier prices
BIDPRICE3
BIDPRICE4
BIDPRICE5
ASKPRICE1 The ask price of the top tier of the ladder
ASKPRICE2 Ladder tier prices
ASKPRICE3
ASKPRICE4
ASKPRICE5
BIDSIZE1 Size available at the 1st tier price
If not present then the ladder is not configured for this instrument.
BIDSIZE2 Ladder tier sizes
BIDSIZE3
BIDSIZE4
BIDSIZE5
ASKSIZE1 Size available at the 1st tier price
If not present then the ladder is not configured for this instrument.
ASKSIZE2 Ladder tier sizes
ASKSIZE3
ASKSIZE4
ASKSIZE5
CURRENCY0 The currency of the default ladder
This is only guaranteed to be populated if there is a ladder, ie one or more ASKSIZE1-5 and BIDSIZE1-5 is populated
CURRENCY1 Currency for the ladder fields prefixed C1
C1BIDSIZE{1-5} The bid trading size threshold
C1ASKSIZE{1-5} The ask trading size threshold
CURRENCY2 Currency for the ladder fields prefixed C2
C2BIDSIZE{1-5} The bid trading size threshold
C2ASKSIZE{1-5} The ask trading size threshold
CURRENCY3 Currency for the ladder fields prefixed C3
C3BIDSIZE{1-5} The bid trading size threshold
C3ASKSIZE{1-5} The ask trading size threshold
CURRENCY4 Currency for the ladder fields prefixed C4
C4BIDSIZE{1-5} The bid trading size threshold
C4ASKSIZE{1-5} The ask trading size threshold
CURRENCY5 Currency for the ladder fields prefixed C5
C5BIDSIZE{1-5} The bid trading size threshold
C5ASKSIZE{1-5} The ask trading size threshold
TIMESTAMP The timestamp in UTC millis
DLG_FLAG "CLOSED "
"CALL "
"DEAL "
"EDIT "
"CLOSINGSONLY "
"DEALNOEDIT "
"AUCTION "
"AUCTIONNOEDIT"
"SUSPEND "

Account subscription

Item Field Description
ACCOUNT:{account identifier}

(MERGE mode) 		PNL Account profit and loss value
DEPOSIT Account minimum deposit value required for margins
AVAILABLE_CASH Amount cash available to trade value, after account balance, profit and loss and minimum deposit amount have been considered
PNL Profit/Loss
PNL_LR Profit/Loss Limited Risk
PNL_NLR Profit/Loss Non-limited Risk
FUNDS Funds
MARGIN Margin
MARGIN_LR Margin Limited Risk
MARGIN_NLR Margin Non-limited Risk
AVAILABLE_TO_DEAL Available to Trade
EQUITY Equity
EQUITY_USED Equity Used

Trade subscription

Item Field Description
TRADE:{account identifier}

(DISTINCT mode) 		CONFIRMS
Trade confirmations for an account
Constant direction BUY, SELL
Number limitLevel Limit level
String dealId Deal identifier
Array[Object] affectedDeals
Affected deals
String dealId Deal identifier
Constant status
Deal status
AMENDED Amended
DELETED Deleted
FULLY_CLOSED Fully closed
OPENED Opened
PARTIALLY_CLOSED Partially closed
Number stopLevel Stop level
String expiry Instrument expiry
Number size Trade size
Constant status
Resultant position or working order status
AMENDED Amended
CLOSED Closed
DELETED Deleted
OPEN Open
PARTIALLY_CLOSED Partially Closed
String epic Instrument EPIC identifier
Number level Trade level
Boolean guaranteedStop True if a guaranteed stop is in place
String dealReference Deal reference
Constant dealStatus
Deal status
ACCEPTED Accepted
REJECTED Rejected
OPU
Open position updates for an account
Constant direction BUY, SELL
Number limitLevel Limit level
String dealId Deal identifier
String dealIdOrigin Deal identifier of the originating deal
Number stopLevel Stop level
String expiry Instrument expiry
Date timestamp Event date and time
Number size Trade size
Constant status
Position status
OPEN Opened
UPDATED Updated
DELETED Closed
String epic Instrument EPIC identifier
Number level Trade level
Boolean guaranteedStop True if a guaranteed stop is in place
String dealReference Deal reference
Constant dealStatus
Deal status
ACCEPTED Accepted
REJECTED Rejected
String channel User channel (do not bind to this value - it will be converted to a constant enum)
String currency Currency
Number trailingStopDistance Trailing stop distance
Number trailingStep Trailing stop increment
WOU
Working order updates for an account
Constant direction BUY, SELL
Number limitDistance Limit distance
String dealId Deal identifier
Number stopDistance Stop distance
String expiry Instrument expiry
Date timestamp Event date and time
Number size Trade size
Constant status
Working order status
OPEN Opened
UPDATED Updated
DELETED Closed
String epic Instrument EPIC identifier
Number level Trade level
Boolean guaranteedStop True if a guaranteed stop is in place
String dealReference Deal reference
Constant dealStatus
Deal status
ACCEPTED Accepted
REJECTED Rejected
String currency Currency
Constant orderType
Order type
LIMIT Limit order
STOP Stop order
Constant timeInForce
Time in force
GOOD_TILL_CANCELLED Good until cancelled
GOOD_TILL_DATE Good until specified date
Date goodTillDate Good until specified date
String channel User channel (do not bind to this value - it will be converted to a constant enum)

Chart subscriptions - Tick data

Item Field Description
CHART:{epic}:TICK

(DISTINCT mode) 		BID Bid price
OFR Offer price
LTP Last traded price
LTV Last traded volume
TTV Incremental trading volume
UTM Update time (as milliseconds from the Epoch)
DAY_OPEN_MID Mid open price for the day
DAY_NET_CHG_MID Change from open price to current (MID price)
DAY_PERC_CHG_MID Daily percentage change (MID price)
DAY_HIGH Daily high price (MID)
DAY_LOW Daily low price (MID)

Chart subscriptions - Consolidated (candle) data

Item Field Description
CHART:{epic}:{scale}

(MERGE mode) 		{scale} SECOND, 1MINUTE, 5MINUTE, HOUR
LTV Last traded volume
TTV Incremental volume
UTM Update time (as milliseconds from the Epoch)
DAY_OPEN_MID Mid open price for the day
DAY_NET_CHG_MID Change from open price to current (MID price)
DAY_PERC_CHG_MID Daily percentage change (MID price)
DAY_HIGH Daily high price (MID)
DAY_LOW Daily low price (MID)
OFR_OPEN Candle open price (OFR)
OFR_HIGH Candle high price (OFR)
OFR_LOW Candle low price (OFR)
OFR_CLOSE Candle close price (OFR)
BID_OPEN Candle open price (BID)
BID_HIGH Candle high price (BID)
BID_LOW Candle low price (BID)
BID_CLOSE Candle close price (BID)
LTP_OPEN Candle open price (Last Traded Price)
LTP_HIGH Candle high price (Last Traded Price)
LTP_LOW Candle low price (Last Traded Price)
LTP_CLOSE Candle close price (Last Traded Price)
CONS_END 1 when candle ends, otherwise 0
CONS_TICK_COUNT Number of ticks in candle