Streaming Data

portaladmin — Thu, 08 Mar 2018 13:09:54 +0000

Keywords:

Quick Start

Make a request to the User Info & Preferences API's Get User Principals method to retrieve the information found in the javascript example login request below. This can be run directly in the browser console.

    // Utility
    function jsonToQueryString(json) {
        return Object.keys(json).map(function(key) {
                return encodeURIComponent(key) + '=' +
                    encodeURIComponent(json[key]);
            }).join('&');
    }

var userPrincipalsResponse = /*FILL THIS IN - Get User Principals Response at https://developer.tdameritrade.com/user-principal/apis/get/userprincipals-0 with streamerSubscriptionKeys,streamerConnectionInfo in fields*/

    //Converts ISO-8601 response in snapshot to ms since epoch accepted by Streamer
    var tokenTimeStampAsDateObj = new Date(userPrincipalsResponse.streamerInfo.tokenTimestamp);
    var tokenTimeStampAsMs = tokenTimeStampAsDateObj.getTime();

var credentials = {
    "userid": userPrincipalsResponse.accounts[0].accountId,
    "token": userPrincipalsResponse.streamerInfo.token,
    "company": userPrincipalsResponse.accounts[0].company,
    "segment": userPrincipalsResponse.accounts[0].segment,
    "cddomain": userPrincipalsResponse.accounts[0].accountCdDomainId,
    "usergroup": userPrincipalsResponse.streamerInfo.userGroup,
    "accesslevel": userPrincipalsResponse.streamerInfo.accessLevel,
    "authorized": "Y",
    "timestamp": tokenTimeStampAsMs,
    "appid": userPrincipalsResponse.streamerInfo.appId,
    "acl": userPrincipalsResponse.streamerInfo.acl
}

var request = {
    "requests": [
            {
                "service": "ADMIN",
                "command": "LOGIN",
                "requestid": 0,
                "account": userPrincipalsResponse.accounts[0].accountId,
                "source": userPrincipalsResponse.streamerInfo.appId,
                "parameters": {
                    "credential": jsonToQueryString(credentials),
                    "token": userPrincipalsResponse.streamerInfo.token,
                    "version": "1.0"
                }
            }
    ]
}

var mySock = new WebSocket("wss://" + userPrincipalsResponse.streamerInfo.streamerSocketUrl + "/ws"); 

mySock.onmessage = function(evt) { console.log(evt.data); }; mySock.onclose = function() { console.log("CLOSED"); };

Then, as a separate command, send:

mySock.send(JSON.stringify(request));

Streaming Market Data document Version 1 Draft 7

Updated: 1/25/2018

2.0 Streamer Protocols

2.1 HTTP

2.2 Websocket

2.3 HTTP Asynchronous

4.4 Data Service Table

4.5 Response Code Table

5.0 ADMIN

5.1 Available Commands

9.1 CHART_HISTORY_FUTURES

10.2 LEVELONE_FUTURES

10.4 LEVELONE_ FUTURES_OPTIONS

11.3 FUTURES_OPTIONS_BOOK

12.2 NEWS_HEADLINELIST

1.0 Introduction

Streamer is a TD Ameritrade application that serves streaming market data to internal and external clients of TD Ameritrade.

To start receiving market data from Streamer, please follow these steps:

Make a HTTP POST request to the User Info & Preferences API's Get User Principals method
Open connection to Streamer Server and subscribe to data.

1.1 First Steps

Before client can connect to Streamer for streaming market data, it must first perform a user authentication dialog with TD Ameritrade’s Trading Platform.

1.2 Source ID

This document refers to the OAuth User ID as Source ID

1.3 LogIn

This document may refer to LogIn, which refers either to the process of logging in which happens using the Authentication API (see our Getting Started guide) or the information returned which is available in the User Info & Preferences API's Get User Principals method

1.4 StreamerInfo

This document may refer to StreamerInfo, which refers to the information available in the User Info & Preferences API's Get User Principals method

2.0 Streamer Protocols

Streaming market data can be accessed via the following protocols. Please note that WebSocket is the recommended protocol for use. This document will only touch upon the WebSocket protocol and JSON format.

Note: For HTTP and binary format, please Contact Us

Protocol	Name	Response Data Format
HTTP	Request	Binary
HTTP	Response	Binary
WebSocket (recommended)	Request	JSON
WebSocket (recommended)	Response	JSON
HTTP Asynchronous	Request	JSON
HTTP Asynchronous	Response	JSON

2.1 HTTP

The HTTP protocol provides asynchronous request/streaming communication between client and server. Requests take the form of an HTTP GET or POST with parameters as required by the type of data requested. The request opens a connection that returns a continuous stream of data in Java binary format.

Note: If you are using a POST, you must add two newline characters (ASCII 10) to the end of the data being posted.

2.2 Websocket

WebSocket is a protocol providing full-duplex communication channels over a single TCP connection. Once a WebSocket connection is established between the client and the server, all communication will go through this same connection.

2.3 HTTP Asynchronous

The HTTP asynchronous protocol with JSON data format is provides streaming data when a client’s browser doesn’t support WebSocket. It is currently only available to TD Ameritrade tools.

3.0 Command Format

3.1 Basic Request

A client request will consist of an array of one or more commands. Each command will include:

*Request*	*Name*	*Parameter*
service	Service Name (required)	ADMIN, LEVELONE_EQUITY etc. Please see Service Names table in section 5.
requestid	Request ID (required)	Unique number that will identify this request.
command	Command (required)	LOGIN, STREAM, QOS, SUBS, ADD, UNSUBS, VIEW, LOGOUT
account	Customer’s account name or number (required)	Example: 123456789
source	Client source (required)	Client app’s assigned source ID.
parameters	Any parameter (optional)	fields, version, credential, symbol, frequency, period etc

Sample Request to subscribe to news headline:

{
    "requests": [
        {
            "service": "NEWS_HEADLINE", 
            "requestid": "2", 
            "command": "SUBS", 
            "account": " your_account ", 
            "source": "your_souce_id", 
            "parameters": {
                "keys": "GOOG", 
                "fields": "0,1,2,3,4"
            }
        }
    ]
}

3.2Basic Response

There are currently four types of responses:

Response – Response to a request
Notify – Notification of heartbeats
Snapshot –Snapshot of market data
Data – Streaming market data

A client response will consist of an array of one or more responses. Each response will include:

*Request*	*Name*	*Parameter*
service	Service Name	ADMIN, LEVELONE_EQUITY etc. Please see Service Names table in section 5.
requestid	Request ID	Unique number that will identify the original request
command	Command from the request	LOGIN, STREAM, QOS, SUBS, ADD, UNSUBS, VIEW, LOGOUT
content	Data content

Sample response to a login command:

{
    "response": [
        {
            "service": "ADMIN", 
            "requestid": "1", 
            "command": "LOGIN", 
            "timestamp": 1400593928788, 
            "content": {
                "code": 0, 
                "msg": "29-3"
            }
        }
    ]
}

Sample notify response:

{
    "notify": [
        {
            "heartbeat": "1400603717165"
        }
    ]
}

Sample data response:

{
    "data": [
        {
            "service": "NEWS_HEADLINE", 
            "timestamp": 1400603717178, 
            "command": "SUBS", 
            "content": [
                {
                    "1": 0, 
                    "2": 1400601121000, 
                    "3": "SN20140520010154", 
                    "4": "U", 
                    "5": "MW Microsoft unveils Surface tablet meant to replace laptop", 
                    "6": "SN20140520010154", 
                    "7": 12, 
                    "8": "I/XSLI,I/XFFX,I/SOF,M/NND,M/TEC,I/ISV,R/CA,I/XNQ1,GOOG,I/XRUS,I/XDJI,I/XSTX,I/CPR,I/XDJLC,*ALL*,R/NME,GOOGL,P/SGN,MSFT,AAPL,P/ABO,R/USW,R/PRM,I/XISL,P/AEQI,I/XGDW,I/XGTI,R/US,P/EWR,P/BFX,P/OAC,I/XDJGI,I/XSP1,R/WA,P/MWPB,I/XSP5", 
                    "9": false, 
                    "10": "DJCNEWS", 
                    "seq": 0, 
                    "key": "GOOG"
                }
            ]
        }
    ]
}

4.0 Data

4.1 Symbology Table

Service Name	*Display or* *Client Input*	*Subscribe to* *Streamer*	*Example*
Class	.	/	BRK.A -> BRK/A
Index/Indicators	$	$	$DJI
Preferred	-	p	PRE-A -> PREpA
Warrants	+	/WS	BOO+ -> BOO/WS

4.2 Delivery Types

Data delivery method and frequency depends on the type of data.

*Delivery Types*	*Description*
All Sequence	All data are streamed to the client and includes a sequence number. Data is conflated.
Change	Only fields that clients are interested in and have changed, are streamed to the client, in throttled mode.
Snapshot	Request and one time response
Stream	Response from Streamer Server
Whole	Data is streamed as a whole unit to the client, in throttled mode.

4.3 Update Frequency

Streaming data is updated approximately every 750 ms – 800 ms.

4.4 Data Service Table

The following streaming market data are supported for the JSON format.

GREEN denotes coming soon.

*Service Name*	*Description*	*Delivery Type*	*Hours Available* *in ET*
ACCT_ACTIVITY	Account Activity Notifications	All Sequence	24 hours
ADMIN	Admin requests: LOGIN, LOGOUT	Snapshot	24 hours
ACTIVES_NASDAQ	Actives for NASDAQ	Whole	7:30am – 8pm
ACTIVES_NYSE	Actives for NYSE	Whole	9:30am – 4pm
ACTIVES_OTCBB	Actives for OTCBB	Whole	9:30am – 4pm
ACTIVES_OPTIONS	Actives for Options	Whole	9:30am – 4pm
FOREX_BOOK FUTURES_BOOK LISTED_BOOK NASDAQ_BOOK OPTIONS_BOOK FUTURES_OPTIONS_BOOK	Level Two book	Whole	Futures - 24 hours NASDAQ - 7:30am – 8pm OPTIONS, LISTED – 9:30am – 4pm
CHART_EQUITY	Chart candle for Equity and Index.	All Sequence	INDEX, LISTED – 9:30am – 4pm NASDAQ – 7:30am – 8pm

CHART_ FUTURES	Chart candle for Futures and Futures OPtions	All Sequence	24 hours
CHART_HISTORY_ FUTURES	Chart history for Futures	Snapshot	24 hours
QUOTE	Level 1 Equity	Change	7:30am – 8pm
LEVELONE_FUTURES	Level 1 Equity Futures	Change	24 hours
LEVELONE_FOREX	Level 1 Forex	Change	24 hours
LEVELONE_FUTURES_OPTIONS	Level 1 Futures Options	Change	24 hours
OPTION	Level 1 Options	Change	9:30am – 4pm
LEVELTWO_FUTURES	Level 2 Futures	Whole	24 hours
NEWS_HEADLINE	News headline	All Sequence	24 hours
NEWS_STORY	News Content	All Sequence	24 hours
NEWS_HEADLINE_LIST	Historical News	Snapshot	24 hours
STREAMER_SERVER	Streamer response	Stream	24 hours
TIMESALE_EQUITY	Time & sale for Equity	All Sequence	7:30am – 8pm
TIMESALE_ FUTURES	Time & sale for Futures and Futures Options	All Sequence	24 hours
TIMESALE_FOREX	Time & sale for Forex	All Sequence	24 hours
TIMESALE_OPTIONS	Time & sale for Options	All Sequence	9:30am – 4pm

4.5 Response Code Table

*Service Name*	*Description*	*Delivery Type*	*Hours Available* *in ET*
ACCT_ACTIVITY	Account Activity Notifications	All Sequence	24 hours
ADMIN	Admin requests: LOGIN, LOGOUT	Snapshot	24 hours
ACTIVES_NASDAQ	Actives for NASDAQ	Whole	7:30am – 8pm
ACTIVES_NYSE	Actives for NYSE	Whole	9:30am – 4pm
ACTIVES_OTCBB	Actives for OTCBB	Whole	9:30am – 4pm
ACTIVES_OPTIONS	Actives for Options	Whole	9:30am – 4pm

5.0 ADMIN

5.1 Available Commands

*Command*	*Description*
LOGIN	Log in to Streamer Server to begin subscribing for data
LOGOUT	Log out of Streamer Server to end streaming session.
QOS	Change quality of service of data update rate.

5.2 LOGIN Request

When WebSocket connection is opened, the first command to the Streamer Server must be a LOGIN command with the following parameters.

LOGIN Request

*Request*	*Value*	*Description*
service	ADMIN	Name of service
command	LOGIN	Login
parameter	account	User’s account number – correspond to “account-id” returned from website’s Login command.
	source	Source ID assigned to client application
	token	Corresponds to “token” returned from StreamerInfo command.
	version	ACL version 1.0
	credential	company	Corresponds to “company” returned from LogIn command.
		segment	Corresponds to “segment” returned from LogIn command
		cddomain	Corresponds to “cd-domain-id” returned from StreamerInfo command
		usergroup	Corresponds to “usergroup” returned from StreamerInfo command
		accesslevel	Corresponds to “access-level” returned from StreamerInfo command
		authorized	Corresponds to “authorized” returned from StreamerInfo command
		acl	Customer’s entitlement information – corresponds to “acl” returned from StreamerInfo command
		timestamp	Application server generated timestamp – corresponds to “timestamp” from StreamerInfo command
		appid	Application Server ID – corresponds to “app-id” returned from StreamerInfo command
	qoslevel (optional)	Quality of Service, or the rate the data will be sent to the client. 0 = Express (500 ms) 1 = Real-Time (750 ms) ß default value for http binary protocol 2 = Fast (1,000 ms) ßdefault value for websocket and http asynchronous protocol 3 = Moderate (1,500 ms) 4 = Slow (3,000 ms) 5 = Delayed (5,000 ms)

Sample login request:

{
    "service": "ADMIN", 
    "requestid": "1", 
    "command": "LOGIN", 
    "account": "your_account", 
    "source": "your_source_id", 
    "parameters": {
        "token": "027363a5a5acd542622c125e04ca674be3cc5d5b", 
        "version": "1.0", 
        "credential": "userid%3DMYUSER20%26token%3D027363a5a5acd542622c125e04ca674be3cc5d5b%26company%3DAMER%26segment%3DAMER%26cddomain%3DCDI%26usergroup%3DACCT%26accesslevel%3DACCT%26authorized%3DY%26acl%3DDADSDFA4%26timestamp%3D1400607504057%26appid%3DMYAPP"
    }
}

5.3 LOGIN Response

LOGIN Response Content

Name

Type

Description

code

Integer

0 = Success, 3 = Login denied

msg

String

XX-X for streamer server ID, for troubleshooting purposes

Or error message if login denied

Sample login successful response:

{
    "response": [
        {
            "service": "ADMIN", 
            "requestid": "1", 
            "command": "LOGIN", 
            "timestamp": 1400607506478, 
            "content": {
                "code": 0, 
                "msg": "02-1"
            }
        }
    ]
}

Sample login denied response:

{
    "response": [
        {
            "service": "ADMIN", 
            "requestid": "1", 
            "command": "LOGIN", 
            "timestamp": 1400615207643, 
            "content": {
                "code": 3, 
                "msg": "Login Denied."
            }
        }
    ]
}

5.4 LOGOUT Request

Logout closes the WebSocket Session and cleans up all subscription for the client session. It’s a good practice to logout when closing the client tool.

LOGIN Request

*Request*	*Value*	*Description*
service	ADMIN	Name of service
command	LOGOUT	Logout of streamer server
parameter	account	User’s account number – correspond to “account-id” returned from website’s Login command.

Sample logout request:

{
    "requests": [
        {
            "service": "ADMIN", 
            "requestid": "1", 
            "command": "LOGOUT", 
            "account": "your_account", 
            "source": "your_source_id", 
            "parameters": { }
        }
    ]
}

5.5 LOGOUT Response

LOGOUT Response Content

*Name*	*Type*	*Description*
code	Integer	0 = Success
msg	String	SUCCESS

Sample logout response:

{
    "response": [
        {
            "service": "ADMIN", 
            "requestid": "1", 
            "command": "LOGOUT", 
            "timestamp": 1400615556699, 
            "content": {
                "code": 0, 
                "msg": "SUCCESS"
            }
        }
    ]
}

5.6 QOS Request

Quality of Service provides the different rates of data updates per protocol (binary, websocket etc), or per user based.

QoS Request

*Request*	*Value*	*Description*
service	ADMIN	Name of service
command	QOS	Login
parameter	account	User’s account number – correspond to “account-id” returned from website’s Login command.
	source	Source ID assigned to client application
	qoslevel	Quality of Service, or the rate the data will be sent to the client. 0 = Express (500 ms) 1 = Real-Time (750 ms) ß default value for http binary protocol 2 = Fast (1,000 ms) ßdefault value for websocket and http asynchronous protocol 3 = Moderate (1,500 ms) 4 = Slow (3,000 ms) 5= Delayed (5,000 ms)

Sample qos request:

{
    "requests": [
        {
            "service": "ADMIN",
            "requestid": "2",
            "command": "QOS",
            "account": "your_account0",
            "source": "your_source_id",
            "parameters": {
                "qoslevel": "5"
            }
        }
    ]
}

5.7 QOS Response

LOGIN Response Content

*Name*	*Type*	*Description*
code	Integer	0 = Success
msg	String	QoS command succeeded. Set to level

Sample qos response

{
    "response": [
        {
            "service": "ADMIN",
            "requestid": "2",
            "command": "QOS",
            "timestamp": 1406573827679,
            "content": {
                "code": 0,
                "msg": "QoS command succeeded. Set qoslevel=5"
            }
        }
    ]
}

6.0 ACCT_ACTIVITY

This service is used to request streaming updates for one or more accounts associated with the logged in User ID. Common usage would involve issuing the OrderStatus API request to get all transactions for an account, and subscribing to ACCT_ACTIVITY to get any updates.

6.1 Request

In order to subscribe to ACCT_ACTIVITY, you must first request a MessageKey API call for the accounts that you wish to get the updates on.

Account Activity Request

*Request*	*Value*	*Description*
service	ACCT_ACTIVITY	Name of service
command	SUBS	Subscription only
parameter	keys	Token returned from the MessageKey API request
	fields	0 = Subscription Key
		1 = Account #
		2 = Message Type
		3 = Message Data

Sample subscription request:

{
    "requests": [
        {
            "service": "ACCT_ACTIVITY", 
            "requestid": "2", 
            "command": "SUBS", 
            "account": "your_account", 
            "source": "your_source_id", 
            "parameters": {
                "keys": " af9997149e43afba25d5a0050e16637d6c24c3493e911161bd7dd017a6f00b4f5", 
                "fields": "0,1,2,3"
            }
        }
    ]
}

7 Response

ACCT_ACTIVITY Response

*Fields*	*Name*	*Description*
1	Account #	Account # subscribed
2	Message Type	Refer to Message Type table below
3	Message Data	The core data for the message. Either XML Message data describing the update, NULL in some cases, or plain text in case of ERROR

Message Type Table

*Message Type*	*Description*
SUBSCRIBED	First message returned when a subscription for ACCT_ACTIVITY is returned. NOTE: NO XML DATA will be returned with this message type
ERROR	Indicates some sort of error. NOTE: For this message type, the core data would contain error type. It will NOT be XML. Currently, possible values are: INVALID_KEY - If the Message Key used in the subscription is invalid EXPIRED_KEY - If the key is more than 24 hours old at the time of subscription (can also happen overnight). You need to get a new Key from the MessageKey Command SYSTEM_ERROR - Some internal server error
BrokenTrade	After an order was filled, the trade is reversed or "Broken" and the order is changed to Canceled.
ManualExecution	The order is manually entered (and filled) by the broker. Usually due to some system issue.
OrderActivation	A Stop order has been Activated
OrderCancelReplaceRequest	A request to modify an order (Cancel/Replace) has been received (You will also get a UROUT for the original order)
OrderCancelRequest	A request to cancel an order has been received
OrderEntryRequest	A new order has been submitted
OrderFill	An order has been completely filled
OrderPartialFill	An order has been partial filled
OrderRejection	An order was rejected
TooLateToCancel	A request to cancel an order has been received but the order cannot be canceled either because it was already canceled, filled, or for some other reason
UROUT	Indicates "You Are Out" - that the order has been canceled

General Account Activity XML Message Response Fields

*XML Attribute Name*	*Type*	*Type*
Message	Complex	The main container will be named the same as the Message Type, followed by "Message". For example OrderCancelReplaceRequestMessage
OrderGroupID	Complex
Firm	Integer	Internal
Branch	Integer	Internal
ClientKey	String	Internal
AccountKey	String	Account # of the account in which the order is in
SubAccountType	String	One of the following values: Cash Margin Income Short DVP/RVP Dividend
ActivityTimestamp	String
Order	Complex
OrderKey	String	The Order Number of the order for which the activity message is sent
Security	Complex
CUSIP	String
Symbol	String
Security Type	String	One of the following values: Common Stock Preferred Stock Convertible Preferred Stock Rights Warrant Mutual Fund Call Option Put Option Bank Call Option (Other values are also possible)
SecurityCategory	String	One of the following values: Equity Option Hybrid Rights Warrant Mutual Fund Fixed Income Commercial Paper Other
ShortDescription	String	Description of the Symbol. Particularly important for option symbols
SymbolUnderlying	String	If the symbol is an option, then this field is the underlying symbol for that option
OrderPricing	Complex
Last	Float
Ask	Float
Bid	Float
Limit	Float	Only returned for orders where LIMIT price is relevant
Method	String	The Method for Trailing Stop orders: Points or Percent
Amount	Float	The amount used for Trailing Stop. If trails 2%, it would be 2.
OrderType	String	One of the following values: MarketLimit Stop Stop Limit On Close Trailing Stop Excercised
OrderDuration	String	Day Good Till Date Good Till Cancel Good Till Night Fill Or Kill Immediate Or Cancel End Of Month End Of Week Market At Open Next End Of Month NOTE: Refer to MarketCode as well. OrderDuration and MarketCode together translate to the usually entered expiration values
OrderEnteredDateTime	String
OrderInstructions	String	Buy Sell Short Short ExemptBuy To Cover Exchange Exercise
OriginalQuantity	Float
SpecialInstructions	Complex	Container for various special instructions flags
AllOrNone	Integer	Value will either be 1, or the tag will not be returned
DoNotReduceIncrea seFlag	String	Value will either be "Do Not Reduce", or tag will not be returned
NotHeld	Integer	Value will either be 1, or the tag will not be returned
TryToStop	Integer	Value will either be 1, or the tag will not be returned
Discretionary	Integer	Internal
OrderSource	String	Internal
Solicited	Boolean	Internal
MarketCode	String	Normal Seamless Extended PreSession German NOTE: Seamless refers to DAY+Ext and GTC+Ext AM orders will be OrderDuration=DAY, MarketCode=PreSession PM orders will be OrderDuration=GTC, MarketCode=Extended
Capacity	String	Internal
GoodTilDate	String	Expiration date of the order
ActivationPrice	Float	The price at which the order was activated Only returned for Message Type: OrderActivation
LastUpdated	String	The date/time when the order was last updated Only returned for Message Type: OrderCancelReplaceRequest, OrderEntryRequest
OriginalOrderId	Integer	The Order ID of the original order being replaced. Only returned for Message Type: OrderCancelReplaceRequest
PendingCancelQuantity	Float	The Quantity of the order that being canceled. Only returned for Message Type: OrderCancelReplaceRequest, OrderCancelRequest
CancelledQuantity	Float	The Quantity of the order that was canceled. Only returned for Message Type: UROUT
RejectCode	Integer	The code indicating why the order was rejected Only returned for Message Type: OrderRejection
RejectReason	String	Plain text reason why the order was rejected Only returned for Message Type: OrderRejection
ReportedBy	String	The ID of the person reporting the order rejection Only returned for Message Type: OrderRejection
RemainingQuantity	Float	The size of the order that remains to be filled Only returned for Message Type: OrderPartialFill
OrderCompletionCode	String	Description of completion. For example: Normal Completion Only returned for Message Type: OrderFill and TooLateToCancel
Charges	Complex	Container for multiple "Charge" entries
Charge	Complex	Container for a single Charge entry
Type	String	The description of the type of charge
Amount	Float	The amount of the chart
OrderAssociation	Complex	Container for fields describing relationship of multiple legs of a Complex Option order
Type		Complex - for Complex Options
AssociatedOrders	Complex	Container for Associated order description fields
OrderKey		Order ID of the associated Order (child order)
Relationship		Parent, Child, Other Leg, Contingent, Enhanced, Cancel Other
ComplexOrderType		Spread Straddle Strangle Buy-Writes Combo Exercise Swap OCA Vertical Back Ratio Calendar Diagonal Butterfly Condor Iron Condor Vertical Roll Covered Stock Collar With Stock Collar Synthetic Double Diagonal Custom
CreditOrDebit		Credit or Debit
All subsequent tags are inside the ExecutionInformation container
ExecutionInformation	Complex	Container for the Execution information All subsequent tags are inside this container only returned for Message Types: OrderPartialFill and OrderFill
Type	Complex	Bought Sold Sold Short Sold Short Exempt Buy To CoverExchange Exercised
Timestamp	String
Quantity	Float
ExecutionPrice	Float
AveragePriceIndicator	Boolean	true/false - Indicates if the price represents an average price of multiple fills
LeavesQuantity	Float	The size of the order that remains to be filled
ID	String	Execution ID

Sample response:

{
    "data": [
        {
            "service": "ACCT_ACTIVITY", 
            "timestamp": 1385480418394, 
            "command": "SUBS", 
            "content": [
                {
                    "1": "your_account", 
                    "2": "UROUT", 
                    "3": "
        <?xml version=\"1.0\" encoding=\"iso-8859-1\"?>
        <UROUTMessage xmlns=\"urn: xmlns:api.tdameritrade.com\">
        <OrderGroupID>
               <Firm/>
               <Branch>785</Branch>
               <ClientKey>ACCT</ClientKey>
               <AccountKey>ACCT</AccountKey>
               <SubAccountType>Margin</SubAccountType>
               <CDDomainID>CDI</CDDomainID>
        </OrderGroupID>
        <ActivityTimestamp>2013-11-26T09:40:18.313-06:00</ActivityTimestamp>
        <Order xmlns:xsi=\"http://www.w3.org/2001/XMLSchema-instance\" xsi:type=\"EquityOrderT\">
               <OrderKey>12345678</OrderKey>
               <Security>
                       <CUSIP>594918104</CUSIP>
                       <Symbol>MSFT</Symbol>
                       <SecurityType>Common Stock</SecurityType>
                       <SecurityCategory>Equity</SecurityCategory>
               </Security>
               <OrderPricing xsi:type=\"LimitT\">
                       <Limit>37.49</Limit>
               </OrderPricing>
               <OrderType>Limit</OrderType>
               <OrderDuration>Day</OrderDuration>
               <OrderEnteredDateTime>2013-11-26T09:40:02.629-06:00</OrderEnteredDateTime>
               <OrderInstructions>Buy</OrderInstructions>
               <OriginalQuantity>10</OriginalQuantity>
               <Discretionary>false</Discretionary>
               <OrderSource>Web</OrderSource>
               <Solicited>false</Solicited>
               <MarketCode>Normal</MarketCode>
               <Capacity>Agency</Capacity>
        </Order>
        <CancelledQuantity>10</CancelledQuantity>
        </UROUTMessage>", 
                    "key": "af9997149e43afba25d5a0050e16637d6c24c3493e911161bd7dd017a6f00b4f5"
                }
            ]
        }
    ]
}

7.0 ACTIVES

Actives shows the day’s top most traded symbols in the four exchanges. Different duration can be selected.

7.1Request

*Request*	*Value*	*Description*
service	ACTIVES_NASDAQ ACTIVES_NYSE ACTIVES_OPTIONS ACTIVES_OTCBB	Name of service
command	SUBS	Subscribe to data
parameter	keys	Please see Actives Venue Duration table below. The key is combining Venue with the Duration. For example, NASDAQ-ALL will return the most actives traded on NASDAQ for all day.
parameter	fields	1 = Actives Data

Actives Venue Duration Table

Actives Type

Value

Type

Description

Venue

NASDAQ

NYSE

OTCBB

CALLS*

OPTS*

PUTS*

CALLS-DESC*

OPTS-DESC*

PUTS-DESC*

String

Parameter to determine which venue/exchange

Duration

ALL

3600

1800

600

300

String

ALL= all day

3600 = 60 min

1800 = 30 min

600 = 10 min

300 = 5 min

60 = 1 min

*Options

Sample request:

{
    "requests": [
        {
            "service": "ACTIVES_NASDAQ", 
            "requestid": "3", 
            "command": "SUBS", 
            "account": "your_account", 
            "source": "your_source_id", 
            "parameters": {
                "keys": "NASDAQ-60", 
                "fields": "0,1"
            }
        }, 
        {
            "service": "ACTIVES_OTCBB", 
            "requestid": "5", 
            "command": "SUBS", 
            "account": "your_account", 
            "source": "your_source_id", 
            "parameters": {
                "keys": "OTCBB-1800", 
                "fields": "0,1"
            }
        }, 
        {
            "service": "ACTIVES_NYSE", 
            "requestid": "2", 
            "command": "SUBS", 
            "account": "your_account", 
            "source": "your_source_id", 
            "parameters": {
                "keys": "NYSE-ALL", 
                "fields": "0,1"
            }
        }, 
        {
            "service": "ACTIVES_OPTIONS", 
            "requestid": "4", 
            "command": "SUBS", 
            "account": "your_account", 
            "source": "your_source_id",             
            "parameters": {
                "keys": "OPTS-DESC-ALL", 
                "fields": "0,1"
            }
        }
    ]
}

8 Response

The actives data (field 1) follows this custom format:

The data is returned in groups. Each group is delimited by a semicolon ‘;’. The returned groups

are the following (in the order that they are returned:

INITIAL GROUP: Descriptor Group. It contains information about the rest of the groups being

returned

If number of groups (not counting the first one) is 2, then:

GROUP 0: Most Active Stocks based on “# of trades”

GROUP 1: Most Active Stocks based on “# of Shares” traded

If number of groups (not counting the first one) is 6, then:

GROUP 0: Most Active Stocks based on “Buy # of Trades”

GROUP 1: Most Active Stocks based on “Sell # of Trades”

GROUP 2: Most Active Stocks based on “Buy # of Shares”

GROUP 3: Most Active Stocks based on “Sell # of Shares”

GROUP 4: Most Active Stocks based on “# of trades”

GROUP 5: Most Active Stocks based on “# of Shares” traded

NOTE: Groups 0, 1, 2, 3 are not returned now. Deprecated

If the DATA parameter contains the following:

57510;0;00:00:00;15:58:30;6;0:0:0;1:0:0;2:0:0;3:0:0;4:10:5234081:AAPL:230692:4.41:SYMC

:87008:1.66:LVLT:86452:1.65:GOOG:79025:1.51:INTC:75896:1.45:QQQQ:73049:1.4:ATYT:7155

4:1.37:BRCM:68573:1.31:CSCO:59819:1.14:VPHM:58947:1.13;5:10:2096769681:QQQQ:112137

833:5.35:LVLT:101695066:4.85:SUNW:68187431:3.25:INTC:65462262:3.12:JDSU:55355659:2.

64:CSCO:50843090:2.42:MSFT:49805550:2.38:AAPL:48921314:2.33:ORCL:47951340:2.29:SIRI:

35386791:1.69;

Then it should be interpreted as:

ID: 57510

sampleDuration: 0

Start Time: 00:00:00

Display Time: 15:58:30

Num Groups: 6

followed by the strings for each group

0:0:0

1:0:0

2:0:0

3:0:0

10:5234081:AAPL:230692:4.41:SYMC:87008:1.66:LVLT:86452:1.65:GOOG:79025:1.51:INTC:75

896:1.45:QQQQ:73049:1.4:ATYT:71554:1.37:BRCM:68573:1.31:CSCO:59819:1.14:VPHM:58947:

1.13

10:2096769681:QQQQ:112137833:5.35:LVLT:101695066:4.85:SUNW:68187431:3.25:INTC:654

62262:3.12:JDSU:55355659:2.64:CSCO:50843090:2.42:MSFT:49805550:2.38:AAPL:48921314:2

.33:ORCL:47951340:2.29:SIRI:35386791:1.69

Data within each Group is separated by colons ‘:’

FOR STOCKS:

The first 3 entries are:

Group #: (0-based, 0 to Num) - the Group Number - refer to the list above.

NumEntries: # of actives entries (triplets) that follow

TotVol: Total volume (or total # of trades) for the exchange

followed by NumEntries of triplets, each of which is:

Symbol

Volume

Percent - same as Volume/TotVol

Example:

4:10:5234081:AAPL:230692:4.41:SYMC:87008:1.66:LVLT:86452:1.65:GOOG:79025:1.51:INTC:7

5896:1.45:QQQQ:73049:1.4:ATYT:71554:1.37:BRCM:68573:1.31:CSCO:59819:1.14:VPHM:5894

7:1.13

would be interpreted as:

GROUP 4: Most Active Stocks based on “# of trades”

10 Entries

Total Volume is 5,234,081

AAPL 230,692 trades 4.41%

SYMC 87,008 trades 1.66%

LVLT 86,452 trades 1.65%

GOOG 79,025 trades 1.51%

INTC 75,896 trades 1.45%

QQQQ 73,049 trades 1.4%

ATYT 71,554 trades 1.37%

BRCM 68,573 trades 1.31%

CSCO 59,819 trades 1.14%

VPHM 58,947 trades 1.1%

FOR OPTIONS:

Actives for OPTIONS are handled almost the same way as for stocks. The difference is that the

Symbol Description is returned as well as the symbol

The first 3 entries are:

Group #: (0-based, 0 to Num) - the Group Number - refer to the list above.

NumEntries: # of actives entries (triplets) that follow

TotVol: Total volume (or total # of trades) for the exchange

followed by NumEntries of 4 value groups, each of which is:

Symbol

Symbol Description

Volume

Percent - same as Volume/TotVol

Example:

0:10:347642:APV_112109C200:APV Nov 21 2009 200.0 Call:3233:0.93:APV_112109P200:APV

Nov 21 2009 200.0 Put:2669:0.77:SPY_112109C110:SPY Nov 21 2009 110.0

Call:1973:0.57:SPY_112109P110:SPY Nov 21 2009 110.0 Put:1846:0.53:AJL_121909C210:AJL

Dec 19 2009 210.0 Call:1708:0.49:SWG_112109P109:SWG Nov 21 2009 109.0

Put:1651:0.47:SWG_112109C109:SWG Nov 21 2009 109.0 Call:1359:0.39:APV_121909C200:APV

Dec 19 2009 200.0 Call:1276:0.37:SPY_112109C111:SPY Nov 21 2009 111.0

Call:1227:0.35:SWG_121909P109:SWG Dec 19 2009 109.0 Put:1214:0.35;

would be interpreted as:

GROUP 0: Most Active Stocks based on “# of trades”

10 Entries

Total Volume is 347,642

APV_112109C200 "APV Nov 21 2009 200.0 Call" 3233 trades 0.93%

APV_112109P200 "APV Nov 21 2009 200.0 Put" 2669 trades 0.77%

SPY_112109C110 "SPY Nov 21 2009 110.0 Call" 1973 trades 0.57%

SPY_112109P110 "SPY Nov 21 2009 110.0 Put" 1846 trades 0.53%

AJL_121909C210 "AJL Dec 19 2009 210.0 Call" 1708 trades 0.49%

SWG_112109P109 "SWG Nov 21 2009 109.0 Put" 1651 trades 0.47%

SWG_112109C109 "SWG Nov 21 2009 109.0 Call" 1359 trades 0.39%

APV_121909C200 "APV Dec 19 2009 200.0 Call" 1276 trades 0.37%

SPY_112109C111 "SPY Nov 21 2009 111.0 Call" 1227 trades 0.35%

SWG_121909P109 "SWG Dec 19 2009 109.0 Put" 1214 trades 0.35;%

Sample response

{
    "data": [
        {
            "service": "ACTIVES_OTCBB",
            "timestamp": 1402000310945,
            "command": "SUBS",
            "content": [
                {
                    "1": "59510;1800;16:1:00;16:31:50;2;0:10:163:CSGKF:5:3.07:BCBAY:4:2.45:WTFPP:4:2.45:FNMA:4:2.45:NTDOY:3:1.84:STOHF:3:1.84:EMEZU:3:1.84:FUPBY:2:1.23:GAMRD:2:1.23:CICHY:2:1.23;1:10:183609368:HRDN:30000000:16.34:LATF:27566500:15.01:DOMK:16463700:8.97:FROZ:12510000:6.81:AEGY:11675000:6.36:WTWO:11210857:6.11:KGET:11200000:6.1:PCFG:10000000:5.45:PEII:8625000:4.7:ANAS:5629000:3.07;",
                    "key": "OTCBB-1800"
                }
            ]
        },
        {
            "service": "ACTIVES_NASDAQ",
            "timestamp": 1402000310945,
            "command": "SUBS",
            "content": [
                {
                    "1": "59502;60;16:30:00;16:31:42;2;0:10:45:AAPL:8:17.78:XIV:7:15.56:PNRA:7:15.56:TVIX:2:4.44:SEAC:2:4.44:QTWW:2:4.44:FB:2:4.44:WYNN:2:4.44:QQQ:2:4.44:CSIQ:1:2.22;1:10:44379:FCEL:37500:84.5:XIV:1750:3.94:QQQ:900:2.03:PNRA:875:1.97:AAPL:617:1.39:ZNGA:500:1.13:VTUS:400:0.9:TVIX:320:0.72:FB:200:0.45:WYNN:200:0.45;",
                    "key": "NASDAQ-60"
                }
            ]
        },
        {
            "service": "ACTIVES_NYSE",
            "timestamp": 1402000310945,
            "command": "SUBS",
            "content": [
                {
                    "1": "59504;0;16:31:00;16:31:44;2;0:10:18421069:SPY:293338:1.59:IWM:229227:1.24:RAD:172683:0.94:TWTR:129140:0.7:VXX:113697:0.62:GM:101309:0.55:BAC:84860:0.46:CIEN:82834:0.45:S:82521:0.45:BMY:79749:0.43;1:10:-238835680:RAD:104731724:-43.85:SPY:98033120:-41.05:IWM:67764773:-28.37:BAC:59583610:-24.95:EWJ:53006351:-22.19:EEM:42903933:-17.96:TWTR:40793308:-17.08:S:39680344:-16.61:BSBR:36359581:-15.22:F:34747357:-14.55;",
                    "key": "NYSE-ALL"
                }
            ]
        }
    ]
}

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8.0 CHART

Chart provides streaming one minute OHLCV (Open/High/Low/Close/Volume) for a one minute period .

The one minute bar falls on the 0 second slot (ie. 9:30:00) and includes data from 0 second to 59 seconds.

For example, a 9:30 bar includes data from 9:30:00 through 9:30:59.

8.1 CHART_EQUITY

8.1.1 Request

*Request*	*Value*	*Description*
service	CHART_EQUITY	Name of service
command	SUBS, ADD	Subscribe to data
parameter	keys	Symbols in upper case and separated by commas
parameter	fields	Please see Field Definition table below

Sample Request:

{
    "requests": [
        {
            "service": "CHART_EQUITY",
            "requestid": "2",
            "command": "SUBS",
            "account": "your_account",
            "source": "your_source_id",
            "parameters": {
                "keys": "AAPL",
                "fields": "0,1,2,3,4,5,6,7,8"
            }
        }
    ]
}

8.1.2 Response

CHART_FUTURES Field Definition

*Fields*	*Field Name*	*Type*	*Field Description*	*Update* *Regular* *Hours*	*Update AM/PM* *Hours*	*Notes, Examples* *Source*
0	key	String	Ticker symbol in upper case.	N/A	N/A	See Symbology Table
1	Open Price	double	Opening price for the minute	Yes	Yes
2	High Price	double	Highest price for the minute	Yes	Yes
3	Low Price	double	Chart’s lowest price for the minute	Yes	Yes
4	Close Price	double	Closing price for the minute	Yes	Yes
5	Volume	doulbe	Total volume for the minute	Yes	Yes
6	Sequence	long	Identifies the candle minute	Yes	Yes	Not useful
7	Chart Time	long	Milliseconds since Epoch	Yes	Yes
8	Chart Day	int	Not useful

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8.2 CHART_FUTURES

8.2.1 Request

*Request*	*Value*	*Description*
service	CHART_FUTURES CHART_OPTIONS	Name of service. Equity chart in new format may be supported later on (Date TBD).
command	SUBS	Subscribe to data
parameter	keys	Symbols in upper case and separated by commas
parameter	fields	Please see Field Definition table below

Sample Request:

{
    "requests": [
        {
            "service": "CHART_FUTURES",
            "requestid": "2",
            "command": "SUBS",
            "account": "your_account",
            "source": "your_source_id",
            "parameters": {
                "keys": "/ES",
                "fields": "0,1,2,3,4,5,6,7"
            }
        }
    ]
}

8.2.2 Response

CHART_FUTURES Field Definition

*Fields*	*Field Name*	*Type*	*Field Description*	*Update* *Regular* *Hours*	*Update AM/PM* *Hours*	*Notes, Examples* *Source*
0	key	String	Ticker symbol in upper case.	N/A	N/A	See Symbology Table
1	Chart Time	long	Milliseconds since Epoch	Yes	Yes
2	Open Price	double	Opening price for the minute	Yes	Yes
3	High Price	double	Highest price for the minute	Yes	Yes
4	Low Price	double	Chart’s lowest price for the minute	Yes	Yes
5	Close Price	double	Closing price for the minute	Yes	Yes
6	Volume	doulbe	Total volume for the minute	Yes	Yes

Sample response:

{
    "data": [
        {
            "service": "CHART_FUTURES", 
            "timestamp": 1402059379776, 
            "command": "SUBS", 
            "content": [
                {
                    "1": 1402059300000, 
                    "2": 1942.5, 
                    "3": 1943, 
                    "4": 1942.5, 
                    "5": 1943, 
                    "6": 2202, 
                    "seq": 0, 
                    "key": "/ES"
                }
            ]
        }
    ]
}

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9.0 CHART HISTORY

Chart history for equities is available via requests to the MDMS services. Only Futures chart history is available via Streamer Server.

9.1 CHART_HISTORY_FUTURES

9.1.1 Request

*Request*	*Value*	*Description*
service	CHART_HISTORY_FUTURES	Name of service.
command	GET	Subscribe to data
parameter	symbol	Symbols in upper case and separated by commas
	frequency	Fixed frequency choices: m1, m5, m10, m30, h1, d1, w1, n1 (m=minute, h=hour, d=day, w=week, n=month)
	Period (not required if START_TIME & END_TIME are sent)	Flexible time period examples: d5, w4, n10, y1, y10 (d=day, w=week, n=month, y=year)
	START_TIME (optional)	Start time of chart in milliseconds since Epoch
	END_TIME (optional)	End time of chart in milliseconds since Epoch

Sample Request: With “Period”

{
    "requests": [
        {
            "service": "CHART_HISTORY_FUTURES",
            "requestid": "2",
            "command": "GET",
            "account": "your_account",
            "source": "your_source_id",
            "parameters": {
                "symbol": "/ES",
                "frequency": "m1",
                "period": "d1"
            }
        }
    ]
}

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Sample Request: With start and end time

{
    "requests": [
        {
            "service": "CHART_HISTORY_FUTURES",
            "requestid": "2",
            "command": "GET",
            "account": "your_account",
            "source": "your_source_id",
            "parameters": {
                "symbol": "/ES",
                "END_TIME": "1403294400000",
                "START_TIME": "1403265600000",
                "frequency": "m1"
            }
        }
    ]
}

9.1.2 Response

CHART_HISTORY_FUTURES Field Definition

*Fields*	*Field Name*	*Type*	*Field Description*	*Update* *Regular* *Hours*	*Update AM/PM* *Hours*	*Notes, Examples* *Source*
0	key	String	Ticker symbol in upper case.	N/A	N/A	See Symbology Table
1	Chart Time	long	Milliseconds since Epoch	Yes	Yes
2	Open Price	double	Opening price for the minute	Yes	Yes
3	High Price	double	Highest price for the minute	Yes	Yes
4	Low Price	double	Chart’s lowest price for the minute	Yes	Yes
5	Close Price	double	Closing price for the minute	Yes	Yes
6	Volume	doulbe	Total volume for the minute	Yes	Yes

Sample Request: With “Period”:

Sample Request: With Start Time and End Time:

{
    "snapshot": [
        {
            "service": "CHART_HISTORY_FUTURES",
            "timestamp": 1403296734640,
            "command": "GET",
            "content": [
                {
                    "0": "2",
                    "1": 0,
                    "2": 504,
                    "3": [
                        {
                            "0": 1403265600000,
                            "1": 1950.75,
                            "2": 1951,
                            "3": 1950.75,
                            "4": 1951,
                            "5": 82
                        },
                      ..
                        {
                            "0": 1403296680000,
                            "1": 1953.5,
                            "2": 1953.75,
                            "3": 1953.5,
                            "4": 1953.75,
                            "5": 771
                        }
                    ],
                    "key": "/ES"
                }
            ]
        }
    ]
}

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10.0 LEVEL ONE

10.1 QUOTE

Listed (NYSE, AMEX, Pacific Quotes and Trades)
NASDAQ (Quotes and Trades)
OTCBB (Quotes and Trades)
Pinks (Quotes only)
Mutual Fund (No quotes)
Indices (Trades only)
Indicators

10.1.1Request

QUOTE Request

*Request*	*Value*	*Description*
service	QUOTE	Level one equities quote and trade
command	SUBS	Subscription only
parameter	keys	Symbols in upper case and separated by commas
parameter	fields	Please see the QUOTE Field Defintiion table below

QUOTE Field Definition

*Fields*	*Field Name*	*Type*	*Field Description*	*Update* *Regular* *Hours*	*Update AM/PM* *Hours*	*Notes, Examples* *Source*
0	Symbol	String	Ticker symbol in upper case.	N/A	N/A	See Symbology Table
1	Bid Price	float	Current Best Bid Price	Yes	Yes	From FH
2	Ask Price	float	Current Best Ask Price	Yes	Yes	From FH
3	Last Price	float	Price at which the last trade was matched	Yes	Yes	From FH
4	Bid Size	float	Number of shares for bid	Yes	Yes	From FH
5	Ask Size	float	Number of shares for ask	Yes	Yes	From FH
6	Ask ID	char	Exchange with the best ask	Yes	Yes	From FH
7	Bid ID	char	Exchange with the best bid	Yes	Yes	From FH
8	Total Volume	long	Aggregated shares traded throughout the day, including pre/post market hours.	Yes	Yes	Volume is set to zero at 7:28am ET.
9	Last Size	float	Number of shares traded with last trade	Yes	Yes	Size in 100’s
10	Trade Time	int	Trade time of the last trade	Yes	Yes	Seconds since midnight EST
11	Quote Time	int	Trade time of the last quote	Yes	Yes	Seconds since midnight EST
12	High Price	float	Day’s high trade price	Yes	Yes	According to industry standard, only regular session trades set the High and Low. If a stock does not trade in the AM session, high and low will be zero. High/low reset to 0 at 7:28am ET
13	Low Price	float	Day’s low trade price	Yes	Yes	See High Price notes
14	Bid Tick	char	Indicates Up or Downtick (NASDAQ NMS & Small Cap)	Yes	Yes	Updates whenever bid updates. Source=FH
15	Close Price	float	Previous day’s closing price	No	No	Closing prices are updated from the DB when Pre-Market tasks are run at 7:29AM ET.
16	Exchange ID	char	Primary "listing" Exchange	No	No	As long as the symbol is valid, this data is always present This field is updated every time the closing prices are loaded from DB NYSE = n AMEX = a NASDAQ = q OTCBB =u PACIFIC=p INDICES = x AMEX_INDEX=g MUTUAL_FUND = m PINK_SHEET = 9
17	Marginable	boolean	Stock approved by the Federal Reserve and an investor's broker as being suitable for providing collateral for margin debt.	N/A	N/A	Load from DB
18	Shortable	boolean	Stock can be sold short.	N/A	N/A	Load from DB
19	Island Bid	float	No longer used	N/A	N/A	N/A
20	Island Ask	float	No longer used	N/A	N/A	N/A
21	Island Volume	Int	No longer used	N/A	N/A	N/A
22	Quote Day	Int	Day of the quote	N/A	N/A
23	Trade Day	Int	Day of the trade	N/A	N/A
24	Volatility	float	Option Risk/Volatility Measurement	Yes	Yes	Volatility is reset to 0 when Pre-Market tasks are run at 7:28 AM ET
25	Description	String	A company, index or fund name	Yes	Yes	Once per day descriptions are loaded from the database when Pre-Market tasks are run at 7:29:50 AM ET.
26	Last ID	char	Exchange where last trade was executed	Yes	Yes
27	Digits	int	Valid decimal points	Yes	Yes	AMEX, NASDAQ,OTCBB,PINKS = 4, others = 2
28	Open Price	float	Day's Open Price	Yes	Yes	From FH Open is set to ZERO when Pre-Market tasks are run at 7:28. If a stock doesn’t trade the whole day, then the open price is 0. In the AM session, Open is blank because the AM session trades do not set the open.
29	Net Change	float	Current Last-Prev Close	Yes	Yes	If(close>0) change = last – close Else change=0
30	52 Week High	float	Higest price traded in the past 12 months, or 52 weeks	Yes	Yes	Calculated by merging dayHigh(from fh) and 52 week high from db
31	52 Week Low	float	Lowest price traded in the past 12 months, or 52 weeks	Yes	Yes	Calculated by merging dayLow(from fh) and 52 week low from db
32	PE Ratio	float		N/A	N/A	From db
33	Dividend Amount	float	Earnings Per Share	N/A	N/A	From db
34	Dividend Yield	float	Dividend Yield	N/A	N/A	From db
35	Island Bid Size	Int	No longer used	N/A	N/A	N/A
36	Island Ask Size	Int	No longer used	N/A	N/A	N/A
37	NAV	float	Mutual Fund Net Asset Value	N/A	N/A	load various times after market close
38	Fund Price	float		N/A	N/A	From db
39	Exchange Name	String	Display name of exchange	N/A	N/A	From db
40	Dividend Date	String		N/A	N/A	From db
41	Regular Market Quote	boolean		Yes	No	Is last quote a regular quote
42	Regular Market Trade	boolean		Yes	No	Is last trade a regular trade
43	Regular Market Last Price	float		Yes	No	only records regular trade
44	Regular Market Last Size	float		Yes	No	Currently realize/100, only records regular trade
45	Regular Market Trade Time	int		Yes	No	only records regular trade
46	Regular Market Trade Day	int
47	Regular Market Net Change	float		Yes	No	RegularMarketLastPrice - close
48	Security Status	String		Yes	Yes	Indicates a symbols current trading status, Normal, Halted, Closed
49	Mark	double	Mark Price	Yes	Yes
50	Quote Time in Long	Long	Last quote time in milliseconds since Epoch	Yes	Yes
51	Trade Time in Long	Long	Last trade time in milliseconds since Epoch	Yes	Yes
52	Regular Market Trade Time in Long	Long	Regular market trade time in milliseconds since Epoch	Yes	No

Sample Request

{
    "requests": [
        {
            "service": "QUOTE",
            "requestid": "2",
            "command": "SUBS",
            "account": "your_account",
            "source": "your_source_id",
            "parameters": {
                "keys": "AAPL,MSFT",
                "fields": "0,1,2,3,4,5,6,7,8"
            }
        }
    ]
}

10.1.2Response

Sample Response

{
    "data": [
        {
            "service": "QUOTE",
            "timestamp": 1402072133226,
            "command": "SUBS",
            "content": [http://www.bodurov.com/JsonFormatter/images/Expanded.gif
                {
                    "1": 41.41,
                    "2": 41.42,
                    "3": 41.42,
                    "4": 104,
                    "5": 9,
                    "6": "Q",
                    "7": "Q",
                    "8": 10315351,
                    "key": "MSFT",
                    "delayed": false
                },
                {
                    "1": 650.52,
                    "2": 650.58,
                    "3": 650.52,
                    "4": 2,
                    "5": 2,
                    "6": "K",
                    "7": "Q",
                    "8": 6031182,
                    "key": "AAPL",
                    "delayed": false
                }
            ]
        }
    ]
}

10.1 OPTION

10.1.3Request

QUOTE Request

*Request*	*Value*	*Description*
service	OPTION	Level one option quote and trade
command	SUBS	Subscription only
parameter	keys	Symbols in upper case and separated by commas
parameter	fields	Please see the OPTION Field Defintiion table below

OPTION Field Definition

*Fields*	*Field Name*	*Type*	*Field Description*	*Update* *Regular* *Hours*	*Update AM/PM* *Hours*	*Notes, Examples* *Source*
0	Symbol	String	Ticker symbol in upper case.	N/A	N/A	See Symbology Table
1	Description	String	A company, index or fund name	Yes	Yes	Once per day descriptions are loaded from the database when Pre-Market tasks are run at 7:29:50 AM ET.
2	Bid Price	float	Current Best Bid Price	Yes	No	From FH
3	Ask Price	float	Current Best Ask Price	Yes	No	From FH
4	Last Price	float	Price at which the last trade was matched	Yes	No	From FH
5	High Price	float	Day’s high trade price	Yes	No	According to industry standard, only regular session trades set the High and Low. If a stock does not trade in the AM session, high and low will be zero. High/low reset to 0 at 7:28am ET
6	Low Price	float	Day’s low trade price	Yes	No	See High Price notes
7	Close Price	float	Previous day’s closing price	No	No	Closing prices are updated from the DB when Pre-Market tasks are run at 7:29AM ET.
8	Total Volume	long	Aggregated shares traded throughout the day, including pre/post market hours.	Yes	No	Volume is set to zero at 7:28am ET.
9	Open Interest	int		Yes	No
10	Volatility	float	Option Risk/Volatility Measurement	Yes	No	Volatility is reset to 0 when Pre-Market tasks are run at 7:28 AM ET
11	Quote Time	long	Trade time of the last quote	Yes	No	Seconds since midnight EST
12	Trade Time	long	Trade time of the last trade	Yes	No	Seconds since midnight EST
13	Money Intrinsic Value	float
14	Quote Day	Int	Day of the quote	N/A	N/A
15	Trade Day	Int	Day of the trade	N/A	N/A
16	Expiration Year	int		Yes	No
17	Multiplier	float		Yes	No
18	Digits	int	Valid decimal points	Yes	No	AMEX, NASDAQ,OTCBB,PINKS = 4, others = 2
19	Open Price	float	Day's Open Price	Yes	No	From FH Open is set to ZERO when Pre-Market tasks are run at 7:28. If a stock doesn’t trade the whole day, then the open price is 0. In the AM session, Open is blank because the AM session trades do not set the open.
20	Bid Size	float	Number of shares for bid	Yes	No	From FH
21	Ask Size	float	Number of shares for ask	Yes	No	From FH
22	Last Size	float	Number of shares traded with last trade	Yes	No	Size in 100’s
23	Net Change	float	Current Last-Prev Close	Yes	No	If(close>0) change = last – close Else change=0
24	Strike Price	float		Yes	No
25	Contract Type	char
26	Underlying	String
27	Expiration Month	int
28	Deliverables	String
29	Time Value	float
30	Expiration Day	int
31	Days to Expiration	int
32	Delta	float
33	Gamma	float
34	Theta	float
35	Vega	float
36	Rho	float
37	Security Status	String		Yes	Yes	Indicates a symbols current trading status, Normal, Halted, Closed
38	Theoretical Option Value	float
39	Underlying Price	double
40	UV Expiration Type	char
41	Mark	double	Mark Price	Yes	Yes

10.2 LEVELONE_FUTURES

10.2.1 Request

*Request*	*Value*	*Description*
service	LEVELONE_FUTURES	Name of service
command	SUBS	Subscribe to data
parameter	keys	Futures symbol as a product or active symbol (ie. /ES or /ESM4)
parameter	fields	Please see the LEVELONE_FUTURES Field Defintiion table below

LEVELONE_FUTURES Field Definition

*Fields*	*Field Name*	*Type*	*Field Description*	*Update* *Regular* *Hours*	*Update AM/PM* *Hours*	*Notes, Examples* *Source*
0	Symbol	String	Ticker symbol in upper case.	N/A	N/A	See Symbology Table
1	Bid Price	double	Current Best Bid Price	Yes	Yes	From FH
2	Ask Price	double	Current Best Ask Price	Yes	Yes	From FH
3	Last Price	double	Price at which the last trade was matched	Yes	Yes	From FH
4	Bid Size	long	Number of shares for bid	Yes	Yes	From FH
5	Ask Size	long	Number of shares for ask	Yes	Yes	From FH
6	Ask ID	char	Exchange with the best ask	Yes	Yes	From FH
7	Bid ID	char	Exchange with the best bid	Yes	Yes	From FH
8	Total Volume	double	Aggregated shares traded throughout the day, including pre/post market hours.	Yes	Yes	From FH
9	Last Size	long	Number of shares traded with last trade	Yes	Yes	From FH
10	Quote Time	long	Trade time of the last quote in milliseconds since epoch	Yes	Yes	From FH
11	Trade Time	long	Trade time of the last trade in milliseconds since epoch	Yes	Yes	From FH
12	High Price	double	Day’s high trade price	Yes	Yes	From FH
13	Low Price	double	Day’s low trade price	Yes	Yes	From FH
14	Close Price	double	Previous day’s closing price	N/A	N/A	From FH
15	Exchange ID	char	Primary "listing" Exchange	N/A	N/A	I = ICE, E = CME, L=LIFFEUS
16	Description	String	Description of the product	N/A	N/A	Database and IPF file
17	Last ID	char	Exchange where last trade was executed	Yes	Yes	From FH
18	Open Price	double	Day's Open Price	Yes	Yes	From FH
19	Net Change	double	Current Last-Prev Close	Yes	Yes	If(close>0) change = last – close else change=0
20	Future Percent Change	double	Current percent change	Yes	Yes	If(close>0) pctChange = (last – close)/close else pctChange=0
21	Exhange Name	String	Name of exchange
22	Security Status	String	Trading status of the symbol	Yes	Yes	Indicates a symbols current trading status, Normal, Halted, Closed
23	Open Interest	int	The total number of futures ontracts that are not closed or delivered on a particular day	Yes	Yes	From FH
24	Mark	double	Mark-to-Market value is calculated daily using current prices to determine profit/loss	Yes	Yes	If lastprice is within spread, value = lastprice else value=(bid+ask)/2
25	Tick	double	Minimum price movement	N/A	N/A	From Database (priceIncrement)
26	Tick Amount	double	Minimum amount that the price of the market can change	N/A	N/A	Tick * multiplier field from database
27	Product	String	Futures product	N/A	N/A	From Database
28	Future Price Format	String	Display in fraction or decimal format.	N/A	N/A	Config
29	Future Trading Hours	String	Trading hours	N/A	N/A	days: 0 = monday-friday, 1 = sunday, 7 = Saturday 0 = [-2000,1700] ==> open, close 1= [-1530,-1630,-1700,1515] ==> open, close, open, close 0 = [-1800,1700,d,-1700,1900] ==> open, close, DST-flag, open, close If the DST-flag is present, the following hours are for DST days. http://www.cmegroup.com/trading_hours/
30	Future Is Tradable	boolean	Flag to indicate if this future contract is tradable	N/A	N/A	Loaded from IPF File from Database
31	Future Multiplier	double	Point value	N/A	N/A	Loaded from IPF File from Database
32	Future Is Active	boolean	Indicates if this contract is active	Yes	Yes	From Database and realtime QDS admin message
33	Future Settlement Price	double	Closing price	Yes	Yes	From FH
34	Future Active Symbol	String	Symbol of the active contract	N/A	N/A	Loaded from IPF File from Database
35	Future Expiration Date	long	Expiration date of this contract	N/A	N/A	Milliseconds since epoch

Sample request

{
    "requests": [
        {
            "service": "LEVELONE_FUTURES",
            "requestid": "2",
            "command": "SUBS",
            "account": "your_account",
            "source": "your_source_id",
            "parameters": {
                "keys": "/ES",
                "fields": "0,1,2,3,4"
            }
        }
    ]
}

10.2.2Response

Sample response

{
    "data": [
        {
            "service": "LEVELONE_FUTURES",
            "timestamp": 1402414927425,
            "command": "SUBS",
            "content": [
                {
                    "1": 1947.5,
                    "2": 1947.75,
                    "3": 1947.75,
                    "4": 823,
                    "key": "/ES",
                    "delayed": false
                }
            ]
        }
    ]
}

10.3 LEVELONE_FOREX

10.3.1 Request

*Request*	*Value*	*Description*
service	LEVELONE_FOREX	Name of service
command	SUBS	Subscribe to data
parameter	keys	FOREX symbol(s)
parameter	fields	Please see the LEVELONE_FOREX Field Defintiion table below

LEVELONE_FOREX Field Definition

*Fields*	*Field Name*	*Type*	*Field Description*	*Update* *Regular* *Hours*	*Update AM/PM* *Hours*	*Notes, Examples* *Source*
0	Symbol	String	Ticker symbol in upper case.	N/A	N/A	See Symbology Table
1	Bid Price	double	Current Best Bid Price	Yes	Yes	From FH
2	Ask Price	double	Current Best Ask Price	Yes	Yes	From FH
3	Last Price	double	Price at which the last trade was matched	Yes	Yes	From FH
4	Bid Size	long	Number of shares for bid	Yes	Yes	From FH
5	Ask Size	long	Number of shares for ask	Yes	Yes	From FH
6	Total Volume	double	Aggregated shares traded throughout the day, including pre/post market hours.	Yes	Yes	From FH
7	Last Size	long	Number of shares traded with last trade	Yes	Yes	From FH
8	Quote Time	long	Trade time of the last quote in milliseconds since epoch	Yes	Yes	From FH
9	Trade Time	long	Trade time of the last trade in milliseconds since epoch	Yes	Yes	From FH
10	High Price	double	Day’s high trade price	Yes	Yes	From FH
11	Low Price	double	Day’s low trade price	Yes	Yes	From FH
12	Close Price	double	Previous day’s closing price	N/A	N/A	From FH
13	Exchange ID	char	Primary "listing" Exchange	N/A	N/A
14	Description	String	Description of the product	N/A	N/A	Database and IPF file
15	Open Price	double	Day's Open Price	Yes	Yes	From FH
16	Net Change	double	Current Last-Prev Close	Yes	Yes	If(close>0) change = last – close else change=0
17	Percent Change	double	Current percent change	Yes	Yes	If(close>0) pctChange = (last – close)/close else pctChange=0
18	Exchange Name	String	Name of exchange	N/A	N/A
19	Digits	Int	Valid decimal points	N/A	N/A
20	Security Status	String	Trading status of the symbol	Yes	Yes	Indicates a symbols current trading status, Normal, Halted, Closed
21	Tick	double	Minimum price movement	N/A	N/A	From Database (priceIncrement)
22	Tick Amount	double	Minimum amount that the price of the market can change	N/A	N/A	Tick * multiplier field from database
23	Product	String	Product name	N/A	N/A
23	Trading Hours	String	Trading hours	N/A	N/A	Loaded from IPF File from Database
24	Is Tradable	boolean	Flag to indicate if this forex is tradable	N/A	N/A	Loaded from IPF File from Database
25	Market Maker	String
26	52 Week High	double	Higest price traded in the past 12 months, or 52 weeks	Yes	Yes
27	52 Week Low	double	Lowest price traded in the past 12 months, or 52 weeks	Yes	Yes
28	Mark	double	Mark-to-Market value is calculated daily using current prices to determine profit/loss	Yes	Yes

Sample request:

{
    "requests": [
        {
            "service": "LEVELONE_FOREX",
            "requestid": "2",
            "command": "SUBS",
            "account": "your_account",
            "source": "your_source_id",
            "parameters": {
                "keys": "EUR/USD",
                "fields": "0,1,2,3,4,5,6,7,8,9,10,11,12,13"
            }
        }
    ]
}

10.3.2 Response

Sample response:

{
    "data": [
        {
            "service": "LEVELONE_FOREX",
            "timestamp": 1402421842272,
            "command": "SUBS",
            "content": [
                {
                    "1": 1.35404,
                    "2": 1.35421,
                    "4": 1000000,
                    "5": 1000000,
                    "8": 1402421836687,
                    "13": "T",
                    "key": "EUR/USD",
                    "delayed": false
                }
            ]
        }
    ]
}

10.4 LEVELONE_ FUTURES_OPTIONS

10.4.1 Request

*Request*	*Value*	*Description*
service	LEVELONE_FUTURES_OPTIONS	Name of service
command	SUBS	Subscribe to data
parameter	keys	Futures Options symbol (ie. ./ESZ3P990)
parameter	fields	Please see the LEVELONE_FUTURES_OPTIONS Field Defintiion table below

LEVELONE_FUTURES_OPTIONS Field Definition

*Fields*	*Field Name*	*Type*	*Field Description*	*Update* *Regular* *Hours*	*Update AM/PM* *Hours*	*Notes, Examples* *Source*
0	Symbol	String	Ticker symbol in upper case.	N/A	N/A	See Symbology Table
1	Bid Price	double	Current Best Bid Price	Yes	Yes	From FH
2	Ask Price	double	Current Best Ask Price	Yes	Yes	From FH
3	Last Price	double	Price at which the last trade was matched	Yes	Yes	From FH
4	Bid Size	long	Number of shares for bid	Yes	Yes	From FH
5	Ask Size	long	Number of shares for ask	Yes	Yes	From FH
6	Ask ID	char	Exchange with the best ask	Yes	Yes	From FH
7	Bid ID	char	Exchange with the best bid	Yes	Yes	From FH
8	Total Volume	double	Aggregated shares traded throughout the day, including pre/post market hours.	Yes	Yes	From FH
9	Last Size	long	Number of shares traded with last trade	Yes	Yes	From FH
10	Quote Time	long	Trade time of the last quote in milliseconds since epoch	Yes	Yes	From FH
11	Trade Time	long	Trade time of the last trade in milliseconds since epoch	Yes	Yes	From FH
12	High Price	double	Day’s high trade price	Yes	Yes	From FH
13	Low Price	double	Day’s low trade price	Yes	Yes	From FH
14	Close Price	double	Previous day’s closing price	N/A	N/A	From FH
15	Exchange ID	char	Primary "listing" Exchange	N/A	N/A	I = ICE, E = CME, L=LIFFEUS
16	Description	String	Description of the product	N/A	N/A	Database and IPF file
17	Last ID	char	Exchange where last trade was executed	Yes	Yes	From FH
18	Open Price	double	Day's Open Price	Yes	Yes	From FH
19	Net Change	double	Current Last-Prev Close	Yes	Yes	If(close>0) change = last – close else change=0
20	Future Percent Change	double	Current percent change	Yes	Yes	If(close>0) pctChange = (last – close)/close else pctChange=0
21	Exhange Name	String	Name of exchange
22	Security Status	String	Trading status of the symbol	Yes	Yes	Indicates a symbols current trading status, Normal, Halted, Closed
23	Open Interest	int	The total number of futures ontracts that are not closed or delivered on a particular day	Yes	Yes	From FH
24	Mark	double	Mark-to-Market value is calculated daily using current prices to determine profit/loss	Yes	Yes	If lastprice is within spread, value = lastprice else value=(bid+ask)/2
25	Tick	double	Minimum price movement	N/A	N/A	From Database (priceIncrement)
26	Tick Amount	double	Minimum amount that the price of the market can change	N/A	N/A	Tick * multiplier field from database
27	Product	String	Futures product	N/A	N/A	From Database
28	Future Price Format	String	Display in fraction or decimal format.	N/A	N/A	Config
29	Future Trading Hours	String	Trading hours	N/A	N/A	Loaded from IPF File from Database
30	Future Is Tradable	boolean	Flag to indicate if this future contract is tradable	N/A	N/A	Loaded from IPF File from Database
31	Future Multiplier	double	Point value	N/A	N/A	Loaded from IPF File from Database
32	Future Is Active	boolean	Indicates if this contract is active	Yes	Yes	From Database and realtime QDS admin message
33	Future Settlement Price	double	Closing price	Yes	Yes	From FH
34	Future Active Symbol	String	Symbol of the active contract	N/A	N/A	Loaded from IPF File from Database
35	Future Expiration Date	long	Expiration date of this contract	N/A	N/A	Milliseconds since epoch

Sample request

{
    "requests": [
        {
            "service": "LEVELONE_FUTURES",
            "requestid": "2",
            "command": "SUBS",
            "account": "your_account",
            "source": "your_source_id",
            "parameters": {
                "keys": "/ES",
                "fields": "0,1,2,3,4"
            }
        }
    ]
}

10.4.2 Response

Sample response

{
    "data": [
        {
            "service": "LEVELONE_FUTURES",
            "timestamp": 1402414927425,
            "command": "SUBS",
            "content": [
                {
                    "1": 1947.5,
                    "2": 1947.75,
                    "3": 1947.75,
                    "4": 823,
                    "key": "/ES",
                    "delayed": false
                }
            ]
        }
    ]
}

11.0 BOOK

11.1 FUTURES_BOOK

11.2 FOREX_BOOK

11.3 FUTURES_OPTIONS_BOOK

11.4 LISTED_BOOK

11.5 NASDAQ_BOOK

11.6 OPTIONS_BOOK

12.0 NEWS

12.1 NEWS_HEADLINE

12.1.1 Request

*Request*	*Value*	*Description*
service	NEWS_HEADLINE	Name of service
command	SUBS	Subscribe to data
parameter	keys	Ticker symbol(s)
parameter	fields	Please see the NEWS_HEADLINE Field Defintiion table below

NEWS_HEADLINE Field Definition

*Fields*	*Field Name*	*Type*	*Field Description*	*Update* *Regular* *Hours*	*Update AM/PM* *Hours*	*Notes, Examples* *Source*
0	Symbol	String	Ticker symbol in upper case.	N/A	N/A	See Symbology Table
1	Error Code	double	Specifies if there is any error.	Yes	Yes
2	Story Datetime	long	Headline’s datetime in milliseconds since epoch	Yes	Yes	From FH
3	Headline ID	String	Unique ID for the headline	Yes	Yes	From FH
4	Status	char		Yes	Yes	From FH
5	Headline	String	News headline	Yes	Yes	From FH
6	Story ID	String		Yes	Yes	From FH
7	Count for Keyword	integer		Yes	Yes	From FH
8	Keyword Array	String
9	Is Hot	boolean
10	Story Source	char

Sample request

{
    "requests": [
        {
            "service": "NEWS_HEADLINE",
            "requestid": "2",
            "command": "SUBS",
            "account": "testing0",
            "source": "tag",
            "parameters": {
                "keys": "GOOG",
                "fields": "0,1,2,3,4"
            }
        }
    ]
}

12.1.2 Response

Sample response

{
    "data": [
        {
            "service": "NEWS_HEADLINE",
            "timestamp": 1403806763061,
            "command": "SUBS",
            "content": [
                {
                    "1": 0,
                    "2": 1403778623000,
                    "3": "SN20140626004698",
                    "4": "D",
                    "5": "MW UPDATE: Time will tell if Google's smartwatch ticks",
                    "6": "SN20140626004698",
                    "7": 21,
                    "8": "I/XSLI,I/XFFX,M/NND,M/TEC,I/ISV,P/MWNR,R/CA,I/XNQ1,GOOG,I/XRUS,I/XSTX,I/CPR,I/XDJLC,P/MCOL,*ALL*,R/NME,M/FCL,M/TPX,GOOGL,P/SGN,AAPL,P/MWWS,P/ABO,R/USW,I/SCR,R/PRM,P/AEQI,I/XISL,I/XGDW,I/XGTI,R/US,P/EWR,P/MWMW,P/BFX,P/OAC,I/XDJGI,P/MWTP,I/XSP1,P/GMA,I/XSP5",
                    "9": false,
                    "10": "DJCNEWS",
                    "seq": 153,
                    "key": "GOOG"
                }
            ]
        }
    ]
}

12.2 NEWS_HEADLINELIST

12.3 NEWS_STORY

13.0 STREAMER_SERVER

14.0 TIMESALE

14.1 Request

*Request*	*Value*	*Description*
service	TIMESALE_EQUITY TIMESALE_FOREX TIMESALE_FUTURES TIMESALE_OPTIONS	Name of service. TIMESALE_FOREX will be available in Fall 2014.
command	SUBS	Subscribe to data
parameter	keys	Ticker symbol(s)
parameter	fields	Please see the TIMESALE Field Defintiion table below

TIMESALE Field Definition

*Fields*	*Field Name*	*Type*	*Field Description*	*Update* *Regular* *Hours*	*Update AM/PM* *Hours*	*Notes, Examples* *Source*
0	Symbol	String	Ticker symbol in upper case.	N/A	N/A	See Symbology Table
1	Trade Time	long	Trade time of the last trade in milliseconds since epoch	Yes	Yes	From FH
2	Last Price	double	Price at which the last trade was matched	Yes	Yes	From FH
3	Last Size	double	Number of shares traded with last trade	Yes	Yes	From FH
4	Last Sequence	long	Number of shares for bid	Yes	Yes	From SP

Sample request

{
    "requests": [
        {
            "service": "TIMESALE_FUTURES",
            "requestid": "3",
            "command": "SUBS",
            "account": "your_account0",
            "source": "your_source_id",
            "parameters": {
                "keys": "/ES",
                "fields": "0,1,2,3,4"
            }
        },
        {
            "service": "TIMESALE_EQUITY",
            "requestid": "2",
            "command": "SUBS",
            "account": "your_account0",
            "source": "your_source_id",
            "parameters": {
                "keys": "AAPL",
                "fields": "0,1,2,3,4"
            }
        }
    ]
}

14.2 Response

There is an additional field that is returned with Time and Sale data, called “seq”. This field identifies the message number. If client reconnects and receives the same seq number again, it can choose to ignore the duplicate.

Sample response

{
    "data": [
        {
            "service": "TIMESALE_FUTURES",
            "timestamp": 1403804712166,
            "command": "SUBS",
            "content": [
                {
                    "1": 1403804709796,
                    "2": 1948.25,
                    "3": 1,
                    "4": 6375940,
                    "seq": 1,
                    "key": "/ES"
                }
            ]
        },
        {
            "service": "TIMESALE_EQUITY",
            "timestamp": 1403804712166,
            "command": "SUBS",
            "content": [
                {
                    "1": 1403804709455,
                    "2": 90.2976,
                    "3": 1500,
                    "4": 91864,
                    "seq": 4,
                    "key": "AAPL"
                }
            ]
        }
    ]
}

TD Ameritrade for developer - documentation

Streaming Data