The MarketDataStreamRequest object is used as an input to the StreamMarketData API. This API provides streaming access to market data, including Level 1, Level 2, or Tick data for a given symbol. You can also add additional symbols to the stream without needing to unsubscribe from the currently subscribed symbols.
MarketDataStreamRequest
| Field Name | Data Type | Accepted Values/Examples |
|---|---|---|
| Advise | bool | If set to True, real-time updates from the server will be registered for |
| MarketDataLevel | string | Level1 or Level2 |
| MarketSource | repeated string | A list of market sources to which the returned data should be restricted. If empty, all sources are included |
| RegionalExchangeIds | repeated string | Regional exchange ID |
| Request | bool | If set to True, a current snapshot of the data will be retrieved |
| RequestType | string | To add, remove, or change a symbol(s) subscription |
| Symbols | string | Valid ticker symbol (e.g., AAPL, IBM, VOD.LSE) |
| UserToken | string | A server generated GUID that is given as response to the client during the first login |