Sub/Unsub Market Data

Theo dõi và hủy theo dõi dữ liệu thị trường qua WebSocket FastConnect.

Nhóm dữ liệu thị trường

trade
quote
room
market
put
oddlot

Topic pattern

trade.[index/exchange/symbol-symbol/*]@[tick/1m/3m]
quote.[index/exchange/symbol-symbol/*]@tick
room.[index/exchange/symbol-symbol/*]@tick
market.[index/exchange/*]
put.[index/exchange/symbol-symbol/*]@tick
oddlot.[index/exchange/symbol-symbol/*]@tick

{
  "method": "SUBSCRIBE",
  "channel": "DATA",
  "topics": ["trade.SSI@tick", "quote.SSI@tick", "market.vn30"]
}

Unsubscribe market data

{
  "method": "UNSUBSCRIBE",
  "channel": "DATA",
  "topics": ["trade.SSI@tick", "quote.SSI@tick"]
}

Trade event

{
  "eventType": "trade",
  "s": "SSI",
  "t": "10:15:32",
  "p": 24500,
  "q": 100,
  "si": "B"
}

Quote event

{
  "eventType": "quote",
  "s": "SSI",
  "bp1": 24450,
  "bq1": 10000,
  "ap1": 24500,
  "aq1": 12000,
  "bp2": 24400,
  "bq2": 8000,
  "ap2": 24550,
  "aq2": 9000
}

Room event

{
  "eventType": "room",
  "s": "SSI",
  "tr": 12000000,
  "cr": 8300000,
  "fr": 3700000
}

Put event

{
  "eventType": "put",
  "s": "SSI",
  "t": "10:20:05",
  "p": 24600,
  "q": 5000
}

Oddlot event

{
  "eventType": "oddlot",
  "s": "SSI",
  "t": "10:21:11",
  "p": 24480,
  "q": 37
}

Market event

{
  "eventType": "market",
  "market": "vn30",
  "value": 1285.42,
  "change": 4.85,
  "changePercent": 0.38,
  "tradingValue": 2350000000
}

Trường dữ liệu chính

s: symbol
t: trading time
p: price
q: quantity
si: side indicator
tr: total room
cr: current room
fr: foreign room còn lại

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