Sub/Unsub Market Data

Overview

The DATA channel returns 8 groups of market information:

Topic pattern

trade.[index/exchange/symbol-symbol/*]@[tick/1m/5m]
trade.index.[index_code]@[tick/1m/5m]
indexsummary.[index_code/*]
quote.[index/exchange/symbol-symbol/*]@[tick/1m/5m]
room.[index/exchange/symbol-symbol/*]@[tick/1m/5m]
put.[index/exchange/symbol-symbol/*]@[tick/1m/5m]
oddlot.[index/exchange/symbol-symbol/*]@[tick/1m/5m]
market.[index/exchange/symbol-symbol/*]

• Multiple symbols are joined with - (e.g. ACB-SSI-GVR-KDH); * covers all symbols within scope.
• Omitting @interval defaults to tick. The market and indexsummary topics have no interval.
• trade.index and indexsummary only accept an index code (e.g. VN30, VNINDEX, HNXINDEX, UPCOMINDEX).

Note: valid intervals are currently tick, 1m, 5m (there is no 3m).

Subscribe market data

{
  "method": "SUBSCRIBE",
  "channel": "DATA",
  "topics": [
    "trade.SSI",
    "trade.ACB-SSI-GVR-KDH",
    "trade.vn30",
    "trade.hose"
  ]
}

• trade.SSI — subscribe to matched-trade messages for symbol SSI
• trade.ACB-SSI-GVR-KDH — subscribe to matched-trade messages for symbols ACB, SSI, GVR, KDH
• trade.vn30 — subscribe to matched-trade messages for all symbols in the VN30 basket
• trade.hose — subscribe to matched-trade messages for all symbols on the HOSE exchange

The same syntax applies to quote, room, put, oddlot, market — just change the topic prefix (e.g. quote.SSI, room.vn30, market.hose).

Unsubscribe market data

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

I. Trade — matched trade information

Sample output:

{
  "s": "SSI",
  "t": "2026/07/29 09:15:32",
  "p": "45500",
  "q": "1000",
  "a": "45350",
  "si": "B",
  "o": "45000",
  "h": "45800",
  "l": "44900",
  "v": "1250000"
}

I.1. Trade.index — realtime index value

Some symbols on the trade topic (e.g. s: "VN30") are not stocks but the realtime value of the index itself. Subscribing to trade.vn30 as above only returns the stocks belonging to the VN30 basket, not the index's own value. To receive the index's own realtime tick, use the dedicated trade.index topic.

Subscribe syntax: trade.index.[index_code]@[tick/1m/5m]

{
  "method": "SUBSCRIBE",
  "channel": "DATA",
  "topics": [
    "trade.index.VN30",
    "trade.index.VNINDEX",
    "trade.index.HNXINDEX",
    "trade.index.UPCOMINDEX"
  ]
}

• trade.index.VN30 — subscribe to the realtime VN30 index value
• trade.index.UPCOMINDEX — subscribe to the realtime UPCOM index value. The HNX source publishes the raw message as s: "HNXUPCOMINDEX"; the server renames it to UPCOMINDEX before forwarding to clients, so subscribe using this new name.
• trade.index.VN30@1m, trade.index.VN30@5m — subscribe to the 1-minute/5-minute candles of the index. A candle message's data contains s (index code), st (candle start time), t (last tick time), o, h, l, c (open/high/low/close) and v (volume).

The tick data structure (no interval) is the same as the trade topic above (s, t, p, q, v, ...), where p is the index's current point value.

Sample output:

{
  "s": "VN30",
  "t": "2026/09/14 13:39:10",
  "p": "1928.81",
  "q": "75412",
  "a": "0",
  "si": "",
  "o": "0",
  "h": "0",
  "l": "0",
  "v": "129161843"
}

I.2. Indexsummary — index summary information

Returns realtime summary information of an index: index value and change, number of advancing/declining/unchanged/ceiling/floor stocks, and total matched and put-through volume and value. Unlike trade.index (which only carries the index value tick), indexsummary also carries market breadth and liquidity information for the index.

Subscribe syntax: indexsummary.[index_code/*]

This topic requires the stream:DATA:indexsummary scope.

{
  "method": "SUBSCRIBE",
  "channel": "DATA",
  "topics": [
    "indexsummary.VN30",
    "indexsummary.VNINDEX",
    "indexsummary.HNXINDEX",
    "indexsummary.UPCOMINDEX"
  ]
}

• indexsummary.VN30 — subscribe to the VN30 index summary
• indexsummary.UPCOMINDEX — subscribe to the UPCOM index summary. The HNX source publishes the raw message as s: "HNXUPCOMINDEX"; clients subscribe using UPCOMINDEX and the server maps it to the source code automatically.
• indexsummary.* — subscribe to the summary of all indices

Note: indexsummary only accepts an index code. Do not subscribe by exchange code (hose, hnx, upcom) or by stock symbol as with the trade topic.

Sample output:

{
  "s": "VNIND",
  "b": "HOSE",
  "ss": "ATC",
  "t": "2026/10/13 14:30:55",
  "v": "793.02",
  "c": "-20.44",
  "cr": "-2.51",
  "adv": "15",
  "dec": "47",
  "nc": "11",
  "ce": "1",
  "fl": "0",
  "tmv": "792414028510",
  "tmq": "37448788",
  "tvp": "22700831600",
  "tqp": "1344858",
  "tq": "38793646",
  "tv": "815114860110"
}

II. Room — foreign room information

Sample output:

{
  "s": "SSI",
  "t": "2026/07/29 09:15:32",
  "tr": "1500000",
  "cr": "980000",
  "bq": "5000",
  "bv": "227500000",
  "sq": "3000",
  "sv": "136500000"
}

III. Quote — bid/ask information

Sample output:

{
  "s": "SSI",
  "t": "2026/07/29 09:15:32",
  "bids": [
    ["45.45", "3200"],
    ["45.40", "1500"],
    ["45.35", "4200"],
    ["45.30", "2100"],
    ["45.25", "3300"]
  ],
  "asks": [
    ["45.50", "2800"],
    ["45.55", "1900"],
    ["45.60", "3600"],
    ["45.65", "2200"],
    ["45.70", "4100"]
  ]
}

IV. Put — put-through (negotiated) trades

Sample output:

{
  "s": "SSI",
  "t": "2026/07/29 10:05:12",
  "p": "45.00",
  "q": "50000",
  "tq": "350000",
  "tv": "15750000000"
}

V. Oddlot — odd-lot trades

Sample output:

{
  "s": "SSI",
  "t": "2026/07/29 09:16:05",
  "p": "45.50",
  "q": "80",
  "bids": [
    ["45.45", "50"],
    ["45.40", "30"]
  ],
  "asks": [
    ["45.55", "40"],
    ["45.60", "20"]
  ]
}

VI. Market — start-of-day and session information

Subscribe syntax has no interval: market.[index/exchange/symbol-symbol/*].

Market streaming data:

Sample output:

{
  "s": "SSI",
  "b": "HOSE",
  "t": "2026/07/29",
  "ce": "48.50",
  "fl": "42.10",
  "ref": "45.30"
}

Market flag (session-flag message):

Sample output:

{
  "b": "HOSE",
  "t": "2026/07/29 09:00:00",
  "f": "ATO"
}

See also

• Connect WebSocket — connection setup
• Heartbeat — ping/pong keep-alive mechanism
• Sub/Unsub Trading Data — subscribe to trading data