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Stream an order book

Authorizations

X-API-KEY
string
header
required
X-API-SECRET
string
header
required

Body

application/json

Streams one market's order book on a venue.

venueId
string
required
instrument
Future · object
required

An instrument, identified by its fields rather than a venue symbol: type, base, quote, and expiry, strike and right where they apply. type takes the InstrumentType values; unknown types are rejected. Market summaries also give its canonical symbol.

Response

Each item in the stream

One message per line: a Reset first, then Updates, until an Ended line.

One line of the order book stream.

timestamp
string<date-time>
required

When Plurex sent the event.

data
object
required

The whole book.

type
enum<string>
required

Always Reset.

Available options:
Reset