Finance Query Streaming API#

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Version: 3.0.0

High-performance financial data API server built on finance-query library

Servers:

financeQuery — wss://finance-query.com
localhost — ws://localhost:8000

Channels ^{2 channel(s)}#

/v2/feeds/streamFeedStreamCommand, GqlFeedEntry

Messages

FeedStreamCommand, GqlFeedEntry

/v2/streamPriceStreamMessage, params_StreamCommand

Messages

PriceStreamMessage, params_StreamCommand

Operations ^{4 operation(s)}#

SENDv2FeedsStreamNewly-seen RSS/Atom feed entries as the server polls each source.

Payload · GqlFeedEntry

Example ValueSchema

{
  "published": "string",
  "source": "string",
  "summary": "string",
  "title": "string",
  "url": "string"
}

GqlFeedEntry

SENDv2StreamReal-time price ticks, or fired alert events while alert rules are active.

Payload · PriceStreamMessage

Example ValueSchema

{
  "ask": 0.0,
  "askSize": 0,
  "bid": 0.0,
  "bidSize": 0,
  "change": 0.0,
  "changePercent": 0.0,
  "circulatingSupply": 0.0,
  "currency": "string",
  "dayHigh": 0.0,
  "dayLow": 0.0,
  "dayVolume": 0,
  "exchange": "string",
  "expireDate": 0,
  "fromCurrency": "string",
  "id": "string",
  "lastMarket": "string",
  "lastSize": 0,
  "marketCap": 0.0,
  "marketHours": "PRE_MARKET",
  "miniOption": 0,
  "openInterest": 0,
  "openPrice": 0.0,
  "optionsType": "CALL",
  "previousClose": 0.0,
  "price": 0.0,
  "priceHint": 0,
  "quoteType": "NONE",
  "shortName": "string",
  "strikePrice": 0.0,
  "time": 0,
  "underlyingSymbol": "string",
  "vol24hr": 0,
  "volAllCurrencies": 0
}

PriceStreamMessage

RECEIVEv2FeedsStreamSubscribe/unsubscribe to feed sources.

Payload · FeedStreamCommand

Example ValueSchema

{
  "formType": "string",
  "subscribe": [
    "string"
  ],
  "unsubscribe": [
    "string"
  ]
}

FeedStreamCommand

RECEIVEv2StreamSubscribe/unsubscribe to symbols, or set alert rules.

Payload · params_StreamCommand

Example ValueSchema

{
  "alerts": [
    {
      "condition": "crossesAbove",
      "repeat": true,
      "symbol": "string",
      "value": 0.0
    }
  ],
  "subscribe": [
    "string"
  ],
  "unsubscribe": [
    "string"
  ]
}

params_StreamCommand

Schemas ^{12 type(s)}#

AlertConditiononeOf · 7 variants

A predicate over incoming price ticks.

one of:

field type required description
crossesAbove number required
field type required description
crossesBelow number required
field type required description
priceAbove number required
field type required description
priceBelow number required
field type required description
percentChangeAbove number required
field type required description
percentChangeBelow number required
field type required description
volumeAbove integer required

field	type	required	description
`crossesAbove`	`number`	required

field	type	required	description
`crossesBelow`	`number`	required

field	type	required	description
`priceAbove`	`number`	required

field	type	required	description
`priceBelow`	`number`	required

field	type	required	description
`percentChangeAbove`	`number`	required

field	type	required	description
`percentChangeBelow`	`number`	required

field	type	required	description
`volumeAbove`	`integer`	required

AlertConditionKindenum

Which predicate an [`AlertCondition`] applies, without its threshold.

one of: "crossesAbove", "crossesBelow", "priceAbove", "priceBelow", "percentChangeAbove", "percentChangeBelow", "volumeAbove"

AlertEventobject · 7 fields

A fired alert, carrying the tick that triggered it.

field	type	required	description
`changePercent`	`number`	required	Percent change carried by the triggering tick.
`condition`	`AlertCondition`	required	Condition that fired.
`previousPrice`	`number`	optional	Last price seen before this tick, if any.
`price`	`number`	required	Price on the triggering tick.
`symbol`	`string`	required	Symbol that triggered.
`time`	`integer`	required	Tick timestamp (milliseconds).
`update`	`PriceUpdate`	required	The full triggering tick.

FeedStreamCommandobject · 3 fields

Inbound control message for `/v2/feeds/stream`.

field	type	required	description
`formType`	`string`	optional	SEC filing form type, used when `sec-filings` is in `subscribe`.
`subscribe`	`string[]`	optional	Feed source slugs to subscribe to (same slugs as `GET /v2/feeds`'s `sources` param).
`unsubscribe`	`string[]`	optional	Feed source slugs to unsubscribe from.

GqlFeedEntryobject · 5 fields

A single entry from an RSS/Atom feed.

field	type	required
`published`	`string`	optional
`source`	`string`	required
`summary`	`string`	optional
`title`	`string`	required
`url`	`string`	required

MarketHoursTypeenum

Market hours type enumeration

one of: "PRE_MARKET", "REGULAR_MARKET", "POST_MARKET", "EXTENDED_HOURS_MARKET"

OptionTypeenum

Option type enumeration

one of: "CALL", "PUT"

PriceStreamMessageoneOf · 2 variants

Outbound message on `/v2/stream`: a live price tick, or — while a client's alert rules are active — a fired alert event instead of the raw tick. Schema-only: `deliver()` in `handlers::stream` sends each variant's JSON directly rather than constructing this type.

one of:

PriceUpdate
AlertEvent

PriceUpdateobject · 33 fields

Real-time price update from Yahoo Finance WebSocket.

field	type	required
`ask`	`number`	required
`askSize`	`integer`	required
`bid`	`number`	required
`bidSize`	`integer`	required
`change`	`number`	required
`changePercent`	`number`	required
`circulatingSupply`	`number`	required
`currency`	`string`	required
`dayHigh`	`number`	required
`dayLow`	`number`	required
`dayVolume`	`integer`	required
`exchange`	`string`	required
`expireDate`	`integer`	required
`fromCurrency`	`string`	required
`id`	`string`	required
`lastMarket`	`string`	required
`lastSize`	`integer`	required
`marketCap`	`number`	required
`marketHours`	`MarketHoursType`	required
`miniOption`	`integer`	required
`openInterest`	`integer`	required
`openPrice`	`number`	required
`optionsType`	`OptionType`	required
`previousClose`	`number`	required
`price`	`number`	required
`priceHint`	`integer`	required
`quoteType`	`pricing_QuoteType`	required
`shortName`	`string`	required
`strikePrice`	`number`	required
`time`	`integer`	required
`underlyingSymbol`	`string`	required
`vol24hr`	`integer`	required
`volAllCurrencies`	`integer`	required

WsAlertRuleobject · 4 fields

One alert rule as sent over the wire.

field	type	required	description
`condition`	`AlertConditionKind`	required	Predicate to evaluate. Crossing conditions compare against the previous tick and never fire on a symbol's first tick.
`repeat`	`boolean`	optional	Fire every time the condition becomes true again, instead of once.
`symbol`	`string`	required	Ticker symbol to watch.
`value`	`number`	required	Threshold the predicate compares against.

params_StreamCommandobject · 3 fields

Inbound control message for `/v2/stream`.

field	type	required	description
`alerts`	`WsAlertRule[]`	optional	Replace the connection's alert rule set. While a non-empty rule set is active the server sends alert events instead of raw price updates; send an empty array to revert to raw ticks. Symbols named by rules are subscribed automatically.
`subscribe`	`string[]`	optional	Ticker symbols to subscribe to.
`unsubscribe`	`string[]`	optional	Ticker symbols to unsubscribe from.

pricing_QuoteTypeenum

Quote type enumeration

one of: "NONE", "ALT_SYMBOL", "HEARTBEAT", "EQUITY", "INDEX", "MUTUAL_FUND", "MONEY_MARKET", "OPTION", "CURRENCY", "WARRANT", "BOND", "FUTURE", "ETF", "COMMODITY", "ECN_QUOTE", "CRYPTOCURRENCY", "INDICATOR", "INDUSTRY"

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Finance Query Streaming API#

Channels 2 channel(s)#

Operations 4 operation(s)#

Schemas 12 type(s)#

Channels ^{2 channel(s)}#

Operations ^{4 operation(s)}#

Schemas ^{12 type(s)}#