Constituents Channel

CHANNEL
constituents

The constituents channel provides real-time values and weights of constituents for basket and NASDAQ indices.

Subscribe Request

Subscribe Schema

MESSAGE BODY

type string required

Value: subscribe

stream string required

Value: constituents

id string required

stream ID

Example

{
  "type": "subscribe",
  "id": "NCI",
  "stream": "constituents"
}

Responses

Update Response Schema

No ack response if successful. The most recent value will be sent, and subsequent values until the unsubscribe command is sent.

MESSAGE BODY

type string

Value: constituents

id string

Stream ID

time string

Calculation time of value in milliseconds since Unix epoch

value string

Index value

divisor string conditional

Condition: Only sent for Nasdaq indices

Index divisor

constituents object

constituent string

Constituent name

value string

Constituent value

weightPercent string

Constituent weight percentage

exchanges array [ conditional

Condition: Only sent for Nasdaq indices

[many] exchange weight object

exchange string

Exchange name

weightPercent string

Exchange weight percentage

]

Nasdaq Update Example

{
  "type": "constituents",
  "time": 1618922805000,
  "id": "NCI",
  "value": "2835.55",
  "divisor": "203484212.3109",
  "constituents":[
    {
      "constituent": "LINK",
      "value": "35.0013",
      "weightPercent": "1.27",
      "exchanges": [
        { "exchange": "exchangeA", "weightPercent": "54.14" },
        { "exchange": "exchangeB", "weightPercent": "20.55" },
        { "exchange": "exchangeC", "weightPercent": "25.31" }
      ]
    },
    {
      "constituent": "BCH",
      "value": "793.3554",
      "weightPercent": "1.03",
      "exchanges": [
        { "exchange": "exchangeA", "weightPercent": "59.38" },
        { "exchange": "exchangeB", "weightPercent": "20.62" },
        { "exchange": "exchangeC", "weightPercent": "20.00" }
      ]
    }
  ]
}

Basket Update Example

{
  "type": "constituents",
  "time": 1618922805000,
  "id": "UC5_RR_TR",
  "value": "2835.55",
  "divisor": "203484212.3109",
  "constituents":[
    {
      "constituent": "LINK",
      "value": "35.0013",
      "weightPercent": "1.27",
    },
    {
      "constituent": "BCH",
      "value": "793.3554",
      "weightPercent": "1.03",
    }
  ]
}

Failed Subscribe Schema

Returned if you specified an unknown stream ID.

MESSAGE BODY

type string

Value: subscribe

id string

Stream ID

stream string

Value: constituents

success boolean

Value: false

reason string

Error description

Failed Subscribe Example

{
  "type": "subscribe",
  "id": "BRR",
  "stream": "constituents",
  "success": false,
  "reason": "Unrecognised id"
}

Unsubscribe Request

Unsubscribe Schema

No direct response if successful. Messages for the subscription will cease.

MESSAGE BODY

type string required

Value: unsubscribe

stream string required

Value: constituents

id string required

stream ID

Unsubscribe Example

{
  "type": "unsubscribe",
  "id": "NCI",
  "stream": "constituents"
}