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. May use scientific notation if an exponent is needed.

divisor string conditional

Condition: Only sent for Nasdaq indices

Index divisor

constituents object

constituent string

Constituent name

value string

Constituent value. May use scientific notation if an exponent is needed.

weightPercent string

Constituent weight percentage. May use scientific notation if an exponent is needed.

exchanges array [ conditional

Condition: Only sent for Nasdaq indices

[many] exchange weight object

exchange string

Exchange name

weightPercent string

Exchange weight percentage. May use scientific notation if an exponent is needed.

]

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"
}