Value Channel

CHANNEL
value

The value channel provides real-time value updates for indices.

Subscribe Request

Subscribe Schema

MESSAGE BODY

type string required

Value: subscribe

stream string required

Value: value

id string required

stream ID

maxResolution string

Possible values: [PER_SECOND, PER_200MS]

Controls the time resolution of updates received. Use PER_200MS to receive all ticks including those between second boundaries. Defaults to PER_SECOND, which returns only values at second boundaries. For indices that do not publish at 200ms frequency, PER_200MS is accepted but has no additional effect.

Example

{
  "type": "subscribe",
  "id": "BRTI",
  "stream": "value"
}

Subsecond Example

{
  "type": "subscribe",
  "id": "BRTI",
  "stream": "value",
  "maxResolution": "PER_200MS"
}

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: value

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.

amendTime number conditional

Condition: If the value has been amended after being previously published

This field indicates the time of the amendment in milliseconds since Unix epoch

repeatOfPreviousValue boolean conditional

Condition: If an error has occurred during calculation such that an index value could not be calculated for that day, and it has been replaced with the value from the previous day.

Value: true

Update Example 1

{
  "type": "value",
  "id": "BRTI",
  "value": "8835.56",
  "time": 1579264280000
}

Update Example 2

{
  "type": "value",
  "id": "BRR",
  "value": "57260.71",
  "time": 1620313200000,
  "amendTime": 1620313300000,
  "repeatOfPreviousValue": true
}

Failed Subscribe Schema

Returned if you specified an unknown stream ID.

MESSAGE BODY

type string

Value: subscribe

id string

Stream ID

stream string

Value: value

success boolean

Value: false

reason string

Error description

Failed Subscribe Example

{
  "type": "subscribe",
  "id": "BRR",
  "stream": "value",
  "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: value

id string required

stream ID

Unsubscribe Example

{
  "type": "unsubscribe",
  "id": "BRTI",
  "stream": "value"
}