Stocks WebSocket Documentation

iTick.org Stocks WebSocket API provides streaming access to the latest stock market data from Shenzhen, Shanghai, Hong Kong, and the United States. You can specify the channel to use by sending instructions in the form of actions. When events occur in the channels you subscribe to, our WebSockets emit events to notify you.

Our WebSocket API is based on authorization, which controls which WebSocket clusters you can connect to and what types of data you can access. You can log in to see a sample that includes your API key and is personalized according to your authorization.

Step 1: Connect

With the Premium plan, you will be able to use a single connection to the cluster. If another connection tries to connect to the cluster at the same time, the current connection will be disconnected. If you need more connections to this cluster at the same time, you can contact support.

Connect to the cluster:

wscat -c wss://api.itick.org/sws

Once connected you will receive the following message:

{
"code":1,
"msg": "Connected Successfully"
}

Step 2: Authentication

You must authenticate before you can make any additional requests.

{
"ac":"auth",
"params":"dVEIODs9rmbxOtFJAL_SRvwLXjmddLKg"
}

After successful authentication, you will receive the following message:

{
"code":1,
"resAc":"auth",
"msg": "authenticated"
}

If authentication fails, the connection will be disconnected and the process will terminate

{
"code":0,
"resAc":"auth",
"msg": "auth failed"
}

Step 3: Subscribe

After verifying your identity, you can request a stream. You can request multiple streams in the same request.

{
"ac":"subscribe",
"params":"AM.LPL,AM.LPL",
"types":"depth,quote"
}

params: underlying code, supports multiple subscriptions
types: subscription type, depth market, quote，tick

Subscription returns content successfully.

{
"code":1,
"resAc":"subscribe",
"msg": "subscribe Successfully"
}

Subscription returns content failed. As follows: exceeds the maximum number of package plans, subscription parameter error.

{
"code":0,
"resAc":"subscribe",
"msg": "exceeding the maximum subscription limit"
}

{
"code":0,
"resAc":"subscribe",
"msg": "cannot be resolved action"
}

Step 4: Response Content

iTick.org WebSocket clients must be able to handle many incoming messages per second. Due to the nature of the WebSocket protocol, if the client is slow to get messages from the server, iTick.org's server must buffer messages and send them as fast as the client can receive them. If the client consumes messages too slowly for a long time, iTick.org's server-side buffer may become too large. If this happens, iTick.org will terminate the WebSocket connection. If you encounter this situation frequently, please consider subscribing to fewer symbols or channels.

After the subscription is successful, the data is sent as follows.

Trade response content

{
    "code": 1,
    "data": {
        "s": "AAPL",
        "ld": 225.215,
        "v": 16742235,
        "t": 1731689407000,
        "type": "tick"
    }
}

Quote response content

{
"code": 1,
"data": {
"s": "AAPL",
"ld": 225.215,
"o": 226.27,
"h": 226.92,
"l": 224.44,
"t": 1731689407000,
"v": 16742235,
"tu": 3774688301.452,
"ts": 0,
"type": "quote"
}
}

Depth response content

{
    "code": 1,
    "data": {
        "s": "AAPL.US",
        "a": [
            {
                "po": 1,
                "p": 3034.01,
                "v": 10.6023,
                "o": 10.6023
            },
            {
                "po": 2,
                "p": 3034.03,
                "v": 0.0017,
                "o": 0.0017
            },
            {
                "po": 3,
                "p": 3034.18,
                "v": 0.0017,
                "o": 0.0017
            },
            {
                "po": 4,
                "p": 3034.26,
                "v": 0.0018,
                "o": 0.0018
            },
            {
                "po": 5,
                "p": 3034.27,
                "v": 0.21,
                "o": 0.21
            }
        ],
        "b": [
            {
                "po": 1,
                "p": 3034,
                "v": 20.9758,
                "o": 20.9758
            },
            {
                "po": 2,
                "p": 3033.99,
                "v": 1.8408,
                "o": 1.8408
            },
            {
                "po": 3,
                "p": 3033.98,
                "v": 0.003,
                "o": 0.003
            },
            {
                "po": 4,
                "p": 3033.97,
                "v": 0.0065,
                "o": 0.0065
            },
            {
                "po": 5,
                "p": 3033.94,
                "v": 0.003,
                "o": 0.003
            }
        ],
        "type": "depth"
    }
}

K-line response content

{
"code": 0,
"msg": null,
"data": {
"s":"AAPL.US",
"t":1,
"k":
{
"tu": 157513,
"c": 3059.39,
"t": 1731660060000,
"v": 28,
"h": 3061.41,
"l": 3055.24,
"o": 3055.36
}
}
}

t Kline cycle: Cycle 1 minute, 2 five minutes, 3 ten minutes, 4 thirty minutes, 5 one hour, 6 two hours, 7 four hours, 8 one day, 9 one week, 10 one month

Step 5: Keep heartbeat

The client sends to the server

{
"ac":"ping",
"params":"1731688569840"
}

The server sends to the client

{
"resAc":"pong",
"data": {"params":"1731688569840"}
}

The timestamps of ping and pong need to be consistent