Security candlesticks (price history)

Private resource

The request cannot be executed anonymously. The required token parameter must contain an up-to-date Access Token.

The request creates a subscription to receive historical price data (candlesticks) of a financial asset on the selected exchange for a specified period of time.

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Request

To create a subscription to a data channel, send a message to the established WebSocket connection with a request body containing the details of the subscription to be created.

Request body

{
  "opcode": "BarsGetAndSubscribe",
  "code": "SBER",
  "tf": "60",
  "from": 1536557084,
  "skipHistory": false,
  "exchange": "MOEX",
  "instrumentGroup": "TQBR",
  "format": "Simple",
  "frequency": 100,
  "guid": "c328fcf1-e495-408a-a0ed-e20f95d6b813",
  "token": "eyJhbGciOiJ..."
}

Schema

Request body parameters

opcodestringrequired
Operation code:
• OrderBookGetAndSubscribe — Subscription to order book
• BarsGetAndSubscribe — Subscription to price history (candlesticks)
• QuotesSubscribe — Subscription to quotes
• InstrumentsGetAndSubscribeV2 — Subscription to security information updates on the selected exchange
• AllTradesGetAndSubscribe — Subscribe to all trades
• PositionsGetAndSubscribeV2 — Subscription to information about current positions on securities and money
• SummariesGetAndSubscribeV2 — Subscription to portfolio summary information
• RisksGetAndSubscribe — Subscription to consolidated information on portfolio risks
• SpectraRisksGetAndSubscribe — Subscription to information on derivatives market risks (FORTS)
• TradesGetAndSubscribeV2 — Subscription for information on trades
• OrdersGetAndSubscribeV2 — Subscription to information about current orders on the market for the selected exchange and security
• StopOrdersGetAndSubscribeV2 — Subscription to information about current conditional orders in the market for the selected exchange and security
• unsubscribe — Cancelation of previously created subscription
codestringrequired

Security code (ticker)

Example: SBER

tfstring

Timeframe duration. You can specify the exact number of seconds or the timeframe code as the value:

• 15 — 15 seconds
• 60 — 60 seconds or 1 minute
• 3600 — 3600 seconds or 1 hour
• D — 1 day (or 86400 seconds)
• W — 1 week (or 604800 seconds)
• M — 1 month (or 2592000 seconds)
• Y — 1 year (or 31536000 seconds)

Example: 60

fromint64

Date and time (UTC) for the first requested candle

Example: 1536557084

skipHistoryboolean

Flag for filtering out historical data:

• true — display only new data
• false — display including historical data

Example: false

exchangestringrequired

Exchange code:

• MOEX — Moscow Exchange
• SPBX — SPB Exchange

Example: MOEX

instrumentGroupstring

Trading mode code (Board):

• List of Moscow Exchange codes is available in table
• SPB Exchange securities always have SPBX code

Example: TQBR

formatstring

The format of the JSON object returned by the server:

• Simple is the original data format. Supports legacy (deprecated) parameters to ensure backward compatibility
• Slim is the lightweight data format for fast messaging. Does not support legacy (deprecated) parameters
• Heavy is the complete data format, evolving and augmented with new fields. Does not support legacy (deprecated) parameters

Example: Simple

frequencyint32

Frequency (interval) of data transmission by the server. The server will return the latest data on request for the time interval specified as the parameter value. Example: the exchange transmits data every 2 ms, but if the parameter value is 10 ms, the server will return only the last value, discarding the previous ones.

Minimum value of the parameter depends on the selected format of the JSON object to be returned:

• Simple — 25 milliseconds
• Slim — 10 milliseconds
• Heavy — 500 milliseconds.

Example: 100

guidstringrequired

The unique identifier of the operation. All incoming messages related to this operation will have this guid field value

Example: c328fcf1-e495-408a-a0ed-e20f95d6b813

tokenstringrequired

Access Token

Example: eyJhbGciOiJ...

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Responses

The content of the response returned to the WebSocket connection depends on the results of processing the request:

• If the request is processed successfully, the server will send one 200 code message in response, confirming that the subscription has been created, after which it will begin transmitting 100 code messages containing the information requested as part of the subscription.
• If the request processing failed, the server will send back one message with an error code corresponding to the reason for the failure, after which it will close the WebSocket connection.

100

Messages from the channel containing the requested information

Simple

Response body

{
  "data": {
    "time": 1537529040,
    "close": 192.15,
    "open": 192.18,
    "high": 192.2,
    "low": 192.15,
    "volume": 1960
  },
  "guid": "c328fcf1-e495-408a-a0ed-e20f95d6b813"
}

Schema

Response body parameters

data

object

Requested data

timeint64

Time (UTC) (Unix time seconds)

Example: 1537529040

closedecimal

Closing price

Example: 192.15

opendecimal

Opening price

Example: 192.18

highdecimal

Maximum price

Example: 192.2

lowdecimal

Minimal price

Example: 192.15

volumeint32

Volume

Example: 1960

guidstring

The unique identifier of the operation. All incoming messages related to this operation will have this guid field value

Example: c328fcf1-e495-408a-a0ed-e20f95d6b813

Slim

Response body

{
  "data": {
    "t": 1537529040,
    "c": 192.15,
    "o": 192.18,
    "h": 192.2,
    "l": 192.15,
    "v": 1960
  },
  "guid": "c328fcf1-e495-408a-a0ed-e20f95d6b813"
}

Schema

Response body parameters

data

object

Requested data

tint64

Time (UTC) (Unix time seconds)

Example: 1537529040

cdecimal

Closing price

Example: 192.15

odecimal

Opening price

Example: 192.18

hdecimal

Maximum price

Example: 192.2

ldecimal

Minimal price

Example: 192.15

vint32

Volume

Example: 1960

guidstring

The unique identifier of the operation. All incoming messages related to this operation will have this guid field value

Example: c328fcf1-e495-408a-a0ed-e20f95d6b813

Heavy

Response body

{
  "data": {
    "time": 1537529040,
    "close": 192.15,
    "open": 192.18,
    "high": 192.2,
    "low": 192.15,
    "volume": 1960
  },
  "guid": "c328fcf1-e495-408a-a0ed-e20f95d6b813"
}

Schema

Response body parameters

data

object

Requested data

timeint64

Time (UTC) (Unix time seconds)

Example: 1537529040

closedecimal

Closing price

Example: 192.15

opendecimal

Opening price

Example: 192.18

highdecimal

Maximum price

Example: 192.2

lowdecimal

Minimal price

Example: 192.15

volumeint32

Volume

Example: 1960

guidstring

The unique identifier of the operation. All incoming messages related to this operation will have this guid field value

Example: c328fcf1-e495-408a-a0ed-e20f95d6b813

200

Successful request processing report

Body

{
  "message": "Handled successfully",
  "httpCode": 200,
  "requestGuid": "c328fcf1-e495-408a-a0ed-e20f95d6b813"
}

Schema

Response body parameters

messagestring

Text description of the returned HTTP code

Example: Handled successfully

httpCodeint32

HTTP message code

Example: 200

requestGuidstring

The unique identifier of the operation. All incoming messages related to this operation will have this guid field value

Example: c328fcf1-e495-408a-a0ed-e20f95d6b813

401

Failed to process request. Access token is invalid, not specified in the message or belongs to other system environment

Body

{
  "requestGuid": "c328fcf1-e495-408a-a0ed-e20f95d6b813",
  "httpCode": 401,
  "message": "Invalid JWT token!"
}

Schema

Response body parameters

requestGuidstring

The unique identifier of the operation. All incoming messages related to this operation will have this guid field value

Example: c328fcf1-e495-408a-a0ed-e20f95d6b813

httpCodeint32

HTTP message code

Example: 401

messagestring

Text description of the returned HTTP code

Example: Invalid JWT token!