Updates of securities information

Private resource

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

HTTP API

This operation can be performed with request to HTTP API.

Subscription for receiving updates on financial assets on the selected exchange.

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
Schema

{
  "opcode": "InstrumentsGetAndSubscribeV2",
  "code": "SBER",
  "instrumentGroup": "TQBR",
  "exchange": "MOEX",
  "instrumentGroup": "TQBR",
  "format": "Simple",
  "guid": "c328fcf1-e495-408a-a0ed-e20f95d6b813",
  "token": "eyJhbGciOiJ..."
}

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

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

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...

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.

Messages from the channel containing the requested information

Simple
Slim
Heavy

Response body
Schema

The first response from the server contains complete information about the selected asset.

{
  "data": {
    "symbol": "SBER",
    "exchange": "MOEX",
    "board": "TQBR",
    "tradingStatus": 17,
    "tradingStatusInfo": "normal trading period",
    "priceMin": 228.78,
    "priceMax": 279.96
  },
  "guid": "c328fcf1-e495-408a-a0ed-e20f95d6b813"
}

The following messages contain only those fields whose value has changed.

{
  "data": {
    "symbol": "SBER",
    "priceMin": 228.78,
    "priceMax": 279.96
  },
  "guid": "c328fcf1-e495-408a-a0ed-e20f95d6b813"
}

It is possible to get the current state of all fields with the /securities request to HTTP API.

Response body parameters

data

object

Requested data

symbolstring

Security code (ticker)

Example: SBER

exchangestring

Exchange code:

MOEX — Moscow Exchange
SPBX — SPB Exchange

Example: MOEX

boardstring

Trading mode code (Board):

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

Example: TQBR

tradingStatusstring

Instrument Trading Status:

18 - No trading / trading closed
118 - Opening period
103 - Closing period
2 - Trading paused
17 - Normal trading period
102 - Closing auction
106 - Large-batch auction
107 - Discrete auction
119 - Opening auction
120 - Trading period at closing auction price

Example: 17

tradingStatusInfostring

Text description of the instrument trading status

Example: normal trading period

priceMindecimal

Minimal price

Example: 228.78

priceMaxdecimal

Maximum price

Example: 279.96

marginBuydecimal

Price of margin purchase (loaned funds). Futures only

Example: 6707.86

marginSelldecimal

Price of margin sell (loaned funds). Futures only

Example: 6707.86

marginSynteticdecimal

Basic collateral for one covered position. Options only.

Example: 6707.86

theorPricedecimal

Theoretical option price

Example: 0.0

theorPriceLimitdecimal

Theoretical option price including limits

Example: 0.0

volatilitydecimal

Option volatility. For other instruments the value is 0

Example: 0.0

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

Response body
Schema

The first response from the server contains complete information about the selected asset.

{
  "data": {
    "sym": "SBER",
    "ex": "MOEX",
    "bd": "TQBR",
    "st": 17,
    "sti": "normal trading period",
    "pxmn": 228.78,
    "pxmx": 279.96
  },
  "guid": "c328fcf1-e495-408a-a0ed-e20f95d6b813"
}

The following messages contain only those fields whose value has changed.

{
  "data": {
    "sym": "SBER",
    "pxmn": 228.78,
    "pxmx": 279.96
  },
  "guid": "c328fcf1-e495-408a-a0ed-e20f95d6b813"
}

It is possible to get the current state of all fields with the /securities request to HTTP API.

Response body parameters

data

object

Requested data

symstring

Security code (ticker)

Example: SBER

exstring

Exchange code:

MOEX — Moscow Exchange
SPBX — SPB Exchange

Example: MOEX

bdstring

Trading mode code (Board):

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

Example: TQBR

ststring

Instrument Trading Status:

18 - No trading / trading closed
118 - Opening period
103 - Closing period
2 - Trading paused
17 - Normal trading period
102 - Closing auction
106 - Large-batch auction
107 - Discrete auction
119 - Opening auction
120 - Trading period at closing auction price

Example: 17

stistring

Text description of the instrument trading status

Example: normal trading period

pxmndecimal

Minimal price

Example: 228.78

pxmxdecimal

Maximum price

Example: 279.96

mgbdecimal

Price of margin purchase (loaned funds). Futures only

Example: 6707.86

mgsdecimal

Price of margin sell (loaned funds). Futures only

Example: 6707.86

mgsntdecimal

Basic collateral for one covered position. Options only.

Example: 6707.86

pxtdecimal

Theoretical option price

Example: 0.0

pxtldecimal

Theoretical option price including limits

Example: 0.0

vldecimal

Option volatility. For other instruments the value is 0

Example: 0.0

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

Response body
Schema

The first response from the server contains complete information about the selected asset.

{
  "data": {
    "symbol": "SBER",
    "exchange": "MOEX",
    "board": "TQBR",
    "tradingStatus": 17,
    "tradingStatusInfo": "normal trading period",
    "priceMin": 228.78,
    "priceMax": 279.96
  },
  "guid": "c328fcf1-e495-408a-a0ed-e20f95d6b813"
}

The following messages contain only those fields whose value has changed.

{
  "data": {
    "symbol": "SBER",
    "priceMin": 228.78,
    "priceMax": 279.96
  },
  "guid": "c328fcf1-e495-408a-a0ed-e20f95d6b813"
}

It is possible to get the current state of all fields with the /securities request to HTTP API.

Response body parameters

data

object

Requested data

symbolstring

Security code (ticker)

Example: SBER

exchangestring

Exchange code:

MOEX — Moscow Exchange
SPBX — SPB Exchange

Example: MOEX

boardstring

Trading mode code (Board):

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

Example: TQBR

tradingStatusstring

Instrument Trading Status:

18 - No trading / trading closed
118 - Opening period
103 - Closing period
2 - Trading paused
17 - Normal trading period
102 - Closing auction
106 - Large-batch auction
107 - Discrete auction
119 - Opening auction
120 - Trading period at closing auction price

Example: 17

tradingStatusInfostring

Text description of the instrument trading status

Example: normal trading period

priceMindecimal

Minimal price

Example: 228.78

priceMaxdecimal

Maximum price

Example: 279.96

marginBuydecimal

Price of margin purchase (loaned funds). Futures only

Example: 6707.86

marginSelldecimal

Price of margin sell (loaned funds). Futures only

Example: 6707.86

marginSynteticdecimal

Basic collateral for one covered position. Options only.

Example: 6707.86

theorPricedecimal

Theoretical option price

Example: 0.0

theorPriceLimitdecimal

Theoretical option price including limits

Example: 0.0

volatilitydecimal

Option volatility. For other instruments the value is 0

Example: 0.0

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

Successful request processing report

Body
Schema

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

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

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

Body
Schema

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

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!

Updates of securities information

Request​

Request body parameters

Responses​

Response body parameters

Response body parameters

Response body parameters

Response body parameters

Response body parameters

Request

Responses