Websocket Data
j
jth324
I believe Websocket Data could provide a huge beneficial use and reduce API calls. The industry standards for websocket have greatly improved and it'd provide a boost
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e
eugeneolsen
I agree that WebSocket data would be extremely useful. Yes, it could cause a lot of data. Allowances for WebSocket data may have to be calculated differently.
Also, competing APIs provide optional filters for WebSocket data that only feed data that materially affects the data such as price.
m
mwhitlock
I agree, but how would a WebSocket API interact with Market Data's request allowances? Would each pricing event reported over WebSocket consume one price request from the user's daily allowance? Given that many stocks "tick" very frequently (many ticks per minute or even many ticks per second), such a scheme would quickly blow through a user's allowance. Conversely, charging only one request for a potentially all-day WebSocket session wouldn't make sense either.