Intrinio provides real-time stock and forex prices via a two-way WebSocket connection.
- Receive streaming, real-time price quotes (last trade, bid, ask)
- Subscribe to updates from individual securities or forex pairs
- Subscribe to updates for all securities or forex pairs
To use the SDK, include the script (found in /dist folder of this repository) at the end of your <body> tag.
<script src='intrinio-realtime.js' type='text/javascript'></script>// Create an IntrinioRealtime instance
var ir = new IntrinioRealtime({
public_key: "YOUR_INTRINIO_PUBLIC_ACCESS_KEY",
provider: "iex"
})
// Listen for quotes
ir.onQuote(function(quote) {
console.log(quote)
})
// Join channels
ir.join("AAPL","GE","MSFT")For another example, see the /sample folder. Make sure to substitute your own Public Access Key.
You can create a Public Access Key after creating an account. On your Account page, scroll down to Access Keys, click Add New Key, name it, and specify Public. The key will appear on your Account page, which you will need for to use the SDK. You will also need a subscription to a real-time data feed for one of the providers listed below.
Currently, we offers our web SDK for real-time stock prices from the following providers:
Each has distinct price channels and quote formats, but a very similar API.
Each data provider has a different format for their quote data.
{ type: 'ask',
timestamp: 1493409509.3932788,
ticker: 'GE',
size: 13750,
price: 28.97 }- type - the quote type
last- represents the last traded pricebid- represents the top-of-book bid priceask- represents the top-of-book ask price- timestamp - a Unix timestamp (with microsecond precision)
- ticker - the ticker of the security
- size - the size of the
lasttrade, or total volume of orders at the top-of-bookbidoraskprice - price - the price in USD
{ code: "EUR/USD",
bid_price: 1.13685,
ask_price: 1.13711,
time: "2018-12-18 22:38:06.964Z" }- code - the code of the fx currency pair
- bid_price - the bid price is the price a buyer is willing to pay
- ask_price - the ask price is the price a seller is willing to accept
- time - the UTC timestamp of the price update
To receive price quotes from IEX, you need to instruct the client to "join" a channel. A channel can be
- A security ticker (
AAPL,MSFT,GE, etc) - The security lobby (
$lobby) where all price quotes for all securities are posted - The security last price lobby (
$lobby_last_price) where only last price quotes for all securities are posted
Special access is required for both lobby channels. Contact us for more information.
To receive price quotes from FXCM, you need to instruct the client to "join" a channel. A channel can be
fxcm:pair:{pair_code}- the fx currency pair channel where price updates for the provided currency pair are posted (i.e.fxcm:pair:EUR/USD)fxcm:base:{currency_code}- the fx currency channel where prices updates for any fx currency pair that has the provided currency as the base currency (i.e.fxcm:base:EURwould post prices from EUR/USD, EUR/JPY, etc.)fxcm:quote:{currency_code}- the fx currency channel where prices updates for any fx currency pair that has the provided currency as the quote currency (i.e.fxcm:quote:USDwould post prices from EUR/USD, JPY/USD, etc.)
The Intrinio REST API provides a listing of pairs, currencies, and their corresponding codes:
constructor(options) - Creates a new instance of the IntrinioRealtime client.
- Parameter
options: An object with apublic_keyproperty corresponding to your Intrinio Public Access Key, as well as aproviderproperty designating which realtime vendor to use ("iex" or "fxcm").
var ir = new IntrinioRealtime({
public_key: "YOUR_INTRINIO_PUBLIC_ACCESS_KEY",
provider: "iex"
})destroy() - Closes the WebSocket, stops the self-healing and heartbeat intervals. You MUST call this to dispose of the client.
onError(callback) - Invokes the given callback when a fatal error is encountered. If no callback has been registered and no error event listener has been registered, the error will be thrown.
- Parameter
callback- The callback to invoke. The error will be passed as an argument to the callback.
onQuote(callback) - Invokes the given callback when a quote has been received.
- Parameter
callback- The callback to invoke. The quote will be passed as an argument to the callback.
ir.onQuote(function(quote) {
console.log("QUOTE: ", quote)
})join(...channels) - Joins the given channels. This can be called at any time. The client will automatically register joined channels and establish the proper subscriptions with the WebSocket connection.
- Parameter
channels- An argument list or array of channels to join. See Channels section above for more details.
ir.join("AAPL", "MSFT", "GE")
ir.join(["GOOG", "VG"])
ir.join("$lobby")leave(...channels) - Leaves the given channels.
- Parameter
channels- An argument list or array of channels to leave.
ir.leave("AAPL", "MSFT", "GE")
ir.leave(["GOOG", "VG"])
ir.leave("$lobby")leaveAll() - Leaves all joined channels.
listConnectedChannels() - Returns the list of joined channels. Recently joined channels may not appear in this list immediately.