Quotes
WS
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Stream quote data for specified options contracts via WebSocket. Each message delivers current best bid/ask prices, sizes, and associated metadata as they update, enabling users to monitor dynamic market conditions and inform trading decisions. Due to the high bandwidth and message rates associated with options quotes, users can subscribe to a maximum of 1,000 option contracts per connection.
Use Cases: Live monitoring, market analysis, trading decision support, dynamic interface updates.
Plan Accessloading..
Options BasicFree
Not included
Options Starter$29/mo
Not included
Options Developer$79/mo
Not included
Options Advanced$199/mo
Real-time
Options BasicFree
Not included
Options Starter$29/mo
Not included
Options Developer$79/mo
Not included
Options Advanced$199/mo
Real-time
Plan Recencyloading..
Plan HistoryNot applicable to websockets
Parameters
ticker
string
required
Specify an option contract. You're only allowed to subscribe to 1,000 option contracts per connection.
You can also use a comma separated list to subscribe to multiple option contracts.
You can retrieve active options contracts from our Options Contracts API.
Response Attributes
ev
enum (Q)
The event type.
sym
string
The ticker symbol for the given option contract.
bx
integer
The bid exchange ID. See Exchanges for Massive's mapping of exchange IDs.
ax
integer
The ask exchange ID. See Exchanges for Massive's mapping of exchange IDs.
bp
number
The bid price.
ap
number
The ask price.
bs
integer
The bid size.
as
integer
The ask size.
t
integer
The Timestamp in Unix MS.
q
integer
The sequence number represents the sequence in which trade events happened. These are increasing and unique per ticker symbol, but will not always be sequential (e.g., 1, 2, 6, 9, 10, 11).
Code Examples
Subscription Request
WS
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Response Object