Snap
The Snap gRPC service provides current conflated NBBO and aggregated trade information for specified tickers. This API requires that the customer have an active streaming subscription and a JWT to be included with the request.
For an introduction to gRPC, visit: https://grpc.io/docs/what-is-grpc/introduction/
🔗URLs​
Equities:
snap-grpc.quodd.com
Options:
snap-grpc-options.quodd.com
🔒Authentication​
Obtain a JWT token and add it to MetaData as follows:
{
"Authorization": "Bearer YOUR_TOKEN_HERE"
}
💻Proto File and Code Examples​
Download proto file with code examples 👨‍💻.
📄Snap.proto​
SnapService​
| Method Name | Request Type | Response Type | Description |
|---|---|---|---|
| GetSnapsStream | SnapStreamRequest | SnapMessage stream | Returns a stream of snapshots for a list of tickers |
| GetSnaps | SnapsRequest | SnapResponse | Returns snapshots for a list of tickers |
Ticker Symbology​
| Extension | Note |
|---|---|
| .D | Delayed |
| .NB | Nasdaq Basic |
| .NB.D | Nasdaq Basic Delayed |
SnapStreamRequest​
| Field | Type | Label | Description |
|---|---|---|---|
| tickers | string | repeated | list of tickers |
The gRPC connection will remain open as long as market data for the requested tickers is available. If there is no active market data for a period of 30 minutes, the connection will be terminated automatically. It is required to implement reconnection logic to handle instances where the connection is closed.
SnapsRequest​
| Field | Type | Label | Description |
|---|---|---|---|
| tickers | string | repeated | list of tickers |
SnapResponse​
| Field | Type | Label | Description |
|---|---|---|---|
| data | SnapMessage | repeated | list of snaps |
| error | string | error |
SnapMessage​
| Field | Description |
|---|---|
| Ticker | (Equities, Options) The ticker symbol. |
| Currency | (Equities, Options) Currency. |
| ListingMarket | (Equities) Market identifier code where security is listed. |
| Ask | (Equities, Options) NBBO offer price. |
| AskSize | (Equities, Options) Shares available at Ask. |
| AskMarket | (Equities, Options) Market identifier code where Ask sourced. |
| Bid | (Equities, Options) NBBO bid price. |
| BidSize | (Equities, Options) Shares available at Bid. |
| BidMarket | (Equities, Options) Market identifier code where Bid sourced. |
| Open | (Equities, Options) Trade price of first eligible trade of day. |
| High | (Equities, Options) Highest trade price of day. |
| Low | (Equities, Options) Lowest trade price of the day. |
| PreviousClose | (Equities, Options) Previous Close price. |
| Last | (Equities, Options) Last price. |
| LastMarket | (Equities, Options) Market identifier code where Last sourced. |
| LastSize | (Equities, Options) Shares traded at last price. |
| LastTimestamp | (Equities, Options) Timestamp of last trade in EST. Format: YYYY-MM-DDTHH:MM:SS.sssssss. |
| QuoteTimestamp | (Equities, Options) Quote Timestamp in EST. Format: YYYY-MM-DDTHH:MM:SS.sssssss. |
| NumberOfTrades | (Equities, Options) Number Of Trades. |
| TotalVolume | (Equities, Options) Total volume traded in the session. |
| VWAP | (Equities, Options) Total Value traded/Total volume Traded. |
| YearHigh | (Equities) 52 week high price. |
| YearLow | (Equities) 52 week low price. |
| TradingStatus | (Equities) Conveys the trading status of a Ticker. |
| IsDelayed | (Equities, Options) Price information is 15 minutes delayed when true. |
| Error | (Equities, Options) Details of the error. |
| Change | (Equities, Options) Difference between Last and PreviousClose. |
| ChangePct | (Equities, Options) % Difference between Last and PreviousClose. |
| Feed | (Equities) Feed. |
| UnderlyingTicker | (Options) Underlying Ticker of the option contract. |
| OptionType | (Options) The type of the option contract. |
| ExpirationDate | (Options) The expiration date of the option contract. |
| StrikePrice | (Options) Strike price of the option contract. |
🚀Quick start​
gRPCurl​
Command-line tool for interacting with gRPC servers
Example Request:
grpcurl -H 'authorization: Bearer TOKEN' -proto 'snap.proto' -d '{ "tickers": [ "AAPL","MSFT","GOOGL" ] }' snap-grpc.quodd.com:443 snap.SnapService/GetSnapsStream