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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.

tip

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 NameRequest TypeResponse TypeDescription
GetSnapsStreamSnapStreamRequestSnapMessage streamReturns a stream of snapshots for a list of tickers
GetSnapsSnapsRequestSnapResponseReturns snapshots for a list of tickers

Ticker Symbology

ExtensionNote
.DDelayed
.NBNasdaq Basic
.NB.DNasdaq Basic Delayed

SnapStreamRequest

FieldTypeLabelDescription
tickersstringrepeatedlist of tickers
info

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

FieldTypeLabelDescription
tickersstringrepeatedlist of tickers

SnapResponse

FieldTypeLabelDescription
dataSnapMessagerepeatedlist of snaps
errorstringerror

SnapMessage

FieldDescription
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