July 2020
Hash Id: ed4af2592e9dd4a784d5403843bd18292fd441ea
- GET /iserver/marketdata/history: Endpoint has been updated to support outsideRth - boolean. If set to true will include outside of regular trading hours in the payload response for contracts that support it.
- WebSocket: Streaming for market data, orders and pnl have been reformatted as TOPIC+{ARGUMENT}. The first letter determines s=subscribe, u=unsubscribe. Pass an empty argument {} if none is required. For complete details including examples refer to the User's Guide.
- Market Data: Top of the book (level I) data. The 'snapshot' argument is removed. The 'fields' argument is required, refer to Market Data Snapshot for a list of available field values.
- smd+conid+{"fields":[]}
- umd+conid+{}
- Live Orders: Relays back real time updates of your open orders. To receive all open orders for the entire day you can poll the endpoint /iserver/account/orders.
- Profit and Loss: Realized and Unrealized Profit and Loss are available real time streaming. Updates can be received as quickly as once per second.
- Echo: To maintain an active websocket session it is recommended to send a heartbeat every 10 seconds.
- Fixes: GET /fyi/unreadnumber: Due to a bug in Chrome that caches headers, the HTTP method has been updated to support both GET and POST.
Note: No changes to the gateway only to the backend.