dxFeed dxLink WebSocket API
dxLink is dxFeed's WebSocket protocol for real-time market data streaming with multiplexed virtual channels, authorization, and FEED/DOM (order book) service channels. The protocol is publicly specified as an AsyncAPI 2.4 document in the dxFeed/dxLink GitHub repository, with a live demo server (wss://demo.dxfeed.com/dxlink-ws) and an interactive debug console; client SDKs exist for JavaScript, Java, .NET, C++, and Swift.
dxFeed dxLink WebSocket API is one of 36 APIs that dxFeed publishes on the APIs.io network, described by an AsyncAPI event-driven specification.
Tagged areas include WebSocket, Streaming, Real-Time, and Market Data. The published artifact set on APIs.io includes API documentation, an AsyncAPI specification, and a GitHub repository.
This event API exposes
2 operations
across 1 channel,
and defines 45 schemas.
It is described by AsyncAPI 2.4.0, at version 1.0.2.
The API connects through a single server, wss://demo.dxfeed.com/dxlink-ws (dxlink-ws).
The identity and technical contract details declared by the specification.
ErrorMessage
message
Error notification.
SetupMessage
message
Allows setting up connection.
KeepaliveMessage
message
Allows the connection to stay alive.
AuthMessage
message
Allows the client to authorize.
AuthStateMessage
message
Notification of authorization state.
FeedChannelRequestMessage
message
Allows the client to request the feed channel.
DomChannelRequestMessage
message
Allows the client to request the dom channel.
ChannelOpenedMessage
message
Notification of the opened channel.
ChannelClosedMessage
message
Notification of the closed channel.
ChannelCancelMessage
message
Allows the client to cancel channel requests.
FeedSetupMessage
message
Allows the client to configure the FEED service.
FeedConfigMessage
message
Notification of the FEED service configuration.
FeedSubscriptionMessage
message
Allows the client to manage their subscriptions in the FEED service.
FeedDataMessage
message
Contains the data of subscribed market events.
DomSetupMessage
message
Allows the client to configure the DOM service.
DomConfigMessage
message
Notification of the DOM service configuration.
DomSnapshotMessage
message
Contains the snapshot of request depth of market.
Message
object
Supertype message.
2 properties
2 required
FeedContract
string
Subscription contract of the FEED service. Possible values: - HISTORY - real-time history of events with snapshots (like Candles) - TICKER - real-time ticker o…
FeedEventFields
object
An object where keys are event types and values are an array of event fields.
FeedDataFormat
string
Format of data in FEEDDATA message. Possible values: - FULL - key-value objects (with field names) - COMPACT - value only arrays (without field names)
FeedSymbol
string
Symbol of the subscription. - - wildcard (all symbols) subscription (for STREAM and AUTO contracts only) - symbol - one symbol
FeedRegularSubscription
object
This type of subscription object is used in a channel with TICKER, STREAM, or AUTO contract.
2 properties
2 required
FeedOrderBookSubscription
object
This type of subscription object is used in a channel with HISTORY or AUTO contract.
FeedTimeSeriesSubscription
object
This type of subscription object is used in a channel with HISTORY or AUTO contract.
JSONDouble
object
Represents a JSON number that can be either a floating-point number or a special value (NaN, Infinity, -Infinity).
MessageEvent
object
4 properties
QuoteEvent
object
Quote event is a snapshot of the best bid and ask prices, and other fields that change with each quote. It represents the most recent information that is avail…
13 properties
ProfileEvent
object
Profile information snapshot that contains security instrument description. It represents the most recent information that is available about the traded securi…
20 properties
GreeksEvent
object
Greeks event is a snapshot of the option price, Black-Scholes volatility and greeks. It represents the most recent information that is available about the corr…
14 properties
SummaryEvent
object
Summary information snapshot about the trading session including session highs, lows, etc. It represents the most recent information that is available about th…
14 properties
CandleEvent
object
Candle event with open, high, low, close prices and other information for a specific period. Event symbol of the candle is represented with Candle symbol. Sinc…
18 properties
TheoPriceEvent
object
Theo price is a snapshot of the theoretical option price computation that is periodically performed by dxPrice model-free computation. It represents the most r…
13 properties
UnderlyingEvent
object
Underlying event is a snapshot of computed values that are available for an option underlying symbol based on the option prices on the market. It represents th…
13 properties
ConfigurationEvent
object
5 properties
OptionSaleEvent
object
Option Sale event represents a trade or another market event with the price (for example, market open/close price, etc.) for each option symbol listed under th…
24 properties
SeriesEvent
object
Series event is a snapshot of computed values that are available for all option series for a given underlying symbol based on the option prices on the market.…
15 properties
TimeAndSaleEvent
object
Time and Sale represents a trade or other market event with price, like market open/close price, etc. Time and Sales are intended to provide information about…
22 properties
TradeEvent
object
Trade event is a snapshot of the price and size of the last trade during regular trading hours and an overall day volume and day turnover.
15 properties
TradeETHEvent
object
TradeETH event is a snapshot of the price and size of the last trade during extended trading hours and the extended trading hours day volume and day turnover.…
15 properties
OrderEvent
object
Order event is a snapshot for a full available market depth for a symbol. The collection of order events of a symbol represents the most recent information tha…
24 properties
SpreadOrderEvent
object
Spread order event is a snapshot for a full available market depth for all spreads on a given underlying symbol. The collection of spread order events of a sym…
24 properties
AnalyticOrderEvent
object
Represents an extension of Order introducing analytic information, e.g. adding to this order iceberg related information (icebergPeakSize, icebergHiddenSize, i…
28 properties
The full machine-readable AsyncAPI contract behind this narrative.
Other APIs dxFeed publishes across the network.
