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WSS

Documentation Index

Fetch the complete documentation index at: https://docs.qfex.com/llms.txt

Use this file to discover all available pages before exploring further.

Messages
level2
type:object

Subscribe to the order book

trade
type:object

Subscribe to public trades

bbo
type:object

Subscribe to best bid and offer

underlier
type:object

Subscribe to underlier

mark_price
type:object

Subscribe to mark price

funding
type:object

Subscribe to funding rate

candle
type:object

Subscribe to candles

open_interest
type:object

Subscribe to open interest

minmax_price
type:object

Subscribe to minmax price

market_stats
type:object

Subscribe to consolidated market statistics

level2

Changes in the L2 order book

Example: {"type":"level2","symbol":"AAPL-USD","time":"2025-08-20T09:26:36.861195808Z","bid":[["564.1","0.1"],["560.3","0.001"]],"ask":[["566.2","2.118"],["566.3","2.119"]],"sig_figs":2}
trades

Public trades

Example: {"type":"trade","trade_id":"ab59768f-f81e-4535-80c0-7b35f6709704","time":"2025-08-20T09:26:36.861195808Z","symbol":"PLTR-USD","size":"0.100000","price":"157.025000","side":"SELL","execution_type":"T"}
candle

Candle updates over various intervals

Example: {"type":"candle","symbol":"PLTR-USD","start":"2025-08-20T09:27:00Z","resolution":"1MIN","low":"155.700000","high":"157.225000","open":"156.475000","close":"156.900000","usdVolume":16700,"trades":16}
bbo

Best bid and offer updates

Example: {"type":"bbo","symbol":"AAPL-USD","time":"2025-08-20T09:26:36.861195808Z","bid":[["564.1","2.126"]],"ask":[["566.2","2.118"]]}
underlier

Underlier updates

Example: {"type":"underlier","symbol":"AAPL-USD","price":"437.45","time":"2025-05-08T20:52:48.000Z","source":"external"}
mark_price

Mark price updates

Example: {"type":"mark_price","symbol":"AAPL-USD","price":"437.45","time":"2025-05-08T20:52:48.000Z"}
funding

Funding rate updates

Example: {"type":"funding","symbol":"AAPL-USD","funding_rate":"0.21","time_remaining":"32 //in seconds","time":"2025-05-08T20:52:48.000Z"}
open_interest

Open Interest updates

Example: {"type":"open_interest","symbol":"AAPL-USD","open_interest":"1000000","time":"2025-05-08T20:52:48.000Z"}
minmax_price

Minmax Price updates

Example: {"type":"minmax_price","symbol":"AAPL-USD","min_price":"400.00","max_price":"450.00","time":"2025-05-08T20:52:48.000Z"}
market_stats

Consolidated market statistics updates

Example: {"type":"market_stats","sequence":30272540,"time":"2025-09-04T09:26:40Z","symbol":"*","bbos":[{"time":"2025-09-04T09:26:39.545268322Z","symbol":"AAPL-USD","bid":[["10101.1","0.4505414"]],"ask":[["10102.55","0.57753524"]]}],"mark_prices":[{"time":"2025-09-04T09:26:39.545268322Z","symbol":"AAPL-USD","price":"10102"}],"open_interests":[{"time":"2025-09-04T09:26:39.545268322Z","symbol":"AAPL-USD","open_interest":"12.5"}],"daily_volumes":[{"symbol":"AAPL-USD","volume":"12.5"}]}