Explanation of websocket API for price feed response

Malaiselvan

We are looking for the document explanation to understand the response of Web Socket API for real time price feed.

We are using Python to open the websocket and get the price feed.

web_socket_app = websocket.WebSocketApp(ws_address, header=['User-Agent: Python'],    on_message=on_message,    on_error=on_error,    on_close=on_close,    on_open=on_open,    subprotocols=['tr_json2'])

The question is related to "message" that comes in on_message. It has an attribute called "Domain" with value "login" and what does that mean? Similarly is there a type called "Update" and what does that mean? What "Data":"Ok" means? What "Stream":"Open" means.

Basically we are looking for a document which explains each and every tag that comes in the websocket API response.

raksina.samasiri

Hi @Malaiselvan ,

The document can be found in https://developers.lseg.com/en/api-catalog/real-time-opnsrc/websocket-api/documentation#websocket-api-development-guide , which is this pdf file https://developers.lseg.com/content/dam/devportal/realtimeapi_pdfs/websocket_api_protocol_specification.pdf

I hope this helps and please let me know in case you have any further questions.

wasin.w

Hello @Malaiselvan

Firstly, I strongly suggest you check this https://developers.lseg.com/en/article-catalog/article/10-important-things-you-need-know-you-write-elektron-real-time-application article which can help you familiar with the Real-Time platform behavior.

The Real-Time APIs (WebSocket, RTSDK) uses Domain Message Models to define message types in the platform in different domain based on its purpose.

Examples:

• Login domain: use for registering and authenticate an application with the system
• Market Price domain: use for representing Market Price data request and response (data or status) messages.

The other resources that might help you are as follows

• OMM White Paper document
• WebSocket API – API Specifications