Streaming data

FastConnect Data provides you realtime data through streaming. As soon as the client is connected, the system will send the update data if any changes. Update data includes:

Data type	Description	Note
F	Securities status	Refer details here.
X	Snapshot of latest best bid/ask and trade	Refer details here.
X-Quote	Best Bid/ask	HOSE supports 3 best prices. HNX, UPCOM and Derivatives supports 10 best prices. Refer details here.
X-Trade	Matched volume and price	Refer details here.
B	Realtime open, high, low, close, volume	Refer OHLCV
R	Foreign Room	Refer details here.
MI	Index data	Refer details here.

Securities status

Rtype F returns trading session and trading status of securities.

Input

F: <Securities list>

Note: Securities are separated by "-". Input ALL to get status of all securities.

Example: F: SSI or F:SSI-PAN or F:ALL

Output

Field	Type	Description
Rtype	string	Value = F
MarketID	string	Exchange ID, includes: HOSE|HNX|HNXBOND|UPCOM|DER
TradingDate	Date	Trading date in ddmmyyy format
Time	Time	Time in format HHMMSS
Symbol	String	Securities symbol
TradingSession	String	Phiên giao dịch
TradingStatus	String	Trạng thái giao dịch

Sample

Input: 
F: SSI
Output: 
{"DataType":"F",
"Content":"{
\"RType\":\"F\",
\"MarketId\":\"HOSE\",
\"TradingDate\":\"14/08/2023\",
\"Time\":\"13:00:00\",
\"Symbol\":\"SSI\",
\"TradingSession\":\"LO\",
\"TradingStatus\":\"N\",
\"Exchange\":\"HOSE\"}"
}

Quote

RType X-Quote provides best bid/ask.

• For HOSE, 3 best bid/ask prices are provided.

• For HNX, UPCOM, DER, 10 best bid/ask prices are provided.

Input

X-Quote: <Securities list> or ALL

Note: Securities list including symbols separated by "-"

ALL: All securities

Output

Field	Type	Description
Rtype	string	Value = X-QUOTE
TradingDate	Date	Format DD/MM/YYYY
Time	Time	Format HH:MM:SS
Symbol	string
BidPrice1	number
BidVol1	number
BidPrice2	number
BidVol2	number
BidPrice3	number
BidVol3	number
BidPrice4	number
BidVol4	number
BidPrice5	number
BidVol5	number
BidPrice6	number
BidVol6	number
BidPrice7	number
BidVol7	number
BidPrice8	number
BidVol8	number
BidPrice9	number
BidVol9	number
BidPrice10	number
BidVol10	number
AskPrice1	number
AskVol1	number
AskPrice2	number
AskVol2	number
AskPrice3	number
AskVol3	number
AskPrice4	number
AskVol4	number
AskPrice5	number
AskVol5	number
AskPrice6	number
AskVol6	number
AskPrice7	number
AskVol7	number
AskPrice8	number
AskVol8	number
AskPrice9	number
AskVol9	number
AskPrice10	number	10th best ask price
AskVol10	number	10th best ask vol
MarketID	string	Market
Exchange	string	Exchange
TradingSession	string	Phiên giao dịch
TradingStatus	string	Trạng thái giao dịch

Sample

Input: 
X-QUOTE: ACB
Output:
{"DataType":"X-QUOTE",
"Content":"{
\"TradingDate\":\"14/08/2023\",
\"Time\":\"14:00:28\",
\"Exchange\":\"HOSE\",
\"Symbol\":\"ACB\",
\"RType\":\"X-QUOTE\",
\"AskPrice1\":22950.0,
\"AskPrice2\":23000.0,
\"AskPrice3\":23050.0,
\"AskPrice4\":0.0,
\"AskPrice5\":0.0,
\"AskPrice6\":0.0,
\"AskPrice7\":0.0,
\"AskPrice8\":0.0,
\"AskPrice9\":0.0,
\"AskPrice10\":0.0,
\"AskVol1\":109100.0,
\"AskVol2\":208600.0,
\"AskVol3\":207200.0,
\"AskVol4\":0.0,
\"AskVol5\":0.0,
\"AskVol6\":0.0,
\"AskVol7\":0.0,
\"AskVol8\":0.0,
\"AskVol9\":0.0,
\"AskVol10\":0.0,
\"BidPrice1\":22900.0,
\"BidPrice2\":22850.0,
\"BidPrice3\":22800.0,
\"BidPrice4\":0.0,
\"BidPrice5\":0.0,
\"BidPrice6\":0.0,
\"BidPrice7\":0.0,
\"BidPrice8\":0.0,
\"BidPrice9\":0.0,
\"BidPrice10\":0.0,
\"BidVol1\":290900.0,
\"BidVol2\":454200.0,
\"BidVol3\":678800.0,
\"BidVol4\":0.0,
\"BidVol5\":0.0,
\"BidVol6\":0.0,
\"BidVol7\":0.0,
\"BidVol8\":0.0,
\"BidVol9\":0.0,
\"BidVol10\":0.0,
\"TradingSession\":\"LO\"}"}

Trade

Input

X-TRADE: <Securities list> or ALL

Note: Securities list including symbols separated by "-"

ALL: All securities

Output

Field	Data	Description
Rtype	string	Value = X-TRADE
TradingDate	Date	In DD/MM/YYYY format
Time	Time	In HH:MM:SS format
ISIN	string	ISIN
Symbol	string	Symbol
Ceiling	number
Floor	number
RefPrice	number
Highest	number
Lowest	number
AvgPrice	number
PriorVal	number
LastPrice	number
Change	number
RatioChange	number
EstMatchedPrice	number	Estimated matched price in ATO/ATC
LastVol	number	Lats matched vol
TotalVal	number	Total matched value
TotalVol	number	Total matched vol
MarketID	string
Exchange	string
TradingSession	string	Phiên giao dịch
TradingStatus	string	Trạng thái giao dịch
Side	string	Buy up/ Sell down BU: Buy up SD: Sell down Unknow

Sample:

Input:
X-TRADE: ACB 
Output: 
{"DataType":"X-TRADE",
"Content":"{
\"RType\":\"X-TRADE\",
\"TradingDate\":\"14/08/2023\",
\"Time\":\"14:07:53\",
\"Isin\":\"ACB\",
\"Symbol\":\"ACB\",
\"Ceiling\":24500.0,
\"Floor\":21300.0,
\"RefPrice\":22900.0,
\"AvgPrice\":22927.93,
\"PriorVal\":22900.0,
\"LastPrice\":22950.0,
\"LastVol\":100.0,
\"TotalVal\":201713015000.0,
\"TotalVol\":8797700.0,
\"MarketId\":\"HOSE\",
\"Exchange\":\"HOSE\",
\"TradingSession\":\"LO\",
\"TradingStatus\":\"N\",
\"Change\":50.0,
\"RatioChange\":0.22,
\"EstMatchedPrice\":22900.0,
\"Highest\":23050,
\"Lowest\":22800,
\"Side\":\"SD\",
}"}

Securities snapshot

Input

X: <securities list> or ALL

Output

Field	Type	Description
Rtype	string	Value = X
TradingDate	Date	Trading date in DD/MM/YYYY format
Time	Time	Time in HH:MM:SS
ISIN	string	ISIN
Symbol	string
Ceiling	number
Floor	number
RefPrice	number
Open	number
Close	number
High	number
Low	number
Avg	number
PriorVal	number
LastPrice	number	Last matched price
Change	number
RatioChange	number
EstMatchedPrice	number	Estimated matched price during ATO/ATC
LastVol	number	Last matched vol
TotalVal	number	Total matched value
TotalVol	number	Total matched vol
BidPrice1	number
BidVol1	number
BidPrice2	number
BidVol2	number
BidPrice3	number
BidVol3	number
BidPrice4	number
BidVol4	number
BidPrice5	number
BidVol5	number
BidPrice6	number
BidVol6	number
BidPrice7	number
BidVol7	number
BidPrice8	number
BidVol8	number
BidPrice9	number
BidVol9	number
BidPrice10	number
BidVol10	number
AskPrice1	number
AskVol1	number
AskPrice2	number
AskVol2	number
AskPrice3	number
AskVol3	number
AskPrice4	number
AskVol4	number
AskPrice5	number
AskVol5	number
AskPrice6	number
AskVol6	number
AskPrice7	number
AskVol7	number
AskPrice8	number
AskVol8	number
AskPrice9	number
AskVol9	number
AskPrice10	number
AskVol10	number
MarketID	string	Sàn giao dịch
Exchange	string	Sàn giao dịch
TradingSession	string	Phiên giao dịch
TradingStatus	string	Trạng thái giao dịch

Sample

Input:
X: ALL 
Output:
{"DataType":"X",
"Content":"{
\"RType\":\"X\",
\"TradingDate\":\"15/08/2023\",
\"Time\":\"10:28:41\",
\"Isin\":\"TAR\",
\"Symbol\":\"TAR\",
\"Ceiling\":23400.0,
\"Floor\":19200.0,
\"RefPrice\":21300.0,
\"Open\":21300.0,
\"High\":22300.0,
\"Low\":21300.0,
\"Close\":21800.0,
\"AvgPrice\":21784.0,
\"PriorVal\":21300.0,
\"LastPrice\":21800.0,
\"LastVol\":100.0,
\"TotalVal\":27946100000.0,
\"TotalVol\":1282900.0,
\"BidPrice1\":21800.0,
\"BidPrice2\":21700.0,
\"BidPrice3\":21600.0,
\"BidPrice4\":21500.0,
\"BidPrice5\":21400.0,
\"BidPrice6\":21300.0,
\"BidPrice7\":21200.0,
\"BidPrice8\":21100.0,
\"BidPrice9\":21000.0,
\"BidPrice10\":20900.0,
\"BidVol1\":18800.0,
\"BidVol2\":35300.0,
\"BidVol3\":93600.0,
\"BidVol4\":60000.0,
\"BidVol5\":45800.0,
\"BidVol6\":94500.0,
\"BidVol7\":42900.0,
\"BidVol8\":48400.0,
\"BidVol9\":165900.0,
\"BidVol10\":26100.0,
\"AskPrice1\":21900.0,
\"AskPrice2\":22000.0,
\"AskPrice3\":22100.0,
\"AskPrice4\":22200.0,
\"AskPrice5\":22300.0,
\"AskPrice6\":22400.0,
\"AskPrice7\":22500.0,
\"AskPrice8\":22600.0,
\"AskPrice9\":22700.0,
\"AskPrice10\":22800.0,
\"AskVol1\":50300.0,
\"AskVol2\":109800.0,
\"AskVol3\":58500.0,
\"AskVol4\":152600.0,
\"AskVol5\":92200.0,
\"AskVol6\":129800.0,
\"AskVol7\":178700.0,
\"AskVol8\":60100.0,
\"AskVol9\":29400.0,
\"AskVol10\":17000.0,
\"MarketId\":\"HNX\",
\"Exchange\":\"HNX\",
\"TradingSession\":\"LO\",
\"TradingStatus\":\"N\",
\"Change\":500.0,
\"RatioChange\":2.35,
\"EstMatchedPrice\":0.0}"}

Foreign room

Input

R:<Securities list>

Note: Securities in the list are separated by "-". Input R to get room of all securities.

Example: R:SSI or R:SSI-PAN or R:ALL

Output

Field	Type	Description
Rtype	string	Value = R
TradingDate	Date	Trading date in dd/mm/yyyy format
Time	Time	Time in HH:MM:SS format
ISIN	string	ISIN
Symbol	string
TotalRoom	number
CurrentRoom	number	Current room
FBuyVol	number	Total matched buy vol of foreign customers
FSellVol	number	Total matched sell vol of foreign customers
FBuyVal	number	Total matched buy value of foreign customers. For HOSE, the value is approximately calculated by BuyVal = BuyVol * LastPrice
FSellVal	number	Total matched sell value of foreign customers. For HOSE, the value is approximately calculated by SellVal = SellVol * LastPrice

Sample

R:SSI
Output: 
{"DataType":"R",
"Content":"{
\"RType\":\"R\",
\"TradingDate\":\"14/08/2023\",
\"Time\":\"14:24:02\",
\"Isin\":\"SSI\",
\"Symbol\":\"SSI\",
\"TotalRoom\":1501130137.0,
\"CurrentRoom\":806887173.0,
\"BuyVol\":863352.0,
\"SellVol\":825308.0,
\"BuyVal\":25123543200.0,
\"SellVal\":24016462800.0,
\"MarketId\":\"HOSE\",
\"Exchange\":\"HOSE\"}"
}

Index

Rtype MI provides realtime update index values of HOSE, HNX, UPCOM.

Input

MI:<Index list>

Note: Indexes in the list are separated by "-". Input ALL to get update of all indexes.

Example: MI:VN30 or MI:VN30-HNXindex or MI:ALL

Output

Field	Type	Description
Rtype	String	Value = MI
IndexID	String	Index ID
IndexValEst	Number	Estimated Index value during ATO/ATC
IndexValue	Number	Index value
Trading Date	Date
Time	Timestamp
Change	Number
RatioChange	Number
TotalTrade	Number	Total trade including normal and putthrough transactions
TotalQtty	Number	Total matched quantity
TotalValue	Number	Total matched value
TypeIndex	String	Index: “Main” – main index like VN30 “Industry” – Industrial indexes “Khác” – Others
IndexName	String	Index name
Advances	Number	Total number of securities with price increase
Nochanges	Number	Total number of securities with price unchanged.
Declines	Number	Total number of securities with price decrease
Ceiling	Number	Total number of securities with last price = ceiling
Floor	Number	Total number of securities with last price = floor
TotalQttyPT	Number	Total matched quantity by putthrough
TotalValuePT	Number	Total matched value by putthrough
TotalQttyOd	Number	Total matched quantity by odd lot orders
TotalValueOd	Number	Total matched value by odd lot orders
AllQty	Number	Total matched quantity including normal and putthrough orders
AllValue	Number	Total matched value including normal and putthrough orders
TradingSession	String	Phiên giao dịch
Exchange	String	Sàn giao dịch

Sample:

Input: 
MI:VN30
Output:
{'DataType': 'MI',
'Content': {
"IndexId":"VN30",
“IndexValEst”:1200.03,
"IndexValue":1238.76,
"PriorIndexValue":1226.16,
"TradingDate":"02/04/2021",
"Time":"11:28:13",
"TotalTrade":0.0,
"TotalQtty":191838100.0,
"TotalValue":7289093000000.0,
"IndexName":"VN30",
"Advances":25,
"NoChanges":2,
"Declines":3,"Ceilings":0,
"Floors":0,"Change":12.6,
"RatioChange":1.03,
"TotalQttyPt":2064000.0,
"TotalValuePt":244251000000.0,
"Exchange":"HOSE",
"AllQty":193902100.0,
"AllValue":7533344000000.0,
"IndexType":"Main",
"TradingSession":null,
"MarketId":null,
"RType":"MI",
"TotalQttyOd":0.0,
"TotalValueOd":0.0}'
}

OHLCV

Rtype B returns open, high, low, close, volume of securities/indexes by tick.

Input

B:<Securities or Indexes>

Note: Securities/Indexes are separated by "-". Input ALL to get realtime OHLCV realtime of all symbols/indexes.

Example: B:SSI; B:SSI-VN30 or B:ALL

Output

Field	Type	Description
Rtype	String	Value = B
Time	Timestamp	Including date and time
Symbol	String	Securities symbol/index
Open	Number
High	Number
Low	Number
Close	Number
Volume	Number	Last matched volume
Value	Number	Last matched value. Not used yet, temporarily set to 0.

Sample:

Input: 
B:X26
Output:
{‘Datatype’: 'B',
 ‘Content’: '{
 "RType":"B",
 "Symbol":"X26",
 "TradingTime":"14:28:33",
 "Open":16000,
 "High":16000,
 "Low":16000,
 "Close":16000,
 "Volume":5000,
 "Value":0}' 
 }