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 typeDescriptionNote

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.

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

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.

X-Quote: <Securities list> or ALL

Note: Securities list including symbols separated by "-"

ALL: All securities

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

X-TRADE: <Securities list> or ALL

Note: Securities list including symbols separated by "-"

ALL: All securities

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

X: <securities list> or ALL

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

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

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.

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

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.

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

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}' 
 }

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