Yuzu allows you to stream prices and key order book information for a variety of asset types. Below is our reference on constructing stream symbols for use with our websocket or server-sent events API.
When you connect to the streaming API, you specify a list of streams to follow. These follow a common format of three values, separated by colons: an asset type, an event type, and a symbol.
<Asset Type>:<EventType>:<Symbol>
S:1S:AAPL
= Securities:1-Second Aggregates:Apple Inc
S
SecuritiesC
CryptoF
ForexT
All tradesBBO
changes to the Best Bid or Offer (also known as top-of-book or the L1 order book)1S
1-Second aggregates: snapshots of the last 1 second of trading activityAAPL
or BTC-USD
)*
for every asset in the bucketSubscribing to * can consume an enormous amount of data and for performance reasons, shouldn't be used on most frontend clients.
Check out our message reference to get a sense of the format of each available message type.
Not every type of stream is supported for every asset type. This table documents which streams you have access to through the streaming API.
Event Type | Event Symbol | Securities S |
Crypto C |
Forex F |
---|---|---|---|---|
Top of book | BBO |
✅ | ✅ | ✅ |
Trades | T |
✅ | ✅ | 🚫 |
1-second aggregates | 1S |
✅ | ✅ | 🚫 |
Use this tool to learn how to generate streaming URLs.