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intrinio-realtime

4.2.0 • Public • Published

Intrinio Web and NodeJS SDK for Real-Time Stock Prices

SDK for working with Intrinio's realtime Multi-Exchange prices feed. Intrinio’s Multi-Exchange feed bridges the gap by merging real-time equity pricing from the IEX and MEMX exchanges. Get a comprehensive view with increased market volume and enjoy no exchange fees, no per-user requirements, no permissions or authorizations, and little to no paperwork.

Intrinio provides real-time stock prices via a two-way WebSocket connection. To get started, subscribe to a real-time data feed and follow the instructions below.

Requirements

  • NodeJS 16.13.0 (for NodeJS usage), or
  • A modern web browser and web server (for vanilla JS usage)

Docker

Add your API key to the realtime.js file, then

docker compose build
docker compose run client

Features

  • Receive streaming, real-time price quotes (last trade, bid, ask)
  • Subscribe to updates from individual securities
  • Subscribe to updates for all securities
  • Multiple sources of data - REALTIME or DELAYED_SIP or NASDAQ_BASIC

Script

To use the Web SDK (non-NodeJS), include the index.js script (found in this repository) at the end of your <body> tag:

<script src='index.js' type='text/javascript'></script>

Example Usage (Web)

const accessKey = ""

function onTrade(trade) {
  let tradeElement = $.parseHTML('<div>' + trade.Symbol + '(trade): $' + trade.Price + '</div>')
  $('.container').prepend(tradeElement)
}

function onQuote(quote) {
  let quoteType = null
  if (quote.Type === 1) quoteType = "ask"
  else if (quote.Type === 2) quoteType = "bid"
  let quoteElement = $.parseHTML('<div>' + quote.Symbol + '(' + quote.Type + '): $' + quote.Price + '</div>')
  $('.container').prepend(quoteElement)
}

let config = {
  isPublicKey: true
}

let client = new IntrinioRealtime(accessKey, onTrade, onQuote, config)

client.join("GOOG", true)

For another example, see the /sample folder. Make sure to substitute your own Public Access Key.

Public Access Key

You can create a Public Access Key after creating an account. On your Account page, scroll down to Access Keys, click Add New Key, name it, and specify Public. The key will appear on your Account page, which you will need for to use the SDK. You will also need a subscription to a real-time data feed for one of the providers listed below.

NodeJS Installation

npm install intrinio-realtime --save

Example Usage (NodeJS)

const IntrinioRealtimeClient = require('intrinio-realtime')
const accessKey = ""
const provider = "REALTIME" // or "DELAYED_SIP" or "NASDAQ_BASIC"
const config = {
  tradesOnly: true,
}

let trades = new Map()
let quotes = new Map()
let maxTradeCount = 0
let maxCountTrade = null
let maxQuoteCount = 0
let maxCountQuote = null

// Set up a callback for trades
// This keeps track of the most active ticker symbol (by trade frequency)
function onTrade(trade) {
  let key = trade.Symbol
  if (trades.has(key)) {
    let value = trades.get(key)
    if (value + 1 > maxTradeCount) {
      trades.set(key, value + 1)
      maxTradeCount = value + 1
      maxCountTrade = trade
    }
  }
  else trades.set(key, 1)
}

// Set up a callback for quotes
// This keeps track of the most active ticker symbol (by quote frequency)
function onQuote(quote) {
  let key = quote.Symbol + ":" + quote.Type
  if (quotes.has(key)) {
    let value = quotes.get(key)
    if (value + 1 > maxQuoteCount) {
      quotes.set(key, value + 1)
      maxQuoteCount = value + 1
      maxCountQuote = quote
    }
  }
  else quotes.set(key, 1)
}

// Create an IntrinioRealtimeClient instance
// 'accessKey', 'provider', and 'onTrade' are required.
const client = new Client(accessKey, provider, onTrade, onQuote, config)

// Join channels
client.join(["AAPL", "MSFT", "GOOG"])

// Set up a timer to print out tracked metrics every 10 seconds
setInterval(() => {
    if (maxTradeCount > 0) {
        console.log("Most active security (by trade frequency): %s (%i updates)", maxCountTrade, maxTradeCount)
    }
    if (maxQuoteCount > 0) {
        console.log("Most active security (by quote frequency): %s (%i updates)", maxCountQuote, maxQuoteCount)
    }
    let totalMsgCount = client.getTotalMsgCount()
    if (totalMsgCount > 0) {
        console.log("Total updates received = %i", totalMsgCount)
    }
    else {
        console.log("No updates")
    }
}, 10000)

For another example, see the realtime.js file. Make sure to use your API key as the accessKey parameter.

Handling Quotes

There are thousands of securities, each with their own feed of activity. We highly encourage you to make your trade and quote handlers has short as possible and follow a queue pattern so your app can handle the volume of activity.

Trade Message

{
  Symbol: "AAPL",
  Price: 150.99,
  Size: 20,
  Timestamp: 1637092835566268084,
  TotalVolume: 2728543
}
  • Symbol - Stock 'ticker' symbol for the security
  • Price - The price in USD
  • Size - The number of shares exchanged on the last trade
  • TotalVolume - The total number of shares traded so far today, for the given symbol
  • Timestamp - A unix timestamp (the number of nanoseconds since the unix epoch)

Quote Message

{ 
  Symbol: "GOOG",
  Type: 1,
  Price: 2994.78,
  Size: 105,
  Timestamp: 1637092847907710010
}
  • Symbol - Stock 'ticker' symbol for the security
  • Type - The quote type (either 'ask' or 'bid')
    • 1 - represents an 'ask' type
    • 2 - represents a 'bid' type
  • Price - The price in USD
  • Size - The size of the last ask or bid
  • Timestamp - A unix timestamp (the number of nanoseconds since the unix epoch)

API Keys

You will receive your Intrinio API Key after creating an account. You will need a subscription to the Real-Time Data Feed as well.

Methods

constructor(accessKey, onTrade, ?onQuote, ?config) - Creates a new instance of the IntrinioRealtime client.

  • Parameter accessKey: Your API key. See the section on API Keys, above.
  • Parameter onTrade: A callback invoked when a 'trade' has been received. The trade will be passed as an argument to the callback.
  • Parameter onQuote: Optional. A callback invoked when a 'quote' has been received. The quote will be passed as an argument to the callback. If 'onQuote' is not provided, the client will NOT request to receive quote updates from the server.
  • Parameter config: Optional. An object with properties provider, ipAddress, and tradesOnly corresponding to a provider code ("REALTIME" (default) or "MANUAL"), the ipAddress of the websocket server (only necessay when provider = "MANUAL"), and a boolean value indicating whether the server should return trade data only (as opposed to trade and quote data).
function onTrade(trade) {
  console.log("TRADE: ", trade)
}
function onQuote(quote) {
  console.log("QUOTE: ", quote)
}
const client = new IntrinioRealtimeClient("INTRINIO_API_KEY", onTrade, onQuote, { tradesOnly: true })

stop() - Closes the WebSocket, stops the self-healing and heartbeat intervals. You MUST call this to dispose of the client. Called automatically on 'SIGINT'.

join(symbols, tradesOnly) - Joins the given channels. This can be called at any time. The client will automatically register joined channels and establish the proper subscriptions with the WebSocket connection.

  • Parameter symbols - A string representing a single ticker symbol (e.g. "AAPL") or an array of ticker symbols (e.g. ["AAPL", "MSFT", "GOOG"]) to join. You can also use the special symbol, "$lobby" to join the firehose channel and recieved updates for all ticker symbols. You must have a valid "firehose" subscription.
  • Parameter tradesOnly - Optional (default: false). A boolean value indicating whether the server should return trade data only (as opposed to trade and quote data).
client.join(["AAPL", "MSFT", "GOOG"])
client.join("GE", true)
client.join("$lobby") //must have a valid 'firehose' subscription

leave(symbols) - Leaves the given channels.

  • Parameter symbols - Optional (default = all channels). A string representing a single ticker symbol (e.g. "AAPL") or an array of ticker symbols (e.g. ["AAPL", "MSFT", "GOOG"]) to leave. If not provided, all subscribed channels will be unsubscribed.
client.leave(["AAPL", "MSFT", "GOOG"])
client.leave("GE")
client.leave("$lobby")
client.leave()

Keywords

Install

npm i intrinio-realtime

Repository

Gitgithub.com/intrinio/intrinio-realtime-sdk

Homepage

github.com/intrinio/intrinio-realtime-sdk#readme

DownloadsWeekly Downloads

39

Version

4.2.0

License

GPL-3.0

Unpacked Size

75.5 kB

Total Files

14

Last publish

Collaborators

  • intrinio
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