Real-time Prices API

The Real-time Prices API streams price and yield observations for fixed-income instruments.

Usage

Establish a Connection

Establish a secure websocket connection with one of the following URLs according to the Getting Started connection setup instructions:

• wss://live.moment-api.com/v1/data/price-stream/ for the live environment
• wss://paper.moment-api.com/v1/data/price-stream/ for the paper environment

An Authorization header must be provided to authenticate the connection. See Authentication for details.

Once an authenticated connection is established, the client will receive the welcome message:

{"msg_type": "success", "msg": "connected"} 

The client is now ready to receive trading updates.

Subscribe to an Instrument

To subscribe to price updates for an instrument, the client must send a subscription request message over the websocket.

{"msg_type": "subscribe", "instrument_id": "<CUSIP or ISIN>"}

Once this message is sent, the websocket will begin to deliver price updates for the specified instrument.

Unsubscribe from an Instrument

To unsubscribe from an instrument, send a similarly-formatted unsubscribe request:

{"msg_type": "unsubscribe", "instrument_id": "<CUSIP or ISIN>"}

Subscribe to All Instruments

To subscribe to price updates for all instruments, the client must send a subscription request message over the websocket.

{"msg_type": "subscribe_all"}

Once this message is sent, the websocket will begin to deliver price updates for all instruments.

Unsubscribe from All Instruments

To unsubscribe from all instruments, send a similarly-formatted unsubscribe request:

{"msg_type": "unsubscribe_all"}

Message Types

There are two types of messages that can be received on the prices websocket.

Message Playback

The prices stream is fire-and-forget, and does not support message playback.

Price Updates

Price update messages contain the following fields.