Market:Security

Announces the current state of a Security.

This subscription is only available for symbols that offer Asset in their SubscriptionData.

**Controller:**Market
Topic: Security![Code].[Market]
Action: Sub
Permissions: Zenith/Market
Server-side Unsubscribe: Yes

Topic Format

Format	Description	Example
`Security![Code].[Market]`	Receive security data relating to a symbol.	`Security!BHP.ASX`

Fields

Name	Description
Market	The code for the listing Market of the desired symbol. Can be a Mixed Market code.
Code	The code of the desired symbol.

Payload

The server will always send out the full state of a Security immediately after subscribing, as well as during a server resynchronisation and upon a new trading day.

As the Code and Market are only sent with a full state, the consumer must use the topic to identify the symbol updates are for.

All other updates besides the first should be treated as diff updates, identifying any fields that have changed. The Output column in the table below describes the potential values for each field.

Fixed: This field does not change, and will never be null in an update. Always supplied in the first update.
Optional: This field can change, and updates will never be null.
Nullable: This field can change, and updates can be null to clear its value.

A field that is not included in an update should be considered unchanged from its previous value.

If an Optional or Nullable field is never supplied, the default for that field applies.

Name	Type	Output	Default	Description
Code	String	Fixed		The symbol code, not including the Market.
Market	String	Optional		The code for the Market this security belongs to. Always set.
Exchange	String	Optional	`Market`	The exchange that issued this security. Defaults to the value of `Market`.
Name	String	Nullable	""	The full name of the security. Defaults to an empty string.
Class	String	Fixed		The class of security. One of: Market ManagedFund
CFI	String	Fixed		The CFI (ISO 10962) code for this Symbol.
TradingState	String	Optional		The trading status of the Security. Always set.
TradingMarkets	Array	Optional	[]	An array of string codes representing Trading Markets this Symbol can be traded on. You may check the status of these Trading Markets by checking the States property of the top-level Market.
IsIndex	Boolean	Optional	false	True if this security is an index.
ExpiryDate	Date	Nullable	null	The expiry date of an Option or Warrant. Will be in the format `YYYY-MM-DD`.
StrikePrice	Decimal	Nullable	null	The strike price of an Option.
ExerciseType	String	Nullable	null	The exercise type of an Option. One of: American, Asian, European, Unknown.
CallOrPut	String	Nullable	null	The style of Option or Warrant. One of: Call, Put
ContractSize	Decimal	Nullable	null	The contract size of a Warrant
LotSize	Decimal	Nullable	null	The lot size for trading.
Alternates	Object	Optional	{}	An object where the keys and values represent alternate codes associated with this Symbol.
Attributes	Object	Optional	{}	An object where the keys and values represent attributes associated with this Symbol.
Legs	Array	Nullable	null	An array of Symbol Leg objects representing the combination legs of this Symbol, if any. Null if not a combination.
Categories	Array	Optional	[]	An array of string codes representing the categories the Symbol belongs to, if any.
SubscriptionData	String	Fixed		The data on offer by this symbol. One or more of the following values, separated by commas: Asset – Security details are available. Trades – Trade history is available. Depth – Full and short depth is available. DepthFull – Full depth is available. DepthShort – Short depth is available. All – All data types are available.
QuotationBasis	Array	Optional	[]	An array of quotation basis codes for this Security, if any.
Currency	String	Nullable	null	The currency that prices are quoted in, if known.
Open	Decimal	Nullable	null	The opening price, if one exists.
High	Decimal	Nullable	null	The high price, if one exists.
Low	Decimal	Nullable	null	The low price, if one exists.
Close	Decimal	Nullable	null	The closing price for yesterday, if one exists.
Settlement	Decimal	Nullable	null	The settlement (closing) price for today, if one exists.
Last	Decimal	Nullable	null	The last price traded today, if traded.
Trend	String	Optional	None	The most recent price tick direction. One of: None: There is no trend. Up: This trade represents an up-tick. Down: This trade represents a down-tick.
BestAsk	Decimal	Nullable	null	The best ask price, if one exists.
AskCount	Integer	Optional	0	The total number of ask orders at the top of book.
AskQuantity	Decimal	Optional	0.0	The total ask quantity at the top of book.
AskUndisclosed	Boolean	Optional	false	Whether there are any undisclosed ask orders in the top of book.
BestBid	Decimal	Nullable	null	The best bid price, if one exists.
BidCount	Integer	Optional	0	The total number of bid orders at the top of book.
BidQuantity	Decimal	Optional	0.0	The total bid quantity at the top of book.
BidUndisclosed	Boolean	Optional	false	Whether there are any undisclosed bid orders in the top of book.
NumberOfTrades	Integer	Optional	0	The total number of trades today.
Volume	Decimal	Optional	0.0	The total volume traded.
AuctionPrice	Decimal	Nullable	null	The indicative auction price, if an auction is occurring.
AuctionQuantity	Decimal	Nullable	null	The equilibrium quantity, if an auction is occurring.
AuctionRemainder	Decimal	Nullable	null	The surplus volume, if an auction is occurring.
VWAP	Decimal	Nullable	null	The volume weighted average price, if available.
ValueTraded	Decimal	Optional	0.0	The total traded value for the day.
OpenInterest	Integer	Nullable	0	The current open interest.
ShareIssue	Decimal	Nullable	0.0	The current shares on issue, if known.
StatusNote	Array	Optional	[]	An array of status notes against this Security, if any.
Extended	Object	Optional	{}	An object where the keys and values represent extended prices associated with this Security, if any.
TickTable	String	Nullable	null	The tick table that describes the valid price steps, if one exists.
Board	String	Nullable	null	The name of the Market Board this Security belongs to, and gains its `TradingState` from.

Symbol Leg object

Name	Type	Expect	Description
Code	String	Always	The code of the symbol making up this leg.
Side	String	Always	The side this leg will trade on. One of: Bid: Bid (buy) side. Ask: Ask (sell) side.
Ratio	Decimal	Always	The ratio of this leg compared to the others.

Code Example:

websocket.send(JSON.stringify(
{
 Controller:"Market",
 Action:"Sub",
 Topic:"Security!BHP.ASX",
 Confirm:true
});

Sample Responses:

//First publication provides all fields (majorityomitted for brevity)
{
 "Controller":"Market",
 "Topic":"Security!BHP.ASX",
 "Data":
 {
  "Code":"BHP",
  "Market":"ASX",
  "Last":10.0
 }
}
//Confirmation will be sent after the first response
{
 "Controller":"Market",
 "Topic":"Security!BHP.ASX",
 "Action":"Sub",
 "Confirm":true
}
//Subsequent publications provide only the changed fields
{
 "Controller":"Market",
 "Topic":"Security!BHP.ASX",
 "Data":
 {
  "Last":10.1
 }
}