WebLink Bullsignal Data Feed API is a dynamic streaming service for stock quote prices and market depth with live updates from the ASX.
BullSignal provides access to data from the Australian Securities Exchange in a simple and quick to develop push feed. The format is a simple comma separated file accessible by Telnet. Suitable for websites, database and application solutions.
Summary Service provides intraday updates to on-market daily totals such as open,high,low,last price and volume.
The Summary Service is a read only service that provides summarised pricing information relating to changes in quantities such as open, high, low and last price. This service provides data from the following markets: Equities, indices, warrants, stock and indices derivatives and interest rate markets.
It only provides data for stocks that have traded that day. You will need to keep a history of stocks that did not trade that day as a backup if you need to recover your database at a later time.
Not all records will have all tags as the feed only disseminates changes.
|S=WBC,P=2649.00,Q=3416256,V=90462514.00,E=1838,T=135546,M=9475|
|S=BHP,Q=8845375,V=267016735.10,E=2619,T=135549,K=10109|
|S=WBCISH,M=9475|
|S=RIOXSQ,D=74.00,K=56,M=13828|
|S=TOL,K=176,R=4|
This service provides only the changes since the last update, so receiving tags other than ‘S’ (symbol) is not mandatory. In other words, it would be considered quite normal to receive only the cumulative volume, quantity and time of trade if the latest trade was the same price as the most recent update.
Each socket connection initiates a dump of the current snapshot of all active (i.e traded today) securities in the market. A current market picture can be created by applying all changes to the snapshot. It is important to understand that if a security has not traded today it will not be found in the snapshot (but will appear in an update if it trades later). You will need to recovery any past history for stocks that did not trade from your backups.
The Market Depth Service provides full market depth detail for equity and interest rate markets.
All data will be in the form of a broadcast representing a change to a conceptual order book for each security.
Add – Order Change Type
S=TOL,G=0,B=2,I=1,Z=61383,P=80.00,Q=11|
This is a new order to be inserted at position 1 in TOL’s order book on the ask side.
Delete – Order Change Type
S=TOL,G=1,B=2,I=2,Z=61397|
This is an instruction to delete the order at position 2.
Modify – Order Change Type
S=TOL,G=2,B=2,I=1,Z=69055,P=100.00,Q=1|
This is an instruction to modify the ask order at position 1.
To create a current market picture, a connection is made to the market depth service and the original baseline of all orders in the market will then be sent. Each order change received will be of type ‘Add’, indicating that you should add this order to your market picture (which would be empty at this point). Once the baseline has been sent any order changes due to activity in the market will be sent, these can be applied directly to the baseline. It is important to apply all changes in sequence number (Z) order. This is now an up to date market picture.
Note that ALL changes in the market will be sent from the time the initial baseline of orders are created at WebLink, this is approximately 7:30 every trading day. To minimise traffic you should consider connecting and creating your market picture well before market open.
A data licence from the ASX is required. We can assist to explain the main licences needed. The licence and fees are direct with the ASX.
WebLink Pty Ltd is an authorised data vendor of ASX data.
Bullsignal.com.au is one of the services from WebLink Pty Ltd. WebLink experience has been developed over 30 years delivering stock data solutions to clients and listed companies including data feeds, charting and Investor Relations services.
Please contact us regarding pricing and ASX licencing.
e. info@weblink.com.au
t. +61 2 9495 8400