Refinitiv Real-Time WebSocket API

asyncapi: 2.6.0
info:
  title: Refinitiv Real-Time WebSocket API
  version: '1.0.0'
  description: >-
    Low-latency streaming API for real-time market data using WebSocket
    connections. It supports the Open Message Model (OMM) and allows
    applications to connect directly to Refinitiv Real-Time distribution
    systems or the LSEG Data Platform for streaming pricing data, market
    depth, news, and other real-time content using JSON message formats
    over standard WebSocket connections.
  contact:
    name: LSEG Developer Support
    url: https://developers.lseg.com/en/support
  license:
    name: LSEG Terms of Service
    url: https://developers.lseg.com/en/terms-and-conditions
externalDocs:
  description: Refinitiv Real-Time WebSocket API Documentation
  url: https://developers.lseg.com/en/api-catalog/refinitiv-real-time-opnsrc/refinitiv-websocket-api/documentation
servers:
  realTimeOptimized:
    url: wss://api.refinitiv.com/streaming/pricing/v1/
    protocol: wss
    description: >-
      LSEG Real-Time Optimized (RTO) cloud streaming service. Endpoint
      discovery is performed via the RDP streaming/pricing/v1 REST API
      before connecting. Requires a valid OAuth 2.0 access token from the
      RDP authentication service.
    security:
      - bearerToken: []
  realTimeDistribution:
    url: wss://{ads-hostname}:{port}/WebSocket
    protocol: wss
    description: >-
      On-premise Real-Time Distribution System (ADS/RTDS) WebSocket
      endpoint. Hostname and port are configured based on the local
      deployment. Authentication uses DACS username and optional
      application ID.
defaultContentType: application/json
channels:
  login:
    description: >-
      Authentication channel for establishing a streaming session. A Login
      request must be the first message sent after opening the WebSocket
      connection. The server responds with a Login refresh indicating
      session status and entitlements.
    publish:
      operationId: sendLoginRequest
      summary: Send login request
      message:
        $ref: '#/components/messages/LoginRequest'
    subscribe:
      operationId: receiveLoginResponse
      summary: Receive login response
      message:
        $ref: '#/components/messages/LoginResponse'
  pricingStream:
    description: >-
      Channel for subscribing to and receiving real-time pricing updates
      for financial instruments. Clients send Market Price requests
      specifying RICs and receive refresh messages with initial snapshots
      followed by update messages as prices change.
    publish:
      operationId: sendMarketPriceRequest
      summary: Request market price streaming data
      message:
        $ref: '#/components/messages/MarketPriceRequest'
    subscribe:
      operationId: receiveMarketPriceData
      summary: Receive market price updates
      message:
        oneOf:
          - $ref: '#/components/messages/MarketPriceRefresh'
          - $ref: '#/components/messages/MarketPriceUpdate'
          - $ref: '#/components/messages/StatusMessage'
  marketDepth:
    description: >-
      Channel for subscribing to Level 2 market depth data showing the
      full order book for financial instruments. Provides bid and ask
      levels with associated sizes.
    publish:
      operationId: sendMarketByPriceRequest
      summary: Request market depth data
      message:
        $ref: '#/components/messages/MarketByPriceRequest'
    subscribe:
      operationId: receiveMarketByPriceData
      summary: Receive market depth updates
      message:
        oneOf:
          - $ref: '#/components/messages/MarketByPriceRefresh'
          - $ref: '#/components/messages/MarketByPriceUpdate'
          - $ref: '#/components/messages/StatusMessage'
  ping:
    description: >-
      Heartbeat channel for keeping the WebSocket connection alive. The
      server sends periodic ping messages and the client must respond with
      pong messages to maintain the connection.
    publish:
      operationId: sendPong
      summary: Send pong heartbeat response
      message:
        $ref: '#/components/messages/PongMessage'
    subscribe:
      operationId: receivePing
      summary: Receive ping heartbeat
      message:
        $ref: '#/components/messages/PingMessage'
components:
  securitySchemes:
    bearerToken:
      type: http
      scheme: bearer
      bearerFormat: JWT
      description: >-
        OAuth 2.0 Bearer token obtained from the RDP authentication
        service at /auth/oauth2/v1/token.
  messages:
    LoginRequest:
      name: LoginRequest
      title: Login Request
      summary: >-
        Initial authentication message sent to establish a streaming session.
      payload:
        type: object
        required:
          - ID
          - Domain
          - Key
        properties:
          ID:
            type: integer
            description: >-
              Stream identifier for the login stream, typically 1.
          Domain:
            type: string
            const: Login
            description: >-
              The message domain, always Login for authentication.
          Key:
            type: object
            properties:
              Name:
                type: string
                description: >-
                  The machine ID or DACS username for authentication.
              Elements:
                type: object
                properties:
                  ApplicationId:
                    type: string
                    description: >-
                      The application identifier, typically 256.
                  Position:
                    type: string
                    description: >-
                      The application position, typically the IP address
                      and hostname.
                  AuthenticationToken:
                    type: string
                    description: >-
                      The OAuth 2.0 access token for RTO connections.
              NameType:
                type: string
                description: >-
                  The type of name used for authentication.
                enum:
                  - AuthnToken
                  - USER_NAME
    LoginResponse:
      name: LoginResponse
      title: Login Response
      summary: >-
        Response to the login request indicating session status and
        entitlements.
      payload:
        type: object
        properties:
          ID:
            type: integer
            description: >-
              The stream identifier matching the login request.
          Type:
            type: string
            description: >-
              The message type, typically Refresh for a successful login.
            enum:
              - Refresh
              - Status
          Domain:
            type: string
            const: Login
          Key:
            type: object
            properties:
              Name:
                type: string
                description: >-
                  The authenticated username.
          State:
            type: object
            properties:
              Stream:
                type: string
                description: >-
                  Stream state, Open for active sessions.
              Data:
                type: string
                description: >-
                  Data state, Ok for successful authentication.
              Text:
                type: string
                description: >-
                  Status text message.
          Elements:
            type: object
            properties:
              MaxMsgSize:
                type: integer
                description: >-
                  Maximum message size supported.
    MarketPriceRequest:
      name: MarketPriceRequest
      title: Market Price Request
      summary: >-
        Request to subscribe to real-time pricing data for instruments.
      payload:
        type: object
        required:
          - ID
          - Key
        properties:
          ID:
            type: integer
            description: >-
              Unique stream identifier for this subscription.
          Key:
            type: object
            properties:
              Name:
                type: string
                description: >-
                  The RIC or instrument identifier to subscribe to.
              Service:
                type: string
                description: >-
                  The data service name such as ELEKTRON_DD.
          Streaming:
            type: boolean
            description: >-
              Whether to receive streaming updates or just a snapshot.
          View:
            type: array
            items:
              type: integer
            description: >-
              Field IDs to include in the response, for bandwidth
              optimization.
    MarketPriceRefresh:
      name: MarketPriceRefresh
      title: Market Price Refresh
      summary: >-
        Initial snapshot of pricing data for a subscribed instrument.
      payload:
        type: object
        properties:
          ID:
            type: integer
            description: >-
              The stream identifier for this subscription.
          Type:
            type: string
            const: Refresh
          Key:
            type: object
            properties:
              Name:
                type: string
                description: >-
                  The RIC of the instrument.
              Service:
                type: string
                description: >-
                  The data service name.
          State:
            type: object
            properties:
              Stream:
                type: string
                description: >-
                  Stream state.
              Data:
                type: string
                description: >-
                  Data state.
          Fields:
            type: object
            additionalProperties: true
            description: >-
              Map of field names to their current values. Common fields
              include BID, ASK, TRDPRC_1 (last trade), ACVOL_1 (volume),
              HIGH_1, LOW_1, OPEN_PRC, and HST_CLOSE.
    MarketPriceUpdate:
      name: MarketPriceUpdate
      title: Market Price Update
      summary: >-
        Incremental pricing update for a subscribed instrument containing
        only changed fields.
      payload:
        type: object
        properties:
          ID:
            type: integer
            description: >-
              The stream identifier for this subscription.
          Type:
            type: string
            const: Update
          UpdateType:
            type: string
            description: >-
              The type of update such as Trade or Quote.
          Fields:
            type: object
            additionalProperties: true
            description: >-
              Map of changed field names to their new values.
    MarketByPriceRequest:
      name: MarketByPriceRequest
      title: Market By Price Request
      summary: >-
        Request to subscribe to Level 2 market depth data.
      payload:
        type: object
        required:
          - ID
          - Domain
          - Key
        properties:
          ID:
            type: integer
            description: >-
              Unique stream identifier.
          Domain:
            type: string
            const: MarketByPrice
          Key:
            type: object
            properties:
              Name:
                type: string
                description: >-
                  The RIC of the instrument.
              Service:
                type: string
                description: >-
                  The data service name.
    MarketByPriceRefresh:
      name: MarketByPriceRefresh
      title: Market By Price Refresh
      summary: >-
        Initial snapshot of the full order book for a subscribed instrument.
      payload:
        type: object
        properties:
          ID:
            type: integer
          Type:
            type: string
            const: Refresh
          Domain:
            type: string
            const: MarketByPrice
          Key:
            type: object
            properties:
              Name:
                type: string
              Service:
                type: string
          Map:
            type: object
            description: >-
              Map entries containing bid and ask price levels with
              associated order sizes.
    MarketByPriceUpdate:
      name: MarketByPriceUpdate
      title: Market By Price Update
      summary: >-
        Incremental update to the order book for a subscribed instrument.
      payload:
        type: object
        properties:
          ID:
            type: integer
          Type:
            type: string
            const: Update
          Domain:
            type: string
            const: MarketByPrice
          Map:
            type: object
            description: >-
              Updated map entries for changed price levels.
    StatusMessage:
      name: StatusMessage
      title: Status Message
      summary: >-
        Status message indicating stream state changes such as errors,
        closures, or redirects.
      payload:
        type: object
        properties:
          ID:
            type: integer
            description: >-
              The stream identifier.
          Type:
            type: string
            const: Status
          State:
            type: object
            properties:
              Stream:
                type: string
                description: >-
                  Stream state such as Open, Closed, or ClosedRecover.
              Data:
                type: string
                description: >-
                  Data state such as Ok or Suspect.
              Code:
                type: string
                description: >-
                  Status code such as NotFound or NotEntitled.
              Text:
                type: string
                description: >-
                  Human-readable status message.
    PingMessage:
      name: PingMessage
      title: Ping Message
      summary: >-
        Server heartbeat message that must be responded to with a pong.
      payload:
        type: object
        properties:
          Type:
            type: string
            const: Ping
    PongMessage:
      name: PongMessage
      title: Pong Message
      summary: >-
        Client heartbeat response to a server ping message.
      payload:
        type: object
        properties:
          Type:
            type: string
            const: Pong