Stock Trades

Streams every trade print for one stock. Each execution delivers a Trade event to the registered callback.

The snippets below assume a connected client with streaming started — see Getting Started for the connect-and-stream ladder.

use thetadatadx::streaming::Contract;
use thetadatadx::streaming::{StreamData, StreamEvent};

client.stream().start_streaming(|event: &StreamEvent| {
    if let StreamEvent::Data(StreamData::Trade { contract, price, size, .. }) = event {
        println!("{} price={price} size={size}", contract.symbol);
    }
})?;

let sub = Contract::stock("AAPL").trade();
client.stream().subscribe(sub.clone())?;

// Remove this stream; the session stays open for other subscriptions.
client.stream().unsubscribe(sub)?;

from thetadatadx import Contract

def on_event(event):
    if event.kind == "trade":
        print(event.contract.symbol, event.price, event.size)

client.stream.start_streaming(on_event)

sub = Contract.stock("AAPL").trade()
client.stream.subscribe(sub)

# Remove this stream; the session stays open for other subscriptions.
client.stream.unsubscribe(sub)

import { Contract } from 'thetadatadx-ts';

await client.stream.startStreaming((event) => {
  if (event.kind === 'trade') {
    const e = event.trade!;
    console.log(e.contract.symbol, e.price, e.size);
  }
});

const sub = Contract.stock('AAPL').trade();
client.stream.subscribe(sub);

// Remove this stream; the session stays open for other subscriptions.
client.stream.unsubscribe(sub);

client.stream().set_callback([](const thetadatadx::StreamEvent& event) {
    if (event.kind == THETADATADX_STREAM_TRADE) {
        auto& e = event.trade;
        std::cout << e.contract.symbol << " price=" << e.price << " size=" << e.size << "\n";
    }
});

auto sub = thetadatadx::Contract::stock("AAPL").trade();
client.stream().subscribe(sub);

// Remove this stream; the session stays open for other subscriptions.
client.stream().unsubscribe(sub);

GET ws://127.0.0.1:25520/v1/events

WebSocket streaming from the bundled server binary. Send one JSON envelope per command; set "add": false to unsubscribe.

Example

websocat ws://127.0.0.1:25520/v1/events
{"msg_type": "STREAM", "sec_type": "STOCK", "req_type": "TRADE", "id": 1, "add": true, "contract": {"symbol": "AAPL"}}

Trade event fields

Each update arrives as a Trade event with these fields:

Field	Type	Description
contract	contract	Resolved contract identity (symbol, security type, and option fields).
ms_of_day	i32	Milliseconds since midnight Eastern Time.
sequence	i32	Exchange-assigned trade sequence number.
condition	i32	Trade condition code.
size	i32	Number of contracts or shares traded.
exchange	i32	Exchange code where the trade executed.
price	f64	Trade price.
date	i32	Trading date as a YYYYMMDD integer.
received_at_ns	u64	Local receive timestamp, nanoseconds since the Unix epoch.

The contract field carries symbol, the security type, and — for options — expiration, right, and the strike. See Handling Events for the full event catalogue and per-language field shapes.

WebSocket frame

The native SDK callbacks (Rust/Python/TypeScript/C++) receive every field above. Each raw WebSocket frame (the Server tab) is { "header": {…}, "contract": {…}, "trade": {…} }: header and contract are always present, while the trade payload object carries only the terminal-compatible subset: ms_of_day, sequence, size, condition, price, exchange, date. The remaining event fields are delivered to the SDK callbacks, not the trade payload object.