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Ally Invest API

GET/POST market/quotes{.format}

Description

This call will begin streaming quote and trade payloads for a symbol or list of symbols passed as a query parameter (see query parameters below). While this request type is GET, POST can also be used and is recommended for larger lists of symbols.

Authentication Required
Yes OAuth 1.0a
URI Parameters
format a response format, default is xml (See Streaming)
Query Parameters
symbols a single symbol or list of comma-delimited symbols (required)
Example URL
https://stream.tradeking.com/v1/market/quotes.xml

Special Considerations

For option symbols, the symbology needs to follow that of the OCC. This format is up to 21 characters that represents the contract specifications of a particular option. The following components are used in constructing the symbol:

Option Symbol Format

  • (1) - Underlying symbol
  • (2) – 2-digit expiration year
  • (3) – 2-digit expiration month
  • (4) – 2-digit expiration day
  • (5) – "C" for Call or "P" for Put
  • (6) – 8-digit strike price

Notice the strike price is represented in 8 digits no matter what the number of digits of the actual strike price. The strike price is carried to 3 decimal places, but no decimal is used within the symbol. For example, the $200 strike for the IBM option above is represented as "00200000". Also, note the two "0's padded on the front to complete the 8-digit total.

Data Fields

Data Tag Payload Type Data Description
asksz Quote Size of latest ask (in 100s)
bid Quote Bid price
bidsz Quote Size of latest bid (in 100s)
datetime Quote, Trade Date and time
exch Quote, Trade exchange code
hi Trade High Trade Price for the trading day
last Trade Last trade price
lo Trade Low Trade Price for the trading day
opn Trade Open trade price
qcond Quote Condition code of quote
symbol Quote, Trade Symbol from data provider
tcond Trade Trade condition code – (H) halted or (R) resumed
timestamp Quote, Trade Timestamp
cvol Trade Cumulative volume
vwap Trade Volume weighted average price

Request Example

GET /v1/market/quotes.xml?symbols=AAPL,QQQ,MSFT,AAPL120721C00200000 HTTP/1.1 
Authorization: OAuth
  oauth_consumer_key="672e71387c0a126f4e13296ecfb2b7bc", 
  oauth_nonce="cfdb7f42de425d94fbc24c11a920c33e",    
  oauth_signature="Vfm148kAgBZ6azEHqds43aY2UsEg3D", 
  oauth_signature_method="HMAC-SHA1", 
  oauth_timestamp="1306871932", 
  oauth_token="819682555b63ab8bd90a4138138e7365", 
  oauth_version="1.0"
Connection: close
Host: stream.tradeking.com

Response Example

...
<trade><symbol>QQQ</symbol><exch>19</exch><last>59.5571</last><vl>335</vl><vwap>59.9067</vwap><cvol>20515140</cvol>  
<datetime>2012-01-23T12:57:38-05:00</datetime><timestamp>1327341458</timestamp></trade>
<quote><symbol>AAPL</symbol><exch>6</exch><bid>426.2</bid><bidsz>1</bidsz><bidtick>3</bidtick><ask>426.3</ask><asksz>2</asksz>
<qcond>R</qcond><timestamp>2012-01-19T17:41:48-05:00</timestamp></quote>
<quote><symbol>AAPL</symbol><exch>6</exch><bid>426.2</bid><bidsz>1</bidsz><bidtick>3</bidtick><ask>426.4</ask><asksz>2</asksz>
<qcond>R</qcond><timestamp>2012-01-19T17:41:47-05:00</timestamp></quote>
Disclaimer:

Any mention of actual symbols are to be used for coding purposes only and do not imply a recommendation or solicitation to buy or sell a particular security or to engage in any particular investment strategy.

At the time of publication and in the preceding month, Ally Invest did not have ownership greater than 1% in any stocks mentioned here and does not have any other actual, material conflict of interest known at the time of publication.

Ally Invest did not receive compensation from a public offering or from investment banking services related to any companies mentioned here within the past 12 months, or expects to receive any in the next 3 months. Ally Invest did not engage in market making in the securities mentioned here.

Ally Invest Securities' background can be found at FINRA's BrokerCheck. Options involve risk and are not suitable for all investors.

Review the Characteristics and Risks of Standardized Options brochure (PDF) before you begin trading options. Options investors may lose the entire amount of their investment in a relatively short period of time.