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The protocol is based on ssl sockets (normal) with a CRLF json protocol.  We publish a definition of the schema of the json messages in the Swagger format.

We maintain sample code in Java & C# here:

Swagger Definition

We provide a Swagger schema to allow specification browsing & code generation for various languages; please use:

SwaggerSwagge Documentation:

Market Stream: Swagger DefinitionESASwaggerSchema.json 

titleJson Deserializers

Expect fields & enums to be added to json responses as and when the need arises; your deserialization code should be tolerant of additional tags.such additive changes


To generate a client for the programming language of your choice:



This optional filter already filters by your account; but additional data shaping is supported