TradeStation Streaming API

asyncapi: 2.6.0
info:
  title: TradeStation Streaming API
  description: >-
    The TradeStation Streaming API provides real-time HTTP streaming
    endpoints for market data and brokerage events. Streams use HTTP
    chunked transfer encoding with newline-delimited JSON objects.
    Each stream maintains a persistent HTTP connection that delivers
    updates as they occur, significantly reducing network latency
    compared to polling. Streams consist of a series of chunks
    containing individual JSON objects parsed separately using the
    newline character delimiter. TradeStation streams can terminate
    under certain conditions, unlike canonical HTTP/1.1 streams.
    The streaming content type is application/vnd.tradestation.streams.v3+json.
  version: '3.0'
  contact:
    name: TradeStation API Support
    url: https://api.tradestation.com/docs/
  license:
    name: Proprietary
    url: https://www.tradestation.com/important-information/
servers:
  production:
    url: https://api.tradestation.com
    protocol: https
    description: >-
      TradeStation production streaming server. Uses HTTP chunked
      transfer encoding for real-time data delivery.
    security:
      - oauth2AuthCode: []
  simulator:
    url: https://sim-api.tradestation.com
    protocol: https
    description: >-
      TradeStation simulator streaming server for paper trading
      and development testing.
    security:
      - oauth2AuthCode: []
channels:
  /v3/marketdata/stream/quotes/{symbols}:
    description: >-
      Streams real-time quote changes for one or more symbols. Delivers
      updated bid, ask, last price, volume, and other quote fields as
      they change. Only changed fields are sent in subsequent updates
      after the initial snapshot.
    parameters:
      symbols:
        description: >-
          One or more symbol identifiers, comma-separated.
        schema:
          type: string
    publish:
      operationId: streamQuotes
      summary: Stream quote changes
      message:
        $ref: '#/components/messages/QuoteUpdate'
  /v3/marketdata/stream/barcharts/{symbol}:
    description: >-
      Streams real-time bar chart data (OHLC) for a given symbol.
      Delivers bar updates as they form including open, high, low,
      close, volume, and tick count information. Supports minute,
      daily, weekly, and monthly intervals.
    parameters:
      symbol:
        description: >-
          The symbol to stream bar chart data for.
        schema:
          type: string
    publish:
      operationId: streamBars
      summary: Stream bar chart data
      message:
        $ref: '#/components/messages/BarUpdate'
  /v3/marketdata/stream/options/chains/{underlying}:
    description: >-
      Streams real-time option chain data for a given underlying symbol.
      Delivers updates to option quotes across multiple expirations and
      strikes as they change.
    parameters:
      underlying:
        description: >-
          The underlying symbol for the option chain.
        schema:
          type: string
    publish:
      operationId: streamOptionChain
      summary: Stream option chain
      message:
        $ref: '#/components/messages/OptionChainUpdate'
  /v3/marketdata/stream/options/quotes:
    description: >-
      Streams real-time quote data for specific option contracts.
      Delivers bid, ask, last price, greeks, and other option-specific
      data as it changes.
    publish:
      operationId: streamOptionQuotes
      summary: Stream option quotes
      message:
        $ref: '#/components/messages/OptionQuoteUpdate'
  /v3/marketdata/stream/marketdepth/aggregates/{symbol}:
    description: >-
      Streams real-time aggregated market depth data for a symbol.
      Delivers updates to the order book showing aggregated bid and
      ask quantities at each price level.
    parameters:
      symbol:
        description: >-
          The symbol to stream market depth data for.
        schema:
          type: string
    publish:
      operationId: streamMarketDepthAggregates
      summary: Stream market depth aggregates
      message:
        $ref: '#/components/messages/MarketDepthUpdate'
  /v3/brokerage/stream/accounts/{accountIds}/orders:
    description: >-
      Streams real-time order status updates for one or more brokerage
      accounts. Delivers order state changes including fills, partial
      fills, cancellations, and rejections as they occur.
    parameters:
      accountIds:
        description: >-
          One or more account identifiers, comma-separated.
        schema:
          type: string
    publish:
      operationId: streamOrders
      summary: Stream order updates
      message:
        $ref: '#/components/messages/OrderUpdate'
  /v3/brokerage/stream/accounts/{accountIds}/orders/{orderIds}:
    description: >-
      Streams real-time status updates for specific orders by order
      identifier. Delivers state changes for the specified orders only.
    parameters:
      accountIds:
        description: >-
          One or more account identifiers, comma-separated.
        schema:
          type: string
      orderIds:
        description: >-
          One or more order identifiers, comma-separated.
        schema:
          type: string
    publish:
      operationId: streamOrdersByIds
      summary: Stream specific order updates
      message:
        $ref: '#/components/messages/OrderUpdate'
  /v3/brokerage/stream/accounts/{accountIds}/positions:
    description: >-
      Streams real-time position updates for one or more brokerage
      accounts. Delivers changes to position quantities, market values,
      and profit/loss as they occur throughout the trading session.
    parameters:
      accountIds:
        description: >-
          One or more account identifiers, comma-separated.
        schema:
          type: string
    publish:
      operationId: streamPositions
      summary: Stream position updates
      message:
        $ref: '#/components/messages/PositionUpdate'
  /v3/brokerage/stream/accounts/{accountId}/wallets:
    description: >-
      Streams real-time cryptocurrency wallet updates for a specific
      brokerage account. Delivers changes to wallet balances and
      available amounts.
    parameters:
      accountId:
        description: >-
          The account identifier for wallet streaming.
        schema:
          type: string
    publish:
      operationId: streamWallets
      summary: Stream wallet updates
      message:
        $ref: '#/components/messages/WalletUpdate'
components:
  securitySchemes:
    oauth2AuthCode:
      type: oauth2
      description: >-
        OAuth 2.0 authorization code flow for accessing TradeStation
        streaming resources.
      flows:
        authorizationCode:
          authorizationUrl: https://signin.tradestation.com/authorize
          tokenUrl: https://signin.tradestation.com/oauth/token
          scopes:
            marketdata: Access to market data streams
            readaccount: Read access to account streams
            trade: Access to order and position streams
  messages:
    QuoteUpdate:
      name: QuoteUpdate
      title: Quote Update
      summary: >-
        A real-time quote update for a symbol with changed fields.
      contentType: application/vnd.tradestation.streams.v3+json
      payload:
        $ref: '#/components/schemas/QuoteStreamData'
    BarUpdate:
      name: BarUpdate
      title: Bar Chart Update
      summary: >-
        A real-time bar chart update with OHLC data.
      contentType: application/vnd.tradestation.streams.v3+json
      payload:
        $ref: '#/components/schemas/BarStreamData'
    OptionChainUpdate:
      name: OptionChainUpdate
      title: Option Chain Update
      summary: >-
        A real-time option chain update for an underlying symbol.
      contentType: application/vnd.tradestation.streams.v3+json
      payload:
        $ref: '#/components/schemas/OptionChainStreamData'
    OptionQuoteUpdate:
      name: OptionQuoteUpdate
      title: Option Quote Update
      summary: >-
        A real-time quote update for specific option contracts.
      contentType: application/vnd.tradestation.streams.v3+json
      payload:
        $ref: '#/components/schemas/OptionQuoteStreamData'
    MarketDepthUpdate:
      name: MarketDepthUpdate
      title: Market Depth Update
      summary: >-
        A real-time aggregated market depth update showing order
        book bid and ask levels.
      contentType: application/vnd.tradestation.streams.v3+json
      payload:
        $ref: '#/components/schemas/MarketDepthStreamData'
    OrderUpdate:
      name: OrderUpdate
      title: Order Update
      summary: >-
        A real-time order status update for a brokerage account.
      contentType: application/vnd.tradestation.streams.v3+json
      payload:
        $ref: '#/components/schemas/OrderStreamData'
    PositionUpdate:
      name: PositionUpdate
      title: Position Update
      summary: >-
        A real-time position update for a brokerage account.
      contentType: application/vnd.tradestation.streams.v3+json
      payload:
        $ref: '#/components/schemas/PositionStreamData'
    WalletUpdate:
      name: WalletUpdate
      title: Wallet Update
      summary: >-
        A real-time cryptocurrency wallet update.
      contentType: application/vnd.tradestation.streams.v3+json
      payload:
        $ref: '#/components/schemas/WalletStreamData'
  schemas:
    QuoteStreamData:
      type: object
      description: >-
        Streaming quote data with fields that have changed since the
        last update.
      properties:
        Symbol:
          type: string
          description: >-
            The symbol identifier.
        Last:
          type: number
          format: double
          description: >-
            The last traded price.
        Bid:
          type: number
          format: double
          description: >-
            The current bid price.
        Ask:
          type: number
          format: double
          description: >-
            The current ask price.
        BidSize:
          type: integer
          description: >-
            The size of the bid.
        AskSize:
          type: integer
          description: >-
            The size of the ask.
        Volume:
          type: integer
          description: >-
            The total volume traded today.
        Open:
          type: number
          format: double
          description: >-
            The opening price.
        High:
          type: number
          format: double
          description: >-
            The session high price.
        Low:
          type: number
          format: double
          description: >-
            The session low price.
        Close:
          type: number
          format: double
          description: >-
            The previous close price.
        NetChange:
          type: number
          format: double
          description: >-
            Net change from previous close.
        NetChangePct:
          type: number
          format: double
          description: >-
            Net change as a percentage.
        TradeTime:
          type: string
          format: date-time
          description: >-
            The timestamp of the last trade.
        Heartbeat:
          type: integer
          description: >-
            Heartbeat counter sent periodically to keep the stream alive.
    BarStreamData:
      type: object
      description: >-
        Streaming bar chart data with OHLC values.
      properties:
        High:
          type: number
          format: double
          description: >-
            The highest price during the bar interval.
        Low:
          type: number
          format: double
          description: >-
            The lowest price during the bar interval.
        Open:
          type: number
          format: double
          description: >-
            The opening price of the bar interval.
        Close:
          type: number
          format: double
          description: >-
            The closing price of the bar interval.
        Volume:
          type: integer
          description: >-
            The total volume during the bar interval.
        TimeStamp:
          type: string
          format: date-time
          description: >-
            The timestamp for the bar interval.
        TotalTicks:
          type: integer
          description: >-
            The total number of ticks during the bar interval.
        UpTicks:
          type: integer
          description: >-
            The number of up ticks.
        DownTicks:
          type: integer
          description: >-
            The number of down ticks.
        Status:
          type: string
          description: >-
            The status of the bar such as Open, Closed, or New.
        Heartbeat:
          type: integer
          description: >-
            Heartbeat counter for keeping the stream alive.
    OptionChainStreamData:
      type: object
      description: >-
        Streaming option chain data for an underlying symbol.
      properties:
        Symbol:
          type: string
          description: >-
            The option symbol.
        Underlying:
          type: string
          description: >-
            The underlying symbol.
        StrikePrice:
          type: number
          format: double
          description: >-
            The strike price.
        ExpirationDate:
          type: string
          format: date
          description: >-
            The expiration date.
        OptionType:
          type: string
          description: >-
            The option type.
          enum:
            - Call
            - Put
        Bid:
          type: number
          format: double
          description: >-
            The current bid price.
        Ask:
          type: number
          format: double
          description: >-
            The current ask price.
        Last:
          type: number
          format: double
          description: >-
            The last traded price.
        Volume:
          type: integer
          description: >-
            The volume traded today.
        OpenInterest:
          type: integer
          description: >-
            The current open interest.
        Delta:
          type: number
          format: double
          description: >-
            The option delta greek.
        Gamma:
          type: number
          format: double
          description: >-
            The option gamma greek.
        Theta:
          type: number
          format: double
          description: >-
            The option theta greek.
        Vega:
          type: number
          format: double
          description: >-
            The option vega greek.
        ImpliedVolatility:
          type: number
          format: double
          description: >-
            The implied volatility.
        Heartbeat:
          type: integer
          description: >-
            Heartbeat counter for keeping the stream alive.
    OptionQuoteStreamData:
      type: object
      description: >-
        Streaming quote data for a specific option contract.
      properties:
        Symbol:
          type: string
          description: >-
            The option symbol.
        Bid:
          type: number
          format: double
          description: >-
            The current bid price.
        Ask:
          type: number
          format: double
          description: >-
            The current ask price.
        Last:
          type: number
          format: double
          description: >-
            The last traded price.
        Volume:
          type: integer
          description: >-
            The volume traded today.
        Delta:
          type: number
          format: double
          description: >-
            The option delta.
        Gamma:
          type: number
          format: double
          description: >-
            The option gamma.
        Theta:
          type: number
          format: double
          description: >-
            The option theta.
        Vega:
          type: number
          format: double
          description: >-
            The option vega.
        ImpliedVolatility:
          type: number
          format: double
          description: >-
            The implied volatility.
        Heartbeat:
          type: integer
          description: >-
            Heartbeat counter for keeping the stream alive.
    MarketDepthStreamData:
      type: object
      description: >-
        Streaming aggregated market depth data showing bid and ask
        levels in the order book.
      properties:
        Symbol:
          type: string
          description: >-
            The symbol identifier.
        Bids:
          type: array
          description: >-
            Aggregated bid levels.
          items:
            $ref: '#/components/schemas/DepthLevel'
        Asks:
          type: array
          description: >-
            Aggregated ask levels.
          items:
            $ref: '#/components/schemas/DepthLevel'
        Heartbeat:
          type: integer
          description: >-
            Heartbeat counter for keeping the stream alive.
    DepthLevel:
      type: object
      description: >-
        A single price level in the market depth order book.
      properties:
        Price:
          type: number
          format: double
          description: >-
            The price level.
        Size:
          type: integer
          description: >-
            The aggregate size at this price level.
        OrderCount:
          type: integer
          description: >-
            The number of orders at this price level.
    OrderStreamData:
      type: object
      description: >-
        Streaming order status update data.
      properties:
        OrderID:
          type: string
          description: >-
            The unique order identifier.
        AccountID:
          type: string
          description: >-
            The account identifier.
        Symbol:
          type: string
          description: >-
            The symbol being traded.
        Quantity:
          type: number
          format: double
          description: >-
            The order quantity.
        FilledQuantity:
          type: number
          format: double
          description: >-
            The quantity filled so far.
        OrderType:
          type: string
          description: >-
            The order type.
          enum:
            - Market
            - Limit
            - StopMarket
            - StopLimit
            - TrailingStop
            - TrailingStopLimit
        Status:
          type: string
          description: >-
            The current order status.
          enum:
            - Open
            - Filled
            - PartiallyFilled
            - Cancelled
            - Rejected
            - Expired
            - Queued
            - Received
        Side:
          type: string
          description: >-
            The order side.
          enum:
            - Buy
            - Sell
            - BuyToOpen
            - BuyToClose
            - SellToOpen
            - SellToClose
            - SellShort
            - BuyToCover
        LimitPrice:
          type: number
          format: double
          description: >-
            The limit price.
        StopPrice:
          type: number
          format: double
          description: >-
            The stop price.
        FilledPrice:
          type: number
          format: double
          description: >-
            The average fill price.
        TimeInForce:
          type: string
          description: >-
            Time-in-force setting.
        Heartbeat:
          type: integer
          description: >-
            Heartbeat counter for keeping the stream alive.
    PositionStreamData:
      type: object
      description: >-
        Streaming position update data.
      properties:
        AccountID:
          type: string
          description: >-
            The account identifier.
        Symbol:
          type: string
          description: >-
            The position symbol.
        Quantity:
          type: number
          format: double
          description: >-
            The current position quantity.
        AveragePrice:
          type: number
          format: double
          description: >-
            The average entry price.
        Last:
          type: number
          format: double
          description: >-
            The last traded price.
        MarketValue:
          type: number
          format: double
          description: >-
            The current market value.
        UnrealizedProfitLoss:
          type: number
          format: double
          description: >-
            The unrealized profit or loss.
        AssetType:
          type: string
          description: >-
            The asset type.
          enum:
            - Stock
            - Option
            - Future
            - Crypto
        LongShort:
          type: string
          description: >-
            Whether the position is long or short.
          enum:
            - Long
            - Short
        Heartbeat:
          type: integer
          description: >-
            Heartbeat counter for keeping the stream alive.
    WalletStreamData:
      type: object
      description: >-
        Streaming cryptocurrency wallet update data.
      properties:
        Currency:
          type: string
          description: >-
            The cryptocurrency currency code.
        Balance:
          type: number
          format: double
          description: >-
            The wallet balance.
        Available:
          type: number
          format: double
          description: >-
            The available balance for trading.
        Heartbeat:
          type: integer
          description: >-
            Heartbeat counter for keeping the stream alive.