> For the complete documentation index, see [llms.txt](https://developer.barchart.com/llms.txt). Markdown versions of documentation pages are available by appending `.md` to page URLs; this page is available as [Markdown](https://developer.barchart.com/architecture/openfeed-api-proto.md).

# api.proto

## BulkSubscriptionFilter

Bulk subscription filter.

| Field         | Type                      | Label | Description                                                        |
| ------------- | ------------------------- | ----- | ------------------------------------------------------------------ |
| symbolType    | [SymbolType](#SymbolType) |       | Type of the symbol: Barchart or Exchange. Barchart is the default. |
| symbolPattern | [string](#string)         |       | regular expression pattern for the symbol                          |

## ExchangeRequest

Exchange Request, returns ExchangeResponse. Gives available exchanges.

| Field         | Type              | Label | Description |
| ------------- | ----------------- | ----- | ----------- |
| correlationId | [sint64](#sint64) |       |             |
| token         | [string](#string) |       |             |

## ExchangeResponse

| Field         | Type                                                   | Label    | Description |
| ------------- | ------------------------------------------------------ | -------- | ----------- |
| correlationId | [sint64](#sint64)                                      |          |             |
| status        | [Status](#Status)                                      |          |             |
| exchanges     | [ExchangeResponse.Exchange](#ExchangeResponseExchange) | repeated |             |

## ExchangeResponse.Exchange

| Field       | Type              | Label    | Description |
| ----------- | ----------------- | -------- | ----------- |
| code        | [string](#string) |          |             |
| description | [string](#string) |          |             |
| aliases     | [string](#string) | repeated |             |
| exchangeId  | [sint32](#sint32) |          |             |

## InstrumentReferenceRequest

Instrument References, returns InstrumentReferenceResponse(s)

| Field         | Type              | Label | Description |
| ------------- | ----------------- | ----- | ----------- |
| correlationId | [sint64](#sint64) |       |             |
| token         | [string](#string) |       |             |
| symbol        | [string](#string) |       |             |
| marketId      | [sint64](#sint64) |       |             |
| exchange      | [string](#string) |       |             |
| channelId     | [sint32](#sint32) |       |             |

## InstrumentReferenceResponse

| Field               | Type              | Label | Description |
| ------------------- | ----------------- | ----- | ----------- |
| correlationId       | [sint64](#sint64) |       |             |
| status              | [Status](#Status) |       |             |
| numberOfDefinitions | [sint32](#sint32) |       |             |
| channelId           | [sint32](#sint32) |       |             |
| marketId            | [sint64](#sint64) |       |             |
| symbol              | [string](#string) |       |             |
| exchange            | [string](#string) |       |             |
| ddfSymbol           | [string](#string) |       |             |
| ddfExchange         | [string](#string) |       |             |
| ddfBaseCode         | [string](#string) |       |             |
| exchangeSymbol      | [string](#string) |       |             |
| exchangeId          | [sint32](#sint32) |       |             |

## InstrumentRequest

Instrument Definition(s), will stream InstrumentDefinition(s)

| Field          | Type                                                                       | Label    | Description                                                                   |
| -------------- | -------------------------------------------------------------------------- | -------- | ----------------------------------------------------------------------------- |
| correlationId  | [sint64](#sint64)                                                          |          |                                                                               |
| token          | [string](#string)                                                          |          |                                                                               |
| instrumentType | [InstrumentDefinition.InstrumentType](#InstrumentDefinitionInstrumentType) | repeated | Filter on these instrument types                                              |
| spreadType     | [string](#string)                                                          | repeated | Filter on these spread types                                                  |
| version        | [sint32](#sint32)                                                          |          | If version >= 1 then will send InstrumentDefinition in the InstrumentResponse |
| symbol         | [string](#string)                                                          |          |                                                                               |
| marketId       | [sint64](#sint64)                                                          |          |                                                                               |
| exchange       | [string](#string)                                                          |          |                                                                               |
| channelId      | [sint32](#sint32)                                                          |          |                                                                               |

## InstrumentResponse

| Field                | Type                                          | Label | Description                                   |
| -------------------- | --------------------------------------------- | ----- | --------------------------------------------- |
| correlationId        | [sint64](#sint64)                             |       |                                               |
| status               | [Status](#Status)                             |       |                                               |
| numberOfDefinitions  | [sint32](#sint32)                             |       |                                               |
| symbol               | [string](#string)                             |       |                                               |
| marketId             | [sint64](#sint64)                             |       |                                               |
| exchange             | [string](#string)                             |       |                                               |
| channelId            | [sint32](#sint32)                             |       |                                               |
| exchangeId           | [sint32](#sint32)                             |       |                                               |
| instrumentDefinition | [InstrumentDefinition](#InstrumentDefinition) |       | Will be set if InstrumentRequest.version >= 1 |

## ListSubscriptionsRequest

List Subscriptions for a user

| Field         | Type              | Label | Description |
| ------------- | ----------------- | ----- | ----------- |
| correlationId | [sint64](#sint64) |       |             |
| token         | [string](#string) |       |             |
| username      | [string](#string) |       |             |

## ListSubscriptionsResponse

| Field         | Type                                                                   | Label    | Description |
| ------------- | ---------------------------------------------------------------------- | -------- | ----------- |
| correlationId | [sint64](#sint64)                                                      |          |             |
| status        | [Status](#Status)                                                      |          |             |
| username      | [string](#string)                                                      |          |             |
| sessions      | [ListSubscriptionsResponse.Session](#ListSubscriptionsResponseSession) | repeated |             |

## ListSubscriptionsResponse.Session

| Field                 | Type                                                                             | Label    | Description            |
| --------------------- | -------------------------------------------------------------------------------- | -------- | ---------------------- |
| loginTime             | [sint64](#sint64)                                                                |          | Nano second unix epoch |
| token                 | [string](#string)                                                                |          |                        |
| clientVersion         | [string](#string)                                                                |          |                        |
| marketSubscriptions   | [ListSubscriptionsResponse.Subscription](#ListSubscriptionsResponseSubscription) | repeated |                        |
| exchangeSubscriptions | [ListSubscriptionsResponse.Subscription](#ListSubscriptionsResponseSubscription) | repeated |                        |

## ListSubscriptionsResponse.Subscription

| Field          | Type                                                                           | Label    | Description |
| -------------- | ------------------------------------------------------------------------------ | -------- | ----------- |
| subscriptionId | [string](#string)                                                              |          |             |
| symbolId       | [string](#string)                                                              |          |             |
| marketId       | [sint64](#sint64)                                                              |          |             |
| symbolCounts   | [ListSubscriptionsResponse.SymbolCount](#ListSubscriptionsResponseSymbolCount) | repeated |             |
| exchange       | [string](#string)                                                              |          |             |
| root           | [string](#string)                                                              |          |             |

## ListSubscriptionsResponse.SymbolCount

| Field  | Type              | Label | Description |
| ------ | ----------------- | ----- | ----------- |
| symbol | [string](#string) |       |             |
| count  | [sint32](#sint32) |       |             |

## LoginRequest

Login

| Field           | Type              | Label | Description    |
| --------------- | ----------------- | ----- | -------------- |
| correlationId   | [sint64](#sint64) |       |                |
| username        | [string](#string) |       |                |
| password        | [string](#string) |       |                |
| clientVersion   | [string](#string) |       |                |
| protocolVersion | [sint32](#sint32) |       |                |
| jwt             | [string](#string) |       | JSON Web Token |

## LoginResponse

| Field         | Type              | Label | Description |
| ------------- | ----------------- | ----- | ----------- |
| correlationId | [sint64](#sint64) |       |             |
| status        | [Status](#Status) |       |             |
| token         | [string](#string) |       |             |

## LogoutRequest

Logout

| Field         | Type              | Label | Description |
| ------------- | ----------------- | ----- | ----------- |
| correlationId | [sint64](#sint64) |       |             |
| token         | [string](#string) |       |             |

## LogoutResponse

| Field         | Type              | Label | Description |
| ------------- | ----------------- | ----- | ----------- |
| correlationId | [sint64](#sint64) |       |             |
| status        | [Status](#Status) |       |             |

## OpenfeedGatewayMessage

Openfeed Server Response

| Field                       | Type                                                        | Label | Description |
| --------------------------- | ----------------------------------------------------------- | ----- | ----------- |
| loginResponse               | [LoginResponse](#LoginResponse)                             |       |             |
| logoutResponse              | [LogoutResponse](#LogoutResponse)                           |       |             |
| instrumentResponse          | [InstrumentResponse](#InstrumentResponse)                   |       |             |
| instrumentReferenceResponse | [InstrumentReferenceResponse](#InstrumentReferenceResponse) |       |             |
| subscriptionResponse        | [SubscriptionResponse](#SubscriptionResponse)               |       |             |
| marketStatus                | [MarketStatus](#MarketStatus)                               |       |             |
| heartBeat                   | [HeartBeat](#HeartBeat)                                     |       |             |
| instrumentDefinition        | [InstrumentDefinition](#InstrumentDefinition)               |       |             |
| marketSnapshot              | [MarketSnapshot](#MarketSnapshot)                           |       |             |
| marketUpdate                | [MarketUpdate](#MarketUpdate)                               |       |             |
| volumeAtPrice               | [VolumeAtPrice](#VolumeAtPrice)                             |       |             |
| ohlc                        | [Ohlc](#Ohlc)                                               |       |             |
| exchangeResponse            | [ExchangeResponse](#ExchangeResponse)                       |       |             |
| instrumentAction            | [InstrumentAction](#InstrumentAction)                       |       |             |
| listSubscriptionsResponse   | [ListSubscriptionsResponse](#ListSubscriptionsResponse)     |       |             |

## OpenfeedGatewayRequest

Openfeed Server request

| Field                      | Type                                                      | Label | Description |
| -------------------------- | --------------------------------------------------------- | ----- | ----------- |
| loginRequest               | [LoginRequest](#LoginRequest)                             |       |             |
| logoutRequest              | [LogoutRequest](#LogoutRequest)                           |       |             |
| subscriptionRequest        | [SubscriptionRequest](#SubscriptionRequest)               |       |             |
| instrumentRequest          | [InstrumentRequest](#InstrumentRequest)                   |       |             |
| instrumentReferenceRequest | [InstrumentReferenceRequest](#InstrumentReferenceRequest) |       |             |
| exchangeRequest            | [ExchangeRequest](#ExchangeRequest)                       |       |             |
| listSubscriptionsRequest   | [ListSubscriptionsRequest](#ListSubscriptionsRequest)     |       |             |

## Status

Serivce Messages /////////////////

| Field   | Type                | Label | Description |
| ------- | ------------------- | ----- | ----------- |
| result  | [Result](#Result)   |       |             |
| message | [string](#string)   |       |             |
| service | [Service](#Service) |       |             |

## SubscriptionRequest

Subscription Request

| Field         | Type                                                       | Label    | Description                                                         |
| ------------- | ---------------------------------------------------------- | -------- | ------------------------------------------------------------------- |
| correlationId | [sint64](#sint64)                                          |          | Client-assigned id for this request. Response will include same id  |
| token         | [string](#string)                                          |          |                                                                     |
| service       | [Service](#Service)                                        |          | Preferred service (realtime or delayed). REAL\_TIME is the default. |
| unsubscribe   | [bool](#bool)                                              |          |                                                                     |
| requests      | [SubscriptionRequest.Request](#SubscriptionRequestRequest) | repeated |                                                                     |

## SubscriptionRequest.Request

| Field                            | Type                                                                       | Label    | Description                                                        |
| -------------------------------- | -------------------------------------------------------------------------- | -------- | ------------------------------------------------------------------ |
| symbol                           | [string](#string)                                                          |          |                                                                    |
| marketId                         | [sint64](#sint64)                                                          |          |                                                                    |
| exchange                         | [string](#string)                                                          |          |                                                                    |
| channelId                        | [sint32](#sint32)                                                          |          |                                                                    |
| subscriptionType                 | [SubscriptionType](#SubscriptionType)                                      | repeated |                                                                    |
| snapshotIntervalSeconds          | [sint32](#sint32)                                                          |          | 0 = send only current snapshot once, else send at interval seconds |
| instrumentType                   | [InstrumentDefinition.InstrumentType](#InstrumentDefinitionInstrumentType) | repeated | Spreads and Options must be explicitly requested.                  |
| bulkSubscriptionFilter           | [BulkSubscriptionFilter](#BulkSubscriptionFilter)                          | repeated | Filter for the exchange and channel subscriptions.                 |
| spreadTypeFilter                 | [string](#string)                                                          | repeated | Filter for Spread Types                                            |
| subscriptionDoNotSendInstruments | [bool](#bool)                                                              |          | Do not send instrument(s) on successful subscription               |
| subscriptionDoNotSendSnapshots   | [bool](#bool)                                                              |          | Do not send market snapshot(s) on successful subscription          |

## SubscriptionResponse

| Field                   | Type                                  | Label | Description |
| ----------------------- | ------------------------------------- | ----- | ----------- |
| correlationId           | [sint64](#sint64)                     |       |             |
| status                  | [Status](#Status)                     |       |             |
| symbol                  | [string](#string)                     |       |             |
| marketId                | [sint64](#sint64)                     |       |             |
| exchange                | [string](#string)                     |       |             |
| channelId               | [sint32](#sint32)                     |       |             |
| numberOfDefinitions     | [sint32](#sint32)                     |       |             |
| subscriptionType        | [SubscriptionType](#SubscriptionType) |       |             |
| unsubscribe             | [bool](#bool)                         |       |             |
| snapshotIntervalSeconds | [sint32](#sint32)                     |       |             |

## Result

| Name                     | Number | Description |
| ------------------------ | ------ | ----------- |
| UNKNOWN\_RESULT          | 0      |             |
| SUCCESS                  | 1      |             |
| INSTRUMENTS\_NOT\_FOUND  | 112    |             |
| JWT\_EXPIRED             | 113    |             |
| JWT\_INVALID             | 114    |             |
| DUPLICATE\_LOGIN         | 115    |             |
| INVALID\_SYMBOL          | 116    |             |
| INVALID\_MARKET\_ID      | 117    |             |
| INVALID\_EXCHANGE        | 118    |             |
| INVALID\_CHANNEL\_ID     | 119    |             |
| MALFORMED\_MESSAGE       | 120    |             |
| UNEXPECTED\_MESSAGE      | 121    |             |
| NOT\_SUBSCRIBED          | 122    |             |
| DUPLICATE\_SUBSCRIPTION  | 123    |             |
| INVALID\_CREDENTIALS     | 124    |             |
| INSUFFICIENT\_PRIVILEGES | 125    |             |
| AUTHENTICATION\_REQUIRED | 126    |             |
| GENERIC\_FAILURE         | 127    |             |
| INVALID\_USERNAME        | 128    |             |

## SubscriptionType

| Name               | Number | Description |
| ------------------ | ------ | ----------- |
| ALL                | 0      |             |
| QUOTE              | 1      |             |
| QUOTE\_PARTICIPANT | 2      |             |
| DEPTH\_PRICE       | 3      |             |
| DEPTH\_ORDER       | 4      |             |
| TRADES             | 5      |             |
| CUMULATIVE\_VOLUME | 6      |             |
| OHLC               | 7      |             |
| OHLC\_NON\_REGULAR | 8      |             |
| SETTLEMENT         | 9      |             |

## SymbolType

Symbol type for the subscription filter.

| Name     | Number | Description |
| -------- | ------ | ----------- |
| BARCHART | 0      |             |
| EXCHANGE | 1      |             |


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