QuoteMedia Streaming Data Service - JavaScript Client

JavaScript streaming client that provides easy-to-use client APIs to connect and subscribe to QuoteMedia's market data streaming services.

https://quotemedia.com/

Getting Started

The JavaScript streaming client is a library that contains all the necessary dependencies to run in both browser and Node.js environments.

Browser Usage

Include the library file in your HTML page:

<script src="qmci-streamer-2.65.0.min.js"></script>
<script>
    var Streamer = qmci.Streamer;
</script>

Node.js Usage

Since the window object is not available in Node.js, it will need to be mocked before importing the library:

1. Mock the window object:

   if (typeof global.window === 'undefined') {
       var window = {
           navigator: { userAgent: "atmosphere.js" },
           document: {},
           location: { protocol: 'https:' },
           JSON: JSON
       };
   
       window.WebSocket = require("ws");
       window.EventSource = require("eventsource");
       window.XMLHttpRequest = require("xmlhttprequest").XMLHttpRequest;
   
       global.window = window;
       global.location = window.location;
       global.WebSocket = window.WebSocket;
       global.EventSource = window.EventSource;
       global.navigator = window.navigator;
       global.document = window.document;
   }

2. Import the library:

   var Streamer = require("<path to the library>");

3. The library is ready for use in your Node.js project.

Quick Start

var Streamer = qmci.Streamer;

// Optional: enable debug logging (may impact performance)
// Streamer.logger = console;

Streamer.login({
    host: 'https://app.quotemedia.com/auth',
    credentials: {
        wmid: 'YOUR_WMID',
        username: 'YOUR_USERNAME',
        password: 'YOUR_PASSWORD'
    }
}, function(err, sid) {
    if (err) { console.error(err); return; }

    Streamer.open({
        host: 'https://app.quotemedia.com/cache',
        cors: true,
        format: 'application/json',
        credentials: { sid: sid }
    }, function(err, stream) {
        if (err) { console.error(err); return; }

        stream.on('message', function(msg) {
            switch (Streamer.marketDataTypes.get(msg)) {
                case Streamer.marketDataTypes.PRICEDATA:
                    console.log('Price:', msg.last, msg.change);
                    break;
                case Streamer.marketDataTypes.TRADE:
                    console.log('Trade:', msg.last, msg.volume);
                    break;
            }
        });

        stream.on('error', function(err) {
            console.error('Stream error:', err);
        });

        stream.on('close', function() {
            console.log('Stream closed');
        });

        stream.subscribe(['AAPL', 'MSFT'], ['PRICEDATA', 'TRADE'], function(result) {
            console.log('Subscribed:', result.subscribed);
        });
    });
});

API Reference

Stream Methods

Market Data

stream.subscribe(symbols, types, [opts], callback)
stream.unsubscribe(symbols, types, [opts], callback)
stream.subscribeExchange(exchanges, [opts], callback)
stream.unsubscribeExchange(exchanges, [opts], callback)

Subscription Types

Use these with stream.subscribe():

QUOTE · PRICEDATA · TRADE · MMQUOTE · ORDERBOOK · INTERVAL · NETHOUSEPOSITION · LASTSALE · LIMITUPLIMITDOWN · IVGREEKS · IMBALANCESTATUS · ORDEREXECUTED

Note: ORDERBOOK subscription generates BOOKORDER, BOOKDELETE, PURGEBOOK, PRICELEVEL, and MMPRICELEVEL message types.

Market Data Message Types

Use Streamer.marketDataTypes.get(msg) to identify incoming messages:

QUOTE · PRICEDATA · TRADE · INTERVAL · LASTSALE · SYMBOLINFO · SYMBOLSTATUS · MMQUOTE · PRICELEVEL · MMPRICELEVEL · BOOKORDER · BOOKDELETE · PURGEBOOK · DERIVATIVEINFO · LIMITUPLIMITDOWN · IVGREEKS · IMBALANCESTATUS · NETHOUSEPOSITION · NEWS · ALERT · TRADENOTIFICATION · DIVIDEND · ORDEREXECUTED

Formatting

Use the built-in formatter to produce human-readable message strings:

var formatter = new Streamer.formatting.Formatter();
var readable = formatter.fmt(message);

Examples

The following example HTML files are included in the package:

• enterprise-token-example.html - Connect and subscribe using enterprise token authentication.
• enduser-example.html - Authenticate with end-user credentials (username/password) and subscribe to market data.
• oauth-token-example.html - Connect and subscribe using OAuth token authentication.
• wmid-example.html - Connect using webmaster ID (IP-based authentication).
• subscription-example.html - Subscribe and unsubscribe to trade data with detailed message handling.
• reconnect-example.html - Configure automatic reconnection on connection loss.
• streaming-news-example.html - Subscribe to news filters and handle incoming news messages.