Hello,
I am aware of the three message types in the markets api v2 feed of:
t: For Trade
q: For Quote
b: For Bar
I am receiving a type of “c” and cannot find the documentation. Can someone point me to where this is documented? Thanks for your help!
Example below:
[{“T”:“c”,“S”:“IWM”,“x”:“D”,“oi”:79372207866957,“op”:208.65,“os”:14950,“oc”:[" “,“7”,“V”],“ci”:79372223926359,“cp”:208.65,“cs”:14950,“cc”:[” ",“7”,“Z”,“V”],“z”:“B”,“t”:“2022-01-20T17:26:08.000760661Z”}]
This is a correction for the previous trade. You can also receive ‘x’ (cancellation) messages from the stream. Both these types are not documented right now. In general (according to the Alpaca API team) you shouldn’t fail or crash your app/connection in case of unexpected message types - they can add anything new in the future without prior notice. You can check how these message types are handled in the official SDKs - all of them support these message types now.
P.S. And one additional point - you’ll implicitly subscribe to both these types as soon as you subscribe on trades for a particular symbol.