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IntroductionMCP ServerOpenAPI Spec

REST API

Overview

WebSocket API

OverviewLive Quotes (Per Second)Live Quotes (Per Minute)Live NewsLive SEC FilingsTrading Halts

WebSocket API

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Real-time market data over a single socket. Connect to wss://socket.vantafin.com/v1/stocks, authenticate with your API key, and subscribe to channels for per-second and per-minute quotes, live news, SEC filings, and trading halts. One connection can carry many subscriptions at once.

Get your API keyCreate or copy a vf-live-… key from Settings → API Usage.Stream live quotesSubscribe to LS.AAPL for per-second price updates.Live SEC filingsGet pushed the moment a new EDGAR filing is indexed.SDKs on GitHubWebSocket and REST clients in Python, JavaScript, Go, Java, and Ruby.

How it works

Open a WebSocket connection to the shared endpoint, send an authentication frame with your API key, then send subscribe frames for the channels you want. Each channel uses a CODE.TICKER selector - for example LS.AAPL for per-second Apple quotes, or LS.* to receive every live ticker. Messages arrive as JSON frames, each carrying a type discriminator.

  • Endpoint: wss://socket.vantafin.com/v1/stocks
  • Auth: send your API key on connect
  • Subscribe: CODE.TICKER selectors, or CODE.* for all tickers
  • Market hours: quote streams run 4:00 AM-8:00 PM ET on trading days; news and filings stream around the clock

Quick start

  1. Connect and subscribe
    import json
    from websocket import create_connection
    
    ws = create_connection("wss://socket.vantafin.com/v1/stocks")
    ws.send(json.dumps({"action": "auth", "apiKey": "vf-live-your_api_key"}))
    ws.send(json.dumps({"action": "subscribe", "channels": ["LS.AAPL"]}))
    
    while True:
        print(ws.recv())

Available streams

Every real-time channel is documented on its own page with message fields and connect samples.

Live Quotes (Per Second)One OHLCV update per ticker per second during market hours (4 AM-8 PM ET).Live Quotes (Per Minute)One OHLCV bar per ticker per minute during market hours (4 AM-8 PM ET).Live NewsHeadlines and press releases pushed the moment they are ingested.Live SEC FilingsSEC EDGAR filing metadata delivered as soon as it is indexed.Trading HaltsNASDAQ trading halt and resumption events in real time.

Need request/response data instead of streams? See the REST API. Official WebSocket clients for every language are on github.com/vantafin/vantafin.

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Live Quotes (Per Second)