How to stream real-time data over WebSocket

Vantafin's WebSocket API streams real-time market events - live quotes, news, SEC filings, and trading halts - so your app reacts the moment something happens instead of polling. WebSocket streaming is an Ultimate-plan feature. This guide covers how to connect and subscribe; the channel reference is in the WebSocket docs.

Connect

Open a connection to the stocks stream and authenticate with your API key:

wss://socket.vantafin.com/v1/stocks?apiKey=vf-live-YOUR_KEY

After connecting, you subscribe to the channels and symbols you care about (see the docs for the exact message format).

Available streams

A minimal Python client

import os
import json
import websocket  # pip install websocket-client

API_KEY = os.environ["VANTAFIN_API_KEY"]
URL = f"wss://socket.vantafin.com/v1/stocks?apiKey={API_KEY}"

def on_message(ws, message):
    event = json.loads(message)
    print(event)

def on_open(ws):
    # Subscribe to the channels/symbols you want (see the docs for the schema).
    ws.send(json.dumps({"action": "subscribe", "params": "..."}))

ws = websocket.WebSocketApp(URL, on_open=on_open, on_message=on_message)
ws.run_forever()

Adapt the subscribe payload to the schema documented in the WebSocket reference.

Design a resilient stream

Real-time clients should:

• Reconnect automatically with backoff if the connection drops.
• Resubscribe to your channels after reconnecting.
• Buffer and process messages off the socket thread so you never block reads.

When to use WebSocket vs REST vs alerts

Next steps

• Create and use an API key
• Query data with the REST API
• WebSocket reference