questrade-stream

Code snippets for streaming data from Questrade API

The problem

I'm trying to connect to Questrade's streaming API. The code is in index.js and it works once. When it works, it gives me:

1. {"success": true}, indicating that my token is valid, and
2. regular messages with stock quote information (see example output in sections below)

When I terminate the process (with Ctrl+C) and start it again, it only gives me the first message and then nothing else.

When I run it again after about a day it works again ... once.

Help requested

Help requested in getting this to work. It worked once, with a sample output as shown below. Since then I only receive the first line, indicating a successful authentication, with no further messages from the API server.

To try this yourself:

1. Obtain an access token from Questrade
2. Make an authenticated call to v1/markets/quotes?stream=true&mode=WebSocket&ids=27426,2067121
3. Edit index.js with the streaming port, access token, and api server address
4. Install the dependencies with $ npm install`
5. Run the script with $ node ./`

You can submit a pull request, create an issue, or just email me at [email protected]

Thank you!

Sample output from when it works

MESSAGE {"success":true}

MESSAGE {"quotes":[{"symbol":"MSFT","symbolId":27426,"tier":"","bidPrice":57.97,"bidSize":31,"askPrice":57.98,"askSize":4
3,"lastTradePriceTrHrs":57.98,"lastTradePrice":57.98,"lastTradeSize":10000,"lastTradeTick":"Up","lastTradeTime":"2016-08-
11T12:06:41.659000-04:00","volume":6575655,"openPrice":58.16,"highPrice":58.32,"lowPrice":57.82,"delay":0,"isHalted":fals
e,"high52w":58.5,"low52w":39.72,"VWAP":58.072191},{"symbol":"FB","symbolId":2067121,"tier":"","bidPrice":124.78,"bidSize"
:2,"askPrice":124.79,"askSize":6,"lastTradePriceTrHrs":124.78,"lastTradePrice":124.78,"lastTradeSize":100,"lastTradeTick"
:"Down","lastTradeTime":"2016-08-11T12:06:41.660000-04:00","volume":5830314,"openPrice":125.07,"highPrice":125.48,"lowPri
ce":124.7,"delay":0,"isHalted":false,"high52w":126.09,"low52w":72,"VWAP":125.119902}]}

MESSAGE {"quotes":[{"symbol":"MSFT","symbolId":27426,"tier":"","bidPrice":57.97,"bidSize":31,"askPrice":57.98,"askSize":4
3,"lastTradePriceTrHrs":57.98,"lastTradePrice":57.98,"lastTradeSize":10000,"lastTradeTick":"Up","lastTradeTime":"2016-08-
11T12:06:41.659000-04:00","volume":6575655,"openPrice":58.16,"highPrice":58.32,"lowPrice":57.82,"delay":0,"isHalted":fals
e,"high52w":58.5,"low52w":39.72,"VWAP":58.072191},{"symbol":"FB","symbolId":2067121,"tier":"","bidPrice":124.78,"bidSize"
:2,"askPrice":124.79,"askSize":6,"lastTradePriceTrHrs":124.78,"lastTradePrice":124.78,"lastTradeSize":100,"lastTradeTick"
:"Down","lastTradeTime":"2016-08-11T12:06:41.660000-04:00","volume":5830314,"openPrice":125.07,"highPrice":125.48,"lowPri
ce":124.7,"delay":0,"isHalted":false,"high52w":126.09,"low52w":72,"VWAP":125.119902}]}