BitMEX-Delta-Server is the easiest way to get started with realtime market data.
This project is a NodeJS server that automatically subscribes to BitMEX's RealTime Feed. It processes deltas for you and keeps a copy of all public exchange data in memory, so you can poll it as often as you like without worrying about exchange ratelimits.
Use BitMEX-Delta-Server if you have a need for up-to-the-millisecond data from BitMEX and you don't want to write websocket integration yourself.