# Websockets: not able to retrieve market data

**URL:** <https://community.tradovate.com/t/websockets-not-able-to-retrieve-market-data/4284>\
**Category:** Community Support\
**Created:** [March 25, 2022, 1:02pm UTC](https://community.tradovate.com/t/websockets-not-able-to-retrieve-market-data/4284 "2022-03-25T13:02:05Z")\
**Posts on this page:** 20\
**Page:** 2

<div class="post-metadata">

**Author:** ![Ingo](https://avatars.discourse-cdn.com/v4/letter/i/e19adc/32.png) [@Ingo](https://community.tradovate.com/u/Ingo)\
**Post date:** [April 7, 2022, 12:49pm UTC](https://community.tradovate.com/t/websockets-not-able-to-retrieve-market-data/4284/22 "2022-04-07T12:49:50Z")

</div>

The problem is solved. The API permissions were not correct. You need the `Contract Library` in addition to `Market Data`, otherwise all symbols are inaccessible. Thanks to @Alexander and @beebee for your support!

---

<div class="post-metadata">

**Author:** ![beebee](https://sea1.discourse-cdn.com/flex015/user_avatar/community.tradovate.com/beebee/32/1776_2.png) [@beebee](https://community.tradovate.com/u/beebee)\
**Post date:** [April 8, 2022, 5:51am UTC](https://community.tradovate.com/t/websockets-not-able-to-retrieve-market-data/4284/23 "2022-04-08T05:51:48Z")

</div>

Let’s stick with python’s default websockets. This code should work, I removed some irrelevant things so there might be some small errors.

```python
import json
import time
import asyncio
import websockets

def init_md_heartbeat(md_hb_value, running):

    while running:
        if(md_hb_value.value <= 0): #i used a multiprocessing value, to share memory across processes
            md_hb_value.value = 1
            # print("md_heartbeat -- beating setting value to -- [{0}]".format(md_hb_value.value))
        else:
            # print("md_heartbeat -- SKIP beating VALUE -- [{0}] SLEEPING".format(md_hb_value.value))
            pass
        time.sleep(1.5) #probably don't want to hardcoded values like these

async def websocket_connect(access_token, ws_url):
    warmup = True
    msg = None
    init_msg = None
    init_s = None
    a_seq_n = 0 #this is a good habit of recording certain sequence numbers to match when you get a response from the websocket api.
    init = "authorize\n{0}\n\n{1}".format(a_seq_n, access_token)
    mdws = await websockets.connect(ws_url, ssl=True, compression=None)

    while warmup:
        try:
            msg = await mdws.recv()
        except Exception as e:
            print("websocket_connect -- await mdws.recv() Exception -- [{0}]\n\n".format(str(e)))

        if(msg[0] == "o"):
            try:
                await mdws.send(init)
            except Exception as e:
                print("websocket_connect -- await mdws.send(init) Exception -- [{0}]\n\n".format(str(e)))

        if(msg != "o"):
            try:
                init_s = json.loads(msg[2:-1])
                if(init_s["s"] == 200 and init_s['d']['i'] == a_seq_n): #use this seq_num check pattern 
                    print("websocket_connect -- successfully authorized -- \n[{0}]\n[{1}]\n\n".format(ws_url, msg))
                    warmup = False
                    break
            except Exception as e:
                    print("websocket_connect -- Exception -- [{0}]".format(str(e)))

                    
        if(warmup == False):
            print("websocket_connect -- exiting warmup -- ")
            break

    return mdws

async def marketdata_run(management_pkg):
    payload = management_pkg['payload'] #payload is the json payload you get back from the authentication request
    """ I keep predefine certain commonly used variables to avoid creating garbage doing my main loop"""
    md_hb_value = management_pkg['md_hb_value']
    access_token = payload['accessToken']

    heartbeat_thread = None
    heartbeat_count = 0
    running = False
    item = None
    bid = 0.0
    ask = 0.0

    low = 0.0
    high = 0.0
    last_bid = 0.0
    last_ask = 0.0
    last_trade = 0.0

    last_trade_price = 0.0
    bid_low_price = 0.0
    bid_hig_price = 0.0
    ask_low_price = 0.0
    ask_hig_price = 0.0
    open_position = False
    open_price = 0.0

    DEMO = True

    if(DEMO):
        WS_URL = management_pkg['md_demo_wss'] 
        accountSpec = payload['DEMO_ACCOUNT_SPEC'] #REPLACE THESE
        accountId = payload['DEMO_USER_ID']

    else:
        accountSpec = payload['name']
        accountId = payload['userId']
        WS_URL = management_pkg['md_live_wss'] 

    ws = await websocket_connect(access_token, MD_WS_URL)
    if(ws):
        heartbeat_thread = threading.Thread(target=init_md_heartbeat, args=(md_hb_value, True))
        heartbeat_thread.daemon = True
        heartbeat_thread.start()
        running = True

    while running:
        try:
            msg = await ws.recv()
        except Exception as e:
            print("marketdata_run -- msg = await ws.recv() got exception -- [{0}]".format(str(e)))

        if(msg):
            msg_t = msg[0]
            if(msg_t == "a"):
                jmsg = json.loads(msg[2:-1])
                try:
                    event_msg = jmsg['e']
                    response_msg = False
                except Exception as e:
                    response_msg = jmsg['s']
                    event_msg = False

                if(event_msg):
                    try:
                        item = jmsg['d']['quotes']
                    except Exception as e:
                        item = None

                    if(item == None):
                        continue
                    else
                        for ix, itm in enumerate(item):
                            low = itm['entries']['LowPrice']['price']
                            high = itm['entries']['HighPrice']['price']
                            bid = itm['entries']['Bid']['price']
                            ask = itm['entries']['Offer']['price']
                            last = itm['entries']['Trade']['price']
                            #================ USE MARKETDATA TO do SOMETHING USEFUL BEGIN ============================
                            #
                            #
                            #
                            #================ USE MARKETDATA TO do SOMETHING USEFUL END ============================
                else:
                    response_status = jmsg['s']
                    if(response_status == 200):
                        response_id = jmsg['i']
                        response_pld = jmsg['d']

                    else:
                        print("got response ERROR --\n{0}\n".format(jmsg))
            elif(msg_t == "h"):
                print("\tmarketdata_run -- MD -- heartbeat -- ")
            elif(msg_t == "c"):
                print("marketdata_run -- close message -- [{0}]".format(msg))
            else:
                pass

        if(md_hb_value.value >= 1.0):
            try:
                await ws.send("[]")
                md_hb_value.value -= 1
            except Exception as e:
                print("\nmarketdata_run -- WEBSOCKET -- sent heartbeat EXCEPTION -- [{0}] [{1}]".format(md_hb_value.value, str(e)))

def marketdata_init(management_pkg):
    marketdata_loop = asyncio.new_event_loop()
    asyncio.set_event_loop(marketdata_loop)
    marketdata_loop.run_until_complete(marketdata_run(management_pkg))

```

Take a look over it, give it a shot. If you have any problems, just continue to post here.

---

<div class="post-metadata">

**Author:** ![rafayawan](https://avatars.discourse-cdn.com/v4/letter/r/bcef8e/32.png) [@rafayawan](https://community.tradovate.com/u/rafayawan)\
**Post date:** [August 5, 2022, 7:20am UTC](https://community.tradovate.com/t/websockets-not-able-to-retrieve-market-data/4284/24 "2022-08-05T07:20:46Z")

</div>

Hi, Thanks a lot for sharing that.

I am trying to use your code but its throwing syntax errors. Can you please share the python version you are using.

Also a test sample of how to use this code please

Can you please have a look at following gist:

> <https://gist.github.com/AbdulRafay/2c14cd568c337b04d27aebc9ea806c84>

---

<div class="post-metadata">

**Author:** ![rafayawan](https://avatars.discourse-cdn.com/v4/letter/r/bcef8e/32.png) [@rafayawan](https://community.tradovate.com/u/rafayawan)\
**Post date:** [August 5, 2022, 7:45am UTC](https://community.tradovate.com/t/websockets-not-able-to-retrieve-market-data/4284/25 "2022-08-05T07:45:31Z")

</div>

I am able to run the code you shared, update the gist.

How do i communicate with the script, i did not update any credentials and run it just to test, so it must not be working.

can you please point out where i can update my username and password?

---

<div class="post-metadata">

**Author:** ![beebee](https://sea1.discourse-cdn.com/flex015/user_avatar/community.tradovate.com/beebee/32/1776_2.png) [@beebee](https://community.tradovate.com/u/beebee)\
**Post date:** [August 5, 2022, 7:49am UTC](https://community.tradovate.com/t/websockets-not-able-to-retrieve-market-data/4284/26 "2022-08-05T07:49:44Z")

</div>

I am using the python [multiprocessing](https://docs.python.org/3/library/multiprocessing.html) library

Since I have 2 or more processes running and I would like to be faster than a queue. I use the multiprocessing shared memory types to pass messages between processes.

It’s similar to setting up a stack before calling a function in a language like c/c++.

This is earlier code and should be replaced.

> [@rafayawan](#):
>
> ```auto
> def init_md_heartbeat(md_hb_value, running):
> 
> while running:
> if(md_hb_value.value <= 0): #i used a multiprocessing value, to share memory across processes
> 
> ```

That code above looks like a really early version;  
instead of passing md\_hb\_value to that function; pass in the payload dictionary  
inside the payload add keys mda\_hb\_init and mda\_running

```python
payload['mda_hb_init']
payload['mda_running']

def init_md_heartbeat(payload):
     while(not payload['mda_running']):
          wait until you initialize and connect to the websocket; then set payload['mda_hb_init'] = True
     while(payload['mda_running']):
           if(payload['mda_hb_init']):
                    add a try catch block to make sure the websocket connection is still up, tradovate websockets disconnect quite often
                    
                    if your heartbeat interval passed and there's no exception; send a heartbeat and sleep
                    if there's an exception, set payload['mda_hb_init'] to false, re-initialize the websocket

```

i renamed management package to payload since it’s shorter, u can simplify it further if it suites your needs.  
if you have any further questions post below.

---

<div class="post-metadata">

**Author:** ![rafayawan](https://avatars.discourse-cdn.com/v4/letter/r/bcef8e/32.png) [@rafayawan](https://community.tradovate.com/u/rafayawan)\
**Post date:** [August 5, 2022, 8:03am UTC](https://community.tradovate.com/t/websockets-not-able-to-retrieve-market-data/4284/27 "2022-08-05T08:03:37Z")

</div>

Hi,

Thank you! for your time and prompt reply.

I have replaced the code snippet in gist [websocket.py · GitHub](https://gist.github.com/AbdulRafay/2c14cd568c337b04d27aebc9ea806c84)

I have a demo account and i want to monitor orders created and executions.

Can you please share a usage example and where i have to update the credentials.

Thanks again

---

<div class="post-metadata">

**Author:** ![rafayawan](https://avatars.discourse-cdn.com/v4/letter/r/bcef8e/32.png) [@rafayawan](https://community.tradovate.com/u/rafayawan)\
**Post date:** [August 5, 2022, 8:05am UTC](https://community.tradovate.com/t/websockets-not-able-to-retrieve-market-data/4284/28 "2022-08-05T08:05:46Z")

</div>

update, i did not see that code snippet has pseudo code in it 🙂

I am a beginner so if you can please share an example that would be helpful …

---

<div class="post-metadata">

**Author:** ![beebee](https://sea1.discourse-cdn.com/flex015/user_avatar/community.tradovate.com/beebee/32/1776_2.png) [@beebee](https://community.tradovate.com/u/beebee)\
**Post date:** [August 5, 2022, 8:19am UTC](https://community.tradovate.com/t/websockets-not-able-to-retrieve-market-data/4284/29 "2022-08-05T08:19:25Z")

</div>

you’re going to have to do some problem solving to get going.

look at the file \_\_tv\_api.py, there’s a line at the top with these imports:

```python
from my_secrets import APP_ID, APP_VERSION, ACCOUNT, ACCOUNT_P, CID, CLIENT_SECRET, DEVICE_ID

```

create the file my\_secrets.py and place it next to the \_\_tv\_api.py file, inside the \_\_tv\_api.py file, define those variables; you get those from the Tradovate backend.

I don’t think you get API access on a demo account. Things might have changed, I am not sure.

---

<div class="post-metadata">

**Author:** ![rafayawan](https://avatars.discourse-cdn.com/v4/letter/r/bcef8e/32.png) [@rafayawan](https://community.tradovate.com/u/rafayawan)\
**Post date:** [August 6, 2022, 5:05pm UTC](https://community.tradovate.com/t/websockets-not-able-to-retrieve-market-data/4284/30 "2022-08-06T17:05:51Z")

</div>

Hi,

your code and questions have been helpful. Can you please share `tradovate_auth` after redacting the sensitive information off course.

Thanks.

---

<div class="post-metadata">

**Author:** ![beebee](https://sea1.discourse-cdn.com/flex015/user_avatar/community.tradovate.com/beebee/32/1776_2.png) [@beebee](https://community.tradovate.com/u/beebee)\
**Post date:** [August 18, 2022, 5:43pm UTC](https://community.tradovate.com/t/websockets-not-able-to-retrieve-market-data/4284/31 "2022-08-18T17:43:24Z")

</div>

apologies for the delay, what exactly are you looking for?

---

<div class="post-metadata">

**Author:** ![IG\_123](https://avatars.discourse-cdn.com/v4/letter/i/5daacb/32.png) [@IG\_123](https://community.tradovate.com/u/IG_123)\
**Post date:** [November 7, 2022, 6:28pm UTC](https://community.tradovate.com/t/websockets-not-able-to-retrieve-market-data/4284/32 "2022-11-07T18:28:47Z")

</div>

@Ingo, @Alexander in order for you to receive chart data did you have to register as Data Distributor with CME? The Tradovate tech support keeps on telling me that I need to register. Called CME they are completely clueless why I would have to register. Just contacted CME’s global account management on this matter.

---

<div class="post-metadata">

**Author:** ![Cowinton\_Scotland](https://avatars.discourse-cdn.com/v4/letter/c/278dde/32.png) [@Cowinton\_Scotland](https://community.tradovate.com/u/Cowinton_Scotland)\
**Post date:** [December 17, 2022, 4:34am UTC](https://community.tradovate.com/t/websockets-not-able-to-retrieve-market-data/4284/33 "2022-12-17T04:34:03Z")

</div>

hi ingo I am having the problem you had, but don’t know what you mean you need the contract library.

Thanks in advance.

---

<div class="post-metadata">

**Author:** ![Cowinton\_Scotland](https://avatars.discourse-cdn.com/v4/letter/c/278dde/32.png) [@Cowinton\_Scotland](https://community.tradovate.com/u/Cowinton_Scotland)\
**Post date:** [December 19, 2022, 3:33am UTC](https://community.tradovate.com/t/websockets-not-able-to-retrieve-market-data/4284/34 "2022-12-19T03:33:09Z")

</div>

Does any one know how to terminate the API websocket. I know socket.send() is the heartbeat reply you send. Is the a code that you can send it to close the websocket?

Thanks in advance.

---

<div class="post-metadata">

**Author:** ![Alexander](https://sea1.discourse-cdn.com/flex015/user_avatar/community.tradovate.com/alexander/32/988_2.png) [@Alexander](https://community.tradovate.com/u/Alexander)\
**Post date:** [December 19, 2022, 2:43pm UTC](https://community.tradovate.com/t/websockets-not-able-to-retrieve-market-data/4284/35 "2022-12-19T14:43:01Z")

</div>

Typically any websocket API will implement `socket.close()` or something to that effect to terminate the channel manually.

---

<div class="post-metadata">

**Author:** ![Cowinton\_Scotland](https://avatars.discourse-cdn.com/v4/letter/c/278dde/32.png) [@Cowinton\_Scotland](https://community.tradovate.com/u/Cowinton_Scotland)\
**Post date:** [December 20, 2022, 9:06pm UTC](https://community.tradovate.com/t/websockets-not-able-to-retrieve-market-data/4284/36 "2022-12-20T21:06:30Z")

</div>

thanks alot, that helped.

I am having another problem. My websocket is open, every thing is working well. When I send an order, it goes through. I can see it, but the socket stops working properly and I get this error. Am I supposed to do something after an order goes through.

Task exception was never retrieved  
future: \<Task finished name=‘heart\_beat’ coro=\<heart\_beat() done, defined at C:\pythonproject\Tradovate\mdwebsocket.py:23\> exception=ConnectionClosedError(‘code = 1006 (connection closed abnormally [internal]), no reason’)\>

---

<div class="post-metadata">

**Author:** ![Cowinton\_Scotland](https://avatars.discourse-cdn.com/v4/letter/c/278dde/32.png) [@Cowinton\_Scotland](https://community.tradovate.com/u/Cowinton_Scotland)\
**Post date:** [December 22, 2022, 12:31pm UTC](https://community.tradovate.com/t/websockets-not-able-to-retrieve-market-data/4284/37 "2022-12-22T12:31:33Z")

</div>

Can anyone please help me…I have market data subscription. I was able to setup my webscoket to it, but when i tried the quote end point to get a quote I am getting this error.

a[{“s”:200,“i”:2,“d”:{“errorText”:“Symbol is inaccessible”,“errorCode”:“UnknownSymbol”,“mode”:“None”}}]

this is the code:

payload = {“symbol”: symbol}  
await websocket.send(f"md/subscribeQuote\n2\n\n{json.dumps(body)}")

Thanks in advance

---

<div class="post-metadata">

**Author:** ![Cowinton\_Scotland](https://avatars.discourse-cdn.com/v4/letter/c/278dde/32.png) [@Cowinton\_Scotland](https://community.tradovate.com/u/Cowinton_Scotland)\
**Post date:** [December 22, 2022, 3:57pm UTC](https://community.tradovate.com/t/websockets-not-able-to-retrieve-market-data/4284/38 "2022-12-22T15:57:17Z")

</div>

payload = {“symbol”: symbol}  
await websocket.send(f"md/subscribeQuote\n2\n\n{json.dumps(payload)}")

---

<div class="post-metadata">

**Author:** ![supahcullen](https://avatars.discourse-cdn.com/v4/letter/s/e9bcb4/32.png) [@supahcullen](https://community.tradovate.com/u/supahcullen)\
**Post date:** [December 23, 2022, 7:04am UTC](https://community.tradovate.com/t/websockets-not-able-to-retrieve-market-data/4284/39 "2022-12-23T07:04:53Z")

</div>

This seems to be the issue. Maybe contact CME? Sorry for the bad news…

> [@Is CME sub-vendor requirement for API access is $290 per month](https://community.tradovate.com/t/is-cme-sub-vendor-requirement-for-api-access-is-290-per-month/6215):
>
> As you probably know this message is displayed when I try to add on API access from Tradovate desktop app: “Warning: In order to access real-time Market Data via API, you will need to become a registered sub-vendor with the CME.” Tech support said to contact CME to register and that it costs $290/month payable to CME. Can someone here confirm this is correct. This may be acceptable down the line but just starting out seems prohibitively large. I simply want the simplest type of access in or…

---

<div class="post-metadata">

**Author:** ![Cowinton\_Scotland](https://avatars.discourse-cdn.com/v4/letter/c/278dde/32.png) [@Cowinton\_Scotland](https://community.tradovate.com/u/Cowinton_Scotland)\
**Post date:** [December 23, 2022, 1:09pm UTC](https://community.tradovate.com/t/websockets-not-able-to-retrieve-market-data/4284/40 "2022-12-23T13:09:10Z")

</div>

thanks for your help. do you you what others having the same problems are doing?

thanks

---

<div class="post-metadata">

**Author:** ![Endikator](https://avatars.discourse-cdn.com/v4/letter/e/a88e57/32.png) [@Endikator](https://community.tradovate.com/u/Endikator)\
**Post date:** [June 14, 2023, 9:33am UTC](https://community.tradovate.com/t/websockets-not-able-to-retrieve-market-data/4284/41 "2023-06-14T09:33:14Z")

</div>

Hi there! Do you have, by any changed, the complete code/example on how to retrieve market data with Python and websockets? Some links are broken here, and I wanted to try an example and build up from there… thanks so much!

[Previous page](https://community.tradovate.com/t/websockets-not-able-to-retrieve-market-data/4284.md?page=1)

[Next page](https://community.tradovate.com/t/websockets-not-able-to-retrieve-market-data/4284.md?page=3)