Streaming

OCX pushes real-time data over Server-Sent Events (SSE), not WebSockets. Connect with any SSE client, apply the initial snapshot, then fold in later events. On any disconnect, reconnect and start again from the fresh snapshot — streams do not resume mid-stream.

Browsers can use EventSource with withCredentials: true to send the session cookie. EventSource cannot set headers, so a bot that authenticates with Authorization: Bearer needs an SSE client that supports custom headers (for example a fetch-based reader).

The streams

Futures order book

GET /fut/book-stream — public depth for one futures market.

Futures market stream

GET /fut/stream/events — one market’s book plus your fills and positions in it.

Futures account stream

GET /fut/stream/user — your futures fills and positions across all markets.

Option board

GET /markets/board/stream — public marks, IV, and delta for one underlying.

Portfolio balances

GET /portfolio/balances/stream — your balance and margin summary.

book-stream and board/stream are public. The other three require a session (cookie or Authorization: Bearer) and carry only your own fills, positions, and balances.

Futures order book — public

string

required

number

Levels per side. Default 25, range 1–100.

number

Emit cadence. Default 100, range 50–2000.

GET /fut/book-stream — pure market data. The first event is snapshot; after that an update event is sent whenever the book changes. Every event carries the full depth-limited book, so you can replace your local book on each one. Each event has an SSE id:; a :heartbeat comment is sent after 15 seconds without changes.

curl -N "https://api.ocx.global/fut/book-stream?marketId=NDX-USDC-2026-12-18&depth=25"

const es = new EventSource(
  "https://api.ocx.global/fut/book-stream?marketId=NDX-USDC-2026-12-18&depth=25",
);
const onBook = e => setBook(JSON.parse(e.data)); // full book each time
es.addEventListener("snapshot", onBook);
es.addEventListener("update", onBook);

id:2
event:update
data:{"marketId":"NDX-USDC-2026-12-18","bids":[{"price":"31060","size":"2","total":"2"}],"asks":[{"price":"31091.5","size":"1","total":"1"}]}

Futures market stream — private

string

required

One market per connection.

number

Default 25, max 250.

boolean

Restrict positions to open ones.

number

Default 500, range 100–5000.

GET /fut/stream/events — Session. One market’s order book, your fills, and your positions. Events are snapshot, then delta; an error event carries { code, message, retryable }. Each event’s data is an envelope:

{ "eventId", "eventType", "eventSeq", "engineTs", "sourceTs", "correlationId", "causationId", "payload" }

eventType is PerpStreamSnapshot, PerpStreamDelta, or PerpStreamError (legacy names — this is the futures stream).

object

Snapshot: the full book. Delta: only changed levels; a level with size: "0" was removed.

array

Your fills: { id, orderId, marketId, side, price, quantity, liquidity, createdAt }, where liquidity is maker or taker.

array | object

Snapshot: your positions { id, marketId, side, quantity, entryPrice, realizedPnl, status, updatedAt }. Delta: { upserts, removedIds }.

On this stream eventSeq follows the market’s internal event sequence and is not contiguous per connection — do not treat a jump as a gap. Reconnect on disconnect instead.

Futures account stream — private

GET /fut/stream/user — Session. Your fills and positions across all futures markets on one connection, with no order book. This is the stream to use for account-wide fill tracking. Params: openOnly, intervalMs (default 500, range 100–5000). Events are snapshot, delta, and error, with eventType PerpUserStreamSnapshot, PerpUserStreamDelta, and PerpUserStreamError. Here eventSeq increases by exactly one per event, so a jump means you missed data — reconnect. A : heartbeat comment is sent after 5 seconds without events.

let lastSeq = null;
const es = new EventSource("https://api.ocx.global/fut/stream/user", { withCredentials: true });
es.addEventListener("snapshot", e => { const m = JSON.parse(e.data); lastSeq = m.eventSeq; init(m.payload); });
es.addEventListener("delta", e => {
  const m = JSON.parse(e.data);
  if (lastSeq !== null && m.eventSeq !== lastSeq + 1) return reconnect();
  lastSeq = m.eventSeq;
  apply(m.payload); // trades[] and positions.upserts / removedIds, each carrying marketId
});

A fill arrives as a trade plus a position update. See the Market makers guide for a full consumer.

Option board — public

string

e.g. SPX or NDX. Always pass it.

GET /markets/board/stream — data-only messages (no event: line), each an envelope { eventId, eventType: "OptionsBoardSnapshot", eventSeq, engineTs, sourceTs, payload }. The payload is the full board, the same shape as GET /markets/board. A new snapshot is sent when the board changes — at most about once per second — with : unchanged comments in between.

curl -N "https://api.ocx.global/markets/board/stream?underlying=SPX"

eventSeq on this stream is shared across all connections and is not contiguous per client. Each message is a full board, so simply replace your local copy.

The board is the reference marks surface — its bid and ask come from the OCX order book. For a single option’s full depth, poll GET /orderbook/{marketId}.

Portfolio balances — private

GET /portfolio/balances/stream — Session. event: snapshot with { type: "snapshot", payload } on connect, then event: update with { type: "update", payload } whenever your balances change. The payload matches GET /portfolio/balances. A :keepalive comment is sent every 15 seconds; event: error carries { message }.

const es = new EventSource("https://api.ocx.global/portfolio/balances/stream", { withCredentials: true });
es.addEventListener("snapshot", e => setBalances(JSON.parse(e.data).payload));
es.addEventListener("update",   e => setBalances(JSON.parse(e.data).payload));

Consumption checklist

Connect and snapshot

Open the stream and apply the first snapshot as your full state.

Fold in updates

Replace (book stream, board stream) or merge (delta events) as described per stream; treat a level with size: "0" as removed.

Watch for silence and gaps

Use the account stream’s contiguous eventSeq and the heartbeat comments to detect a dead or lossy connection.

Reconnect and re-snapshot

On any drop or gap, reconnect with backoff and rebuild from the new snapshot.

​The streams

Futures order book

Futures market stream

Futures account stream

Option board

Portfolio balances

​Futures order book — public

​Futures market stream — private

​Futures account stream — private

​Option board — public

​Portfolio balances — private

​Consumption checklist

The streams

Futures order book — public

Futures market stream — private

Futures account stream — private

Option board — public

Portfolio balances — private

Consumption checklist