Saxo Data message
The binary layout every streaming message arrives in: a message id, the reference id of the subscription it belongs to, a payload format and the payload. One WebSocket frame can hold several messages, and one message can be split across frames.
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This is a message of the Saxo OpenAPI streaming connection, not an HTTP endpoint. It has no method and no path: it travels over an open WebSocket connection.
The page says each message states its own size, so a client reads messages one after another until the frame is used up. It also says payloads are updates and not whole objects: only the properties that changed are sent, and they are applied in order to the snapshot the subscription call returned. Message ids are not to be read as a sequence.
The message
- Name
- Data message
- Direction
- Event, sent by the server
- Carried by
- WebSocket. Saxo's page says the connection is a plain WebSocket carrying data in binary frames. Subscriptions are not made on it: each is created with an HTTP POST that names the same context id, and those calls are recorded on this site as endpoints.
- Simulation, as the page's example prints it
- https://sim-streaming.saxobank.com/sim/oapi/streaming/ws/connect
Fields
| Name | Type | Description |
|---|---|---|
| Message identifierrequired | 8 bytes, at byte 0 | A 64 bit unsigned integer, little endian, that identifies the message. It is the value sent as messageid when reconnecting. The page says not to read any meaning or order into it. |
| Reservedrequired | 2 bytes, at byte 8 | Reserved for later use. To be ignored. |
| Reference id sizerequired | 1 byte, at byte 10 | The number of bytes in the reference id that follows. |
| Reference idrequired | ASCII, at byte 11 | The reference id of the subscription the message belongs to, or the name of a control message, which starts with an underscore. |
| Payload formatrequired | 1 byte, after the reference id | 0 where the payload is UTF-8 text holding JSON, 1 where it is a binary Protocol Buffers message. The format is chosen when a subscription is set up, and control messages are always JSON. |
| Payload sizerequired | 4 bytes, after the payload format | A 32 bit unsigned integer: the number of bytes in the payload. |
| Payloadrequired | as many bytes as the payload size says | The message itself, read according to the payload format. |
Limits that apply at Saxo OpenAPI
| Limit | Value | Scope | Source |
|---|---|---|---|
| Headline limit | 120/min per session, per service group | session | developer.saxochecked |