How to Access Realtime Platform Data

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Access real-time platform data

1. Bootstrap the initial state you need from REST.
2. Open the realtime connection and subscribe only to the feeds your workflow needs.
3. Track acknowledgements, ordinals, and reconnect state explicitly.
4. Apply updates in connection order and reconcile by update family after reconnects.
5. Keep market-data and user-data handling separate in your application pipeline.

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Build the initial baseline first

1. Use REST to load the current products, market snapshot, or user-scoped state your workflow needs.
2. Keep that baseline in memory or persistent storage before subscribing.
3. Record which update families you will resume later if the WebSocket reconnects.

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Subscribe with the correct feed shape

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Process updates safely

1. Wait for ACKNOWLEDGE on your subscribe and unsubscribe messages.
2. Apply messages in top-level ordinal order for the active connection.
3. Treat globalOrdinal as per-update-family resume state, not as one number that can be compared across every message type.
4. Use orderMatchOrdinal plus ORDER_UPDATE.ordinal when you need to reconstruct one multi-outcome match.

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Reconnect without corrupting state

• re-open the connection
• resubscribe to the exact feed set you previously used
• resume one update family with its own globalOrdinal
• run a REST reconciliation pass when the workflow requires exact current state

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Boundary rule

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Next routes

• Realtime Connection Model
• Realtime Errors
• How to Monitor Trading Activity Reliably
• Order and Account Event Reference