WebSocket API
Live volume footprint stream
Subscribe to the volume footprint stream over WebSocket: an initial snapshot, then complete profile replacements as they form.
WSS
/
api
/
v1
/
marketdata
/
footprint
/
stream
Messages
{
"type": "rowSize",
"meta": {
"exchange": "CXBNCE",
"symbol": "BTC/USDT",
"timeframe": "1h"
},
"rowSize": "100"
}{
"type": "rangeTruncated",
"meta": {
"exchange": "CXBNCE",
"symbol": "BTC/USDT",
"timeframe": "1h"
},
"firstBoundTime": 1774800000
}{
"type": "footprint",
"meta": {
"exchange": "CXBNCE",
"symbol": "BTC/USDT",
"timeframe": "1h"
},
"isLast": false,
"profile": {
"profileStart": "2026-09-21T10:00:00Z",
"profileEnd": "2026-09-21T11:00:00Z",
"sessionType": "MAINSESSION",
"rowSize": "100",
"rows": [
[
"84100",
"66.32422",
"63.42842",
8305,
6430
],
[
"84200",
"185.50922",
"151.98043",
25221,
22635
],
[
"84300",
"103.05549",
"75.71044",
13722,
12348
],
[
"84400",
"67.85132",
"72.35893",
10385,
10509
],
[
"84500",
"349.05247",
"260.16653",
34101,
27199
],
[
"84600",
"108.17618",
"98.62807",
13821,
13449
],
[
"84700",
"55.2806",
"34.94816",
5132,
4522
],
[
"84800",
"1.75602",
"2.40955",
229,
186
]
],
"totalVolumeSell": "759.63053",
"totalVolumeBuy": "937.00552",
"totalTradesCountSell": 97278,
"totalTradesCountBuy": 110916
}
}{
"type": "error",
"meta": {
"exchange": "CXBNCE",
"symbol": "UNKNOWN",
"timeframe": "1h"
},
"error": {
"code": "not_found",
"message": "security not found"
}
}x-api-key
type:httpApiKey
API key sent on the WebSocket upgrade request. Exactly one header value is required; duplicate or comma-combined values are rejected.
method
type:string
GET
query
type:object
Row size frame
type:object
The price grid resolved for this subscription.
Range truncated frame
type:object
The history depth limit moved the requested start forward.
Footprint profile frame
type:object
One complete volume footprint profile.
Error frame
type:object
Terminal error converted from an upstream status; closes the socket.
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Messages
{
"type": "rowSize",
"meta": {
"exchange": "CXBNCE",
"symbol": "BTC/USDT",
"timeframe": "1h"
},
"rowSize": "100"
}{
"type": "rangeTruncated",
"meta": {
"exchange": "CXBNCE",
"symbol": "BTC/USDT",
"timeframe": "1h"
},
"firstBoundTime": 1774800000
}{
"type": "footprint",
"meta": {
"exchange": "CXBNCE",
"symbol": "BTC/USDT",
"timeframe": "1h"
},
"isLast": false,
"profile": {
"profileStart": "2026-09-21T10:00:00Z",
"profileEnd": "2026-09-21T11:00:00Z",
"sessionType": "MAINSESSION",
"rowSize": "100",
"rows": [
[
"84100",
"66.32422",
"63.42842",
8305,
6430
],
[
"84200",
"185.50922",
"151.98043",
25221,
22635
],
[
"84300",
"103.05549",
"75.71044",
13722,
12348
],
[
"84400",
"67.85132",
"72.35893",
10385,
10509
],
[
"84500",
"349.05247",
"260.16653",
34101,
27199
],
[
"84600",
"108.17618",
"98.62807",
13821,
13449
],
[
"84700",
"55.2806",
"34.94816",
5132,
4522
],
[
"84800",
"1.75602",
"2.40955",
229,
186
]
],
"totalVolumeSell": "759.63053",
"totalVolumeBuy": "937.00552",
"totalTradesCountSell": 97278,
"totalTradesCountBuy": 110916
}
}{
"type": "error",
"meta": {
"exchange": "CXBNCE",
"symbol": "UNKNOWN",
"timeframe": "1h"
},
"error": {
"code": "not_found",
"message": "security not found"
}
}