> ## Documentation Index > Fetch the complete documentation index at: https://takeprofit.com/docs/llms.txt > Use this file to discover all available pages before exploring further. # Live volume footprint stream > On subscription the stream forwards an initial historical snapshot starting at `since` (profile frames ended by an `isLast` boundary) and then live complete-profile replacements. Without `since` the snapshot is empty (a bare `isLast` boundary frame) and the first live profile arrives when the next timeframe period opens; the period already in progress is not streamed. Before the first profile one `rowSize` frame announces the price grid resolved for this subscription; echo that value as the `rowSizeValue` query parameter of the REST endpoint `GET /api/v1/marketdata/footprint` to receive history on the identical grid. If the grid ever changes on an open subscription, a new `rowSize` frame is sent and every affected profile is re-sent in full. History depth is limited per timeframe, counted back from the security's newest candle (by default 30 days for minute frames below 5m, rising with the timeframe to 3 years for 1w and above). When that limit moves the requested start forward, a `rangeTruncated` frame is sent before the initial snapshot; its presence is the flag that distinguishes a trimmed answer from a security with no data that far back. The initial snapshot is also capped at a bounded number of profiles, and a `since` exceeding that cap is rejected at the handshake. Historical range parameters (`from`, `to`, `period`, `limit`) are rejected. Live profile replacements are additionally rate-limited upstream by a small minimum delay even when throttlingDelay is 0. A terminal upstream error is delivered as an `error` frame and closes the socket. **Cost:** 25 credits per subscription, charged again in every quota window the connection stays open in. ## AsyncAPI ````yaml platform-api/specs/asyncapi.yaml footprint id: footprint title: Live volume footprint stream description: >- On subscription the stream forwards an initial historical snapshot starting at `since` (profile frames ended by an `isLast` boundary) and then live complete-profile replacements. Without `since` the snapshot is empty (a bare `isLast` boundary frame) and the first live profile arrives when the next timeframe period opens; the period already in progress is not streamed. Before the first profile one `rowSize` frame announces the price grid resolved for this subscription; echo that value as the `rowSizeValue` query parameter of the REST endpoint `GET /api/v1/marketdata/footprint` to receive history on the identical grid. If the grid ever changes on an open subscription, a new `rowSize` frame is sent and every affected profile is re-sent in full. History depth is limited per timeframe, counted back from the security's newest candle (by default 30 days for minute frames below 5m, rising with the timeframe to 3 years for 1w and above). When that limit moves the requested start forward, a `rangeTruncated` frame is sent before the initial snapshot; its presence is the flag that distinguishes a trimmed answer from a security with no data that far back. The initial snapshot is also capped at a bounded number of profiles, and a `since` exceeding that cap is rejected at the handshake. Historical range parameters (`from`, `to`, `period`, `limit`) are rejected. Live profile replacements are additionally rate-limited upstream by a small minimum delay even when throttlingDelay is 0. A terminal upstream error is delivered as an `error` frame and closes the socket. **Cost:** 25 credits per subscription, charged again in every quota window the connection stays open in. servers: - id: production protocol: wss host: public-api.takeprofit.com bindings: [] variables: [] address: /api/v1/marketdata/footprint/stream parameters: [] bindings: - protocol: ws version: 0.1.0 value: method: GET query: type: object additionalProperties: false required: - exchange - symbol - timeframe properties: exchange: &ref_0 type: string description: >- TakeProfit exchange code as returned by GET /api/v1/marketdata/exchanges. example: CXBNCE x-parser-schema-id: ExchangeCode symbol: &ref_1 type: string description: >- TakeProfit security symbol as returned by GET /api/v1/marketdata/exchanges/{exchange}/securities. example: BTC/USDT x-parser-schema-id: SecuritySymbol timeframe: type: string description: >- Public timeframe id restricted to minute (1m-59m), hour (1h-24h), day (1d-31d), week (1w-4w), or month (1M) frames. example: 1h x-parser-schema-id: FootprintTimeframeId rowSize: type: integer minimum: 0 maximum: 1000000 description: >- Price row height in ticks; 0 or omitted enables automatic row size detection. rowSizeValue: type: string description: >- Absolute price row height in quote currency units, echoed back from a rowSize value a previous response returned. Pins the price grid, which a tick count cannot always express. Omitted means not pinned. example: '0.5' sessionType: type: string description: >- Optional session filter; MAINSESSION, PRE_MARKET, POST_MARKET. Repeat the parameter or pass comma-separated values. When omitted, profiles of every session type are delivered. example: MAINSESSION x-parser-schema-id: FootprintSessionTypeQuery since: type: string description: >- Start of the initial snapshot as Unix seconds or RFC3339 timestamp; must be in the past. Omitted starts the snapshot at the current time. The snapshot is capped at a bounded number of profiles per subscription. example: '1790000000' throttlingDelay: type: integer minimum: 0 maximum: 60000 default: 0 description: >- Throttling delay in milliseconds; a positive delay coalesces updates into at most one frame per delay, 0 or omitted applies no gateway-side throttling. x-parser-schema-id: ThrottlingDelay schemaProperties: - name: method type: string description: GET required: false - name: query type: object required: false properties: - name: exchange type: string description: >- TakeProfit exchange code as returned by GET /api/v1/marketdata/exchanges. required: true - name: symbol type: string description: >- TakeProfit security symbol as returned by GET /api/v1/marketdata/exchanges/{exchange}/securities. required: true - name: timeframe type: string description: >- Public timeframe id restricted to minute (1m-59m), hour (1h-24h), day (1d-31d), week (1w-4w), or month (1M) frames. required: true - name: rowSize type: integer description: >- Price row height in ticks; 0 or omitted enables automatic row size detection. required: false - name: rowSizeValue type: string description: >- Absolute price row height in quote currency units, echoed back from a rowSize value a previous response returned. Pins the price grid, which a tick count cannot always express. Omitted means not pinned. required: false - name: sessionType type: string description: >- Optional session filter; MAINSESSION, PRE_MARKET, POST_MARKET. Repeat the parameter or pass comma-separated values. When omitted, profiles of every session type are delivered. required: false - name: since type: string description: >- Start of the initial snapshot as Unix seconds or RFC3339 timestamp; must be in the past. Omitted starts the snapshot at the current time. The snapshot is capped at a bounded number of profiles per subscription. required: false - name: throttlingDelay type: integer description: >- Throttling delay in milliseconds; a positive delay coalesces updates into at most one frame per delay, 0 or omitted applies no gateway-side throttling. required: false operations: - &ref_3 id: streamFootprint title: Stream volume footprint profiles description: Frames the gateway delivers to a connected footprint stream client. type: send messages: - &ref_4 id: rowSize contentType: application/json payload: - name: Row size frame description: The price grid resolved for this subscription. type: object properties: - name: const type: string description: rowSize required: false - name: meta type: object description: Echo of the normalized subscription parameters. required: true properties: - name: exchange type: string description: >- TakeProfit exchange code as returned by GET /api/v1/marketdata/exchanges. required: true - name: symbol type: string description: >- TakeProfit security symbol as returned by GET /api/v1/marketdata/exchanges/{exchange}/securities. required: true - name: timeframe type: string description: >- Public timeframe id as returned by GET /api/v1/marketdata/timeframes, for example 1m, 5m, 1h, or 1d. required: true - name: rowSize type: string description: Price increment per row, in quote currency units. required: true headers: [] jsonPayloadSchema: type: object additionalProperties: false required: - type - meta - rowSize properties: type: const: rowSize x-parser-schema-id: meta: &ref_2 type: object description: Echo of the normalized subscription parameters. required: - exchange - symbol - timeframe properties: exchange: *ref_0 symbol: *ref_1 timeframe: type: string description: >- Public timeframe id as returned by GET /api/v1/marketdata/timeframes, for example 1m, 5m, 1h, or 1d. example: 1m x-parser-schema-id: TimeframeId x-parser-schema-id: StreamMeta rowSize: type: string description: Price increment per row, in quote currency units. x-parser-schema-id: x-parser-schema-id: title: Row size frame description: The price grid resolved for this subscription. example: |- { "type": "rowSize", "meta": { "exchange": "CXBNCE", "symbol": "BTC/USDT", "timeframe": "1h" }, "rowSize": "100" } bindings: [] extensions: - id: x-parser-unique-object-id value: rowSize - &ref_5 id: rangeTruncated contentType: application/json payload: - name: Range truncated frame description: The history depth limit moved the requested start forward. type: object properties: - name: const type: string description: rangeTruncated required: false - name: meta type: object description: Echo of the normalized subscription parameters. required: true properties: - name: exchange type: string description: >- TakeProfit exchange code as returned by GET /api/v1/marketdata/exchanges. required: true - name: symbol type: string description: >- TakeProfit security symbol as returned by GET /api/v1/marketdata/exchanges/{exchange}/securities. required: true - name: timeframe type: string description: >- Public timeframe id as returned by GET /api/v1/marketdata/timeframes, for example 1m, 5m, 1h, or 1d. required: true - name: firstBoundTime type: integer description: The bound the answer actually starts at, in Unix seconds. required: true headers: [] jsonPayloadSchema: type: object additionalProperties: false required: - type - meta - firstBoundTime properties: type: const: rangeTruncated x-parser-schema-id: meta: *ref_2 firstBoundTime: type: integer format: int64 description: The bound the answer actually starts at, in Unix seconds. x-parser-schema-id: x-parser-schema-id: title: Range truncated frame description: The history depth limit moved the requested start forward. example: |- { "type": "rangeTruncated", "meta": { "exchange": "CXBNCE", "symbol": "BTC/USDT", "timeframe": "1h" }, "firstBoundTime": 1774800000 } bindings: [] extensions: - id: x-parser-unique-object-id value: rangeTruncated - &ref_6 id: footprint contentType: application/json payload: - name: Footprint profile frame description: One complete volume footprint profile. type: object properties: - name: const type: string description: footprint required: false - name: meta type: object description: Echo of the normalized subscription parameters. required: true properties: - name: exchange type: string description: >- TakeProfit exchange code as returned by GET /api/v1/marketdata/exchanges. required: true - name: symbol type: string description: >- TakeProfit security symbol as returned by GET /api/v1/marketdata/exchanges/{exchange}/securities. required: true - name: timeframe type: string description: >- Public timeframe id as returned by GET /api/v1/marketdata/timeframes, for example 1m, 5m, 1h, or 1d. required: true - name: isLast type: boolean description: >- True on the frame that ends the initial snapshot; delivered exactly once per subscription. required: true - name: profile type: object required: false properties: - name: profileStart type: string required: true - name: profileEnd type: string required: false - name: sessionType type: string enumValues: - MAINSESSION - PRE_MARKET - POST_MARKET required: true - name: rowSize type: string description: >- Price increment per row, in quote currency units. Identical for every profile of one subscription, and every row price is a whole multiple of it. required: true - name: rows type: array description: Price rows ordered from lowest to highest price. required: true properties: - name: item type: array description: >- One price row as the positional array [price, volumeBuy, volumeSell, tradesCountBuy, tradesCountSell]. price is the lower bound of the half-open interval [price, price + rowSize); price and volumes are decimal strings, trade counts are integers. Future fields extend the array, so clients must ignore extra trailing elements. required: false - name: totalVolumeSell type: string required: true - name: totalVolumeBuy type: string required: true - name: totalTradesCountSell type: integer required: true - name: totalTradesCountBuy type: integer required: true headers: [] jsonPayloadSchema: type: object additionalProperties: false required: - type - meta - isLast properties: type: const: footprint x-parser-schema-id: meta: *ref_2 isLast: type: boolean description: >- True on the frame that ends the initial snapshot; delivered exactly once per subscription. x-parser-schema-id: profile: type: object required: - profileStart - sessionType - rowSize - rows - totalVolumeSell - totalVolumeBuy - totalTradesCountSell - totalTradesCountBuy properties: profileStart: type: string format: date-time x-parser-schema-id: profileEnd: type: string format: date-time x-parser-schema-id: sessionType: type: string enum: - MAINSESSION - PRE_MARKET - POST_MARKET x-parser-schema-id: SessionType rowSize: type: string description: >- Price increment per row, in quote currency units. Identical for every profile of one subscription, and every row price is a whole multiple of it. x-parser-schema-id: rows: type: array description: Price rows ordered from lowest to highest price. items: type: array description: >- One price row as the positional array [price, volumeBuy, volumeSell, tradesCountBuy, tradesCountSell]. price is the lower bound of the half-open interval [price, price + rowSize); price and volumes are decimal strings, trade counts are integers. Future fields extend the array, so clients must ignore extra trailing elements. minItems: 5 items: x-parser-schema-id: example: - '109250' - '0.0595' - '1.55473' - 78 - 30 x-parser-schema-id: FootprintRow x-parser-schema-id: totalVolumeSell: type: string x-parser-schema-id: totalVolumeBuy: type: string x-parser-schema-id: totalTradesCountSell: type: integer format: int64 x-parser-schema-id: totalTradesCountBuy: type: integer format: int64 x-parser-schema-id: x-parser-schema-id: FootprintProfile x-parser-schema-id: title: Footprint profile frame description: One complete volume footprint profile. example: |- { "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 } } bindings: [] extensions: - id: x-parser-unique-object-id value: footprint - &ref_7 id: error contentType: application/json payload: - name: Error frame description: >- Terminal error converted from an upstream status; closes the socket. type: object properties: - name: const type: string description: error required: false - name: meta type: object description: Echo of the normalized subscription parameters. required: true properties: - name: exchange type: string description: >- TakeProfit exchange code as returned by GET /api/v1/marketdata/exchanges. required: true - name: symbol type: string description: >- TakeProfit security symbol as returned by GET /api/v1/marketdata/exchanges/{exchange}/securities. required: true - name: timeframe type: string description: >- Public timeframe id as returned by GET /api/v1/marketdata/timeframes, for example 1m, 5m, 1h, or 1d. required: true - name: error type: object required: true properties: - name: code type: string description: Stable public error code. enumValues: - canceled - invalid_argument - unauthenticated - permission_denied - not_found - conflict - rate_limited - too_much_data - deadline_exceeded - unimplemented - unavailable - upstream_error required: true - name: message type: string description: Human-readable public error message. required: true headers: [] jsonPayloadSchema: type: object additionalProperties: false required: - type - meta - error properties: type: const: error x-parser-schema-id: meta: *ref_2 error: type: object required: - code - message properties: code: type: string description: Stable public error code. enum: - canceled - invalid_argument - unauthenticated - permission_denied - not_found - conflict - rate_limited - too_much_data - deadline_exceeded - unimplemented - unavailable - upstream_error x-parser-schema-id: message: type: string description: Human-readable public error message. x-parser-schema-id: x-parser-schema-id: ErrorBody x-parser-schema-id: title: Error frame description: Terminal error converted from an upstream status; closes the socket. example: |- { "type": "error", "meta": { "exchange": "CXBNCE", "symbol": "UNKNOWN", "timeframe": "1h" }, "error": { "code": "not_found", "message": "security not found" } } bindings: [] extensions: - id: x-parser-unique-object-id value: error bindings: [] extensions: - id: x-parser-unique-object-id value: footprint sendOperations: [] receiveOperations: - *ref_3 sendMessages: [] receiveMessages: - *ref_4 - *ref_5 - *ref_6 - *ref_7 extensions: - id: x-parser-unique-object-id value: footprint securitySchemes: - id: ApiKeyAuth name: x-api-key type: httpApiKey description: >- API key sent on the WebSocket upgrade request. Exactly one header value is required; duplicate or comma-combined values are rejected. in: header extensions: [] ````