For AI agents: the documentation index is at /llms.txt, and this page is available as Markdown at /api/websocket/institutional/auction.md.
Auction
Message sent from server containing the latest opening-auction indicative for a subscribed instrument. A status of INVALID indicates the instrument is not currently in an opening auction; updates are emitted while an auction is in progress, plus one final zeroed update (status INVALID) when the auction completes.
const socket = new WebSocket("wss://api.truemarkets.co/v1/cefi/market");socket.addEventListener("message", (event) => { console.log(event.data);});- payload
seqnum*stringCurrent sequence number of the channel.
channel*"AUCTION""AUCTION"update*stringSNAPSHOT is sent upon subscription with the current indicative. UPDATE is sent while an opening auction is in progress, on a timer and after each book change, plus once with a zeroed payload (status INVALID) when the auction completes.
"SNAPSHOT""UPDATE"data*{ "seqnum": "string", "channel": "AUCTION", "update": "SNAPSHOT", "data": { "type": "OPENING", "indicative_price": "string", "matched_volume": "string", "projected_best_bid_price": "string", "projected_best_ask_price": "string", "timestamp": "string", "status": "INVALID", "symbol": "string" }}Depth
Message sent from server containing the latest market data change for a subscribed instrument.
Index
Message sent from server with the exchange's own view of a subscribed price index after each one-second bar applies: the bar, the feed state, and the settlement value on the bar that closes a settlement window. An up/down outcome market opens at the settlement value of the window ending at its open time (its strike) and resolves YES when the settlement value of the window ending at its expiry is strictly above it, so a client can check a verdict from this stream rather than trust it. Items are observable ids as strings; an outcome instrument's terms.resolver_id names its observable.