Datafeeds

MarketDataFeed is the single boundary between the chart and your market data, whether that data arrives over REST, a WebSocket, a broker, an exchange, or your own application state. One method makes the chart render candles. Every other method is a deliberate decision to light up one more surface.

Start with one method

loadBars is the only required method. A bars-only feed is a complete, supported integration. Add other capabilities only when the product needs them.

How the chart talks to your feed

The chart drives every request; the feed only answers. You own transport, authentication, and vendor caching. The SDK owns chart-side bar memory, deduplication, and the viewport.

Optional methods follow the same pattern: the chart calls them only when the feed both implements the method and advertises the matching supports* flag.

1. Implement historical bars

This is the smallest useful REST-backed datafeed:

datafeed.ts

import type { MarketDataFeed } from '@tradescript/pro/sdk/core';

export const datafeed: MarketDataFeed = {
  async loadBars(symbol, interval, request) {
    const query = new URLSearchParams({
      symbol: symbol.ticker,
      interval,
      from: String(request.startTime),
      to: String(request.endTime),
      count: String(request.barCount),
    });

    const response = await fetch(`/api/bars?${query}`);
    if (!response.ok) {
      throw new Error(`Bars request failed: ${response.status}`);
    }

    return response.json();
  },
};

Return bars in ascending timestamp order. See Historical Bars for the response shape, pagination, timestamps, and cache ownership rules.

Verify before continuing:

• The chart renders candles for the mounted symbol and interval.
• Scrolling left triggers another loadBars call for an older range and the chart extends without gaps or duplicated timestamps.
• A failing endpoint rejects the request (throw); it does not resolve with invented bars.

2. Choose the next capability

Pick the row your product needs next, implement its methods, advertise its flag, and stop. Partial feeds are first-class — bars-only, bars plus realtime, and full order-flow feeds are all valid production shapes.

Product capability	Implement	Configure	Guide
Realtime bars	subscribeRealTimeBars	supportsRealTime	Realtime Bars
Symbol search	searchSymbols, resolveSymbol	supportsSearch	Symbol Search
Quotes	getQuotes, subscribeQuotes	supportsQuotes	Quotes and Watchlists
Sessions	resolveSessionInfo, subscribeSessionInfo, resolveSessionCalendar	supportsSessionInfo, supportsSessionCalendar	Session Schedules
Depth and tape	getDepth, subscribeDepth, getTimeAndSales, subscribeTimeAndSales	supportsDepth, supportsTimeAndSales	Order Flow
Marks, events, and news	getMarks, getTimescaleMarks, getEvents, subscribeEvents, getNews	Matching flags; events also require eventCatalog	Market Events
Instrument and watchlist UI	getInstrumentDetails, watchlist read/write methods	supportsDetails, supportsWatchlist	Quotes and Watchlists
Options and data window	getOptionContracts, getOptionQuotes, getDataWindow	Matching supports* flags	Option Chains

See the MarketDataFeed API for every current method and exact signature.

Configure intervals

The chart uses this default interval list when the feed does not provide one:

[
  '1m', '2m', '3m', '5m', '10m', '15m', '30m',
  '1H', '2H', '4H', '1D', '1W', '1M',
]

Use supportedIntervals for intervals the user may select and providedIntervals for intervals loadBars can return directly:

onReady() {
  return {
    supportedIntervals: ['1m', '5m', '15m', '1H', '1D'],
    providedIntervals: ['1m', '5m', '1D'],
    resolutionRebuildPolicy: 'aggregate',
  };
}

With resolutionRebuildPolicy: 'aggregate', createCachingDatafeed may build a selected interval from a smaller provided interval. See Resolutions for ticks, seconds, custom intervals, and aggregation rules.

Keep capabilities aligned

Advertise only the surfaces the feed is ready to serve:

onReady() {
  return {
    supportsSearch: true,
    supportsRealTime: true,
    supportsQuotes: true,
    supportsSessionCalendar: true,
    emptyBars: true,
  };
}

The chart intersects declared support with implemented methods. Events also require an exact, non-empty eventCatalog.

resolveSessionCalendar supplies the historical trading windows used by synthetic aggregation and empty-bar generation, including half-days and corrections.

Production concerns

Cache invalidation

Implement resetCache(request) when the feed owns history caches outside the SDK. chart.resetCache() and widget.resetCache() call it before clearing SDK-held bar memory and reloading the mounted chart.

Quotes and events

Quote methods power legend quote fields, market status, and bid, ask, and previous-close price lines. Event methods power semantic timeline events such as earnings, dividends, filings, halts, and economic releases. See Market Events for the event contract.

Currency and unit conversion

Currency and unit conversion is feed-owned. The SDK does not multiply prices, volumes, or units after bars arrive. A price-scale target change re-enters symbol resolution, and the feed returns a symbol whose future history and realtime requests are already converted.

Use onReady().currencyCodes and onReady().units to advertise available targets. The feed receives the requested target through resolveSymbol:

resolveSymbol(currentSymbol, { currencyCode: 'EUR', unitId: 'lot' });

A converted symbol should include display metadata and a stable identity that distinguishes converted and unconverted history:

{
  ticker: 'AAPL',
  canonicalSymbol: 'AAPL|EUR|lot',
  currency: 'EUR',
  originalCurrency: 'USD',
  unitId: 'lot',
  originalUnitId: 'share',
}

The canonicalSymbol shape is only an example. If the public ticker must stay unchanged, include currency and unit fields in the feed's internal cache key.

Browser security

The chart runs in your page, so fetch and WebSocket requests originate from the application's origin. Cross-origin providers must allow that origin and any custom authentication headers. See Deployment and CSP for the production checklist.

Next steps

• Historical Bars — the exact loadBars request and response contract, pagination, and timestamp rules.
• Realtime Bars — subscribeRealTimeBars, and when a tick updates the last bar versus appends a new one.
• Resolutions — which intervals you serve natively, which the SDK derives, and how unsupported intervals surface.
• Symbol Search — searchSymbols and resolveSymbol behind the symbol picker.
• Order Flow — depth, tape, derivatives series, and book history for the ladder, heatmap, footprint, and market profile.