Support for SSE quotes without UTP
lucasbaizer2 opened this issue · comments
Currently the implementation for SSE quotes, QuoteSseRequestBuilder, only supports endpoints that require you to have a Nasdaq UTP Vendor Agreement, including stocksUS1Second, stocksUS5Second, and stocksUS1Minute. Citing directly from the IEX API docs:
IEX Cloud provides real time prices, volume, and quotes for all NMS US securities; sourced from the Investors Exchange. In order to receive DELAYED Nasdaq-listed security data through this endpoint Nasdaq UTP requires you to complete a Vendor Agreement. Delayed prices include open, close, extended hours prices, and other derived values. All users will continue to receive real time Investors Exchange data for free. DELAYED NYSE listed symbols are only available to paid users due to reporting requirements.
If you don't have a Vendor Agreement, these endpoints all return a HTTP 451. As a result, IEX supplies equivalent endpoints that don't require UTP, but the Nasdaq data comes from Investors Exchange's data directly and not from consolidated tape. These three endpoints are stocksUSNoUTP1Second, stocksUSNoUTP5Second, and stocksUSNoUTP1Minute. The QuoteSseRequestBuilder class should provide a method, something like QuoteSseRequestBuilder#withNoUTP, to change the endpoint URL to support this functionality.
Closed with merge of PR #97