Real-time Stock Data Subscription

Subscribe to live stock market data with 1.5-second K-line updates via WebSocket.

Prerequisites

This skill requires:

1. STOCK_RT_TOKEN environment variable — a JWT token from a real-time subscription plan
2. STOCK_RT_WS_URL environment variable — the WebSocket endpoint URL (provided at purchase time)

Setup Check

# Check if token exists
echo ${STOCK_RT_TOKEN:+Token is set}${STOCK_RT_TOKEN:-ERROR: STOCK_RT_TOKEN not set}
echo ${STOCK_RT_WS_URL:+WS URL is set}${STOCK_RT_WS_URL:-ERROR: STOCK_RT_WS_URL not set}

If not set:

1. Visit the management platform (nps_enhanced web panel)
2. Navigate to "Real-time Stock Subscription" page
3. Choose a plan based on how many symbols you need to track:
   • Pack 5: 5 symbols, 10 CNY/month
   • Pack 15: 15 symbols, 20 CNY/month
   • Pack 50: 50 symbols, 50 CNY/month
4. Select a node that supports real-time stock data
5. Complete purchase and copy the token + WebSocket URL
6. Set environment variables:

   export STOCK_RT_TOKEN="eyJ..."
   export STOCK_RT_WS_URL="wss://your-node:8443/ws/stock"
   

Subscription Plans

All plans include ETF data. Symbol quota stacks when renewing.

WebSocket Connection

Connect to the WebSocket endpoint with your token:

WebSocket URL: ${STOCK_RT_WS_URL}
Authorization: Bearer ${STOCK_RT_TOKEN}

Message Protocol

Subscribe to symbols:

{
  "action": "subscribe",
  "symbols": ["000001.SZ", "600519.SH", "00700.HK"]
}

Unsubscribe:

{
  "action": "unsubscribe",
  "symbols": ["000001.SZ"]
}

Real-time data format (pushed every ~1.5s):

{
  "type": "kline",
  "symbol": "000001.SZ",
  "data": {
    "open": 10.50,
    "high": 10.55,
    "low": 10.48,
    "close": 10.52,
    "volume": 123456,
    "amount": 1298765.00,
    "timestamp": "2026-03-08T14:30:01.500Z"
  }
}

Data Characteristics

• Update Frequency: ~1.5 seconds during market hours
• Markets: CN (A-shares), HK (Hong Kong)
• Data Retention: Real-time stream via Redis (72-hour window), minute-level data persisted to ClickHouse
• Latency: Depends on network and node location

Token Scope

The JWT token contains:

• markets: Which markets you can access (e.g., ["CN", "HK"])
• levels: Data levels (e.g., ["L1"])
• quota.max_subs: Maximum concurrent symbol subscriptions

Troubleshooting

• WebSocket connection refused: Check that the node supports real-time data and the WS URL is correct
• 401 on connect: Token expired or invalid. Check subscription status on the management platform
• No data after subscribe: Verify the market is currently open; no data is pushed during closed hours
• Max subscriptions reached: You've hit your symbol quota. Upgrade your plan or unsubscribe from some symbols