curl is a working client, and the browser’s
EventSource needs no library. The design rule to internalize: on every (re)connect the stream
replays a full snapshot, then applies live events — so a dropped connection needs no client
bookkeeping at all.
1
Open a bar stream
snapshot carries the complete current window of bars, and bar
carries one forming or sealed bar — the same t updates the forming bar, a new t seals the
last one.2
Many symbols, one connection
Stream multiplexed live bars carries
every subscription over a single connection — the shape a watchlist or a multi-chart layout
wants.
3
Follow the account the same way
Stream account updates applies the identical
snapshot-then-events contract to positions, working orders, the summary, and the risk lock.
Where to go deeper
- Streaming — the reconnect contract in full.
- Backfill history — the window the stream takes over from, and paging back beyond it.
- Find symbols — the tick, format and session a live bar needs to render.