Published March 21, 2026
Market: United Kingdom (GB)
Exchange: LSE
For United Kingdom, keep request formats, field mappings, and error handling consistent across your services.
Start with authentication, valid parameter combinations, retries, and storage fields.
Overview
Use the runnable examples for a first integration check across backend, frontend, and data teams.
Use cases
- A single data gateway for multiple markets
- United Kingdom dashboards and market rankings
- Live LSE subscriptions and alerts
- Historical candles for backtesting and validating strategies with LSE:SHEL
Integration approach
Use WebSocket for live data and REST for historical data:
- WebSocket: Stream order books and latest prices, and trigger alerts.
- Historical REST API: Load and backfill data for charts, backtests, and audits.
- Authentication: Use the same market key for REST and WebSocket. Send it in the
X-API-Keyheader for REST and thekeyconnection parameter for WebSocket. Each market has its own key.
The two interfaces work together:
Live updates stay responsive, while REST provides a way to recover missing data.
Prelaunch checklist
- Run replay tests and check alerts before launch.
- Before testing, verify that the market key is valid and
marketmatches it. - Check that the market and symbol use the documented formats.
- Add heartbeats, reconnect logic, and deduplication to the stream.
- Fetch historical data in batches to avoid overload.
Integration tip
Map the LSE response to a shared data model before sending it to your UI or strategy services.
Quick start
REST (historical candles)
GET https://api.zafeed.com/v1/klines?market=GB&symbol=LSE:SHEL&interval=1m&limit=200
X-API-Key: YOUR_GB_KEY
WebSocket (live quotes)
wss://api.zafeed.com/v1/stream?key=YOUR_GB_KEY{"op":"subscribe","market":"GB","symbols":["LSE:SHEL"]}Parameters and fields
Main request parameters:
market: Market code, for exampleGB.symbol: Full symbol code, for exampleLSE:SHEL.interval: Candle interval, such as 1m, 5m, 15m, 1h, or 1d.limit: Number of items. Defaults to 200, up to 1,000.
Use consistent fields when storing data:
symbol,venue, andtime(Unix milliseconds)open/high/low/close、volume- Live updates can include
price/change/changePctand other snapshot fields.
Code examples
cURL (initial checks)
curl "https://api.zafeed.com/v1/klines?market=GB&symbol=LSE:SHEL&interval=1m&limit=200" \
-H "X-API-Key: YOUR_GB_KEY"
JavaScript (Node.js)
const url = "https://api.zafeed.com/v1/klines?market=GB&symbol=LSE:SHEL&interval=1m&limit=200";
const resp = await fetch(url, {
headers: {
"X-API-Key": "YOUR_GB_KEY"
}
});
const data = await resp.json();
console.log(data);
Python (data jobs)
import requests
url = "https://api.zafeed.com/v1/klines?market=GB&symbol=LSE:SHEL&interval=1m&limit=200"
headers = {"X-API-Key": "YOUR_GB_KEY"}
res = requests.get(url, headers=headers, timeout=20)
print(res.status_code, res.json())
Go (backend services)
req, _ := http.NewRequest("GET", "https://api.zafeed.com/v1/klines?market=GB&symbol=LSE:SHEL&interval=1m&limit=200", nil)
req.Header.Set("X-API-Key", "YOUR_GB_KEY")
resp, _ := http.DefaultClient.Do(req)
WebSocket (live subscriptions)
const ws = new WebSocket("wss://api.zafeed.com/v1/stream?key=YOUR_GB_KEY");
ws.onopen = () => ws.send(JSON.stringify({
op: "subscribe",
market: "GB",
symbols: ["LSE:SHEL"]
}));
Example parameters
- market:GB
- symbol:LSE:SHEL
- venue:LSE
Troubleshooting
1. HTTP 401
If the key is missing, invalid, rotated, or expired, check its status in the member center. Copy the current key without spaces.
2. Market and symbol mismatch
Check that market=GB and symbol=LSE:SHEL belong to the same market.
3. WebSocket disconnects soon after connecting
Check heartbeats, proxy timeouts, and duplicate connections. Each market key allows one concurrent WebSocket connection by default.
4. Delayed updates
Show incoming changes in the UI and write or validate data asynchronously on the server.
Performance and reliability
- Reuse connections and retry with backoff to limit the impact of temporary failures.
- Request historical data in batches and respect rate limits.
- Deduplicate live messages by symbol and time.
- Monitor error rates, latency, and reconnection counts.
Frequently asked questions
1) When should I use WebSocket?
Use WebSocket to update quotes and order books in real time or to trigger alerts.
2) When should I use historical candles?
Use historical candles for backtesting, calculating indicators, and filling data gaps.
3) Where do I send my market key?
Send the market key in the REST header X-API-Key or the WebSocket connection parameter key. The market parameter must match the key or the API returns 403. Keep the key on your server.
4) What can I build with these APIs?
Market data terminals, trading signals, backtesting platforms, risk controls, and alerting tools.
Common issues
- Classify API failures so they can be diagnosed quickly.
- Add retries and rate limits before using examples in production.
- Check symbol naming conventions across services.
Reliability and monitoring
- Update service configuration when you rotate a key in the member center.
- Monitor each market separately to spot regional issues.
- Track error rates, P95 latency, and reconnection counts.
After launch
Set up error logging and alert thresholds in the first week.