Choose the transport around what your application needs to do between updates. A scheduled export, an interactive watchlist and a one-way dashboard have different connection lifecycles even if all three display market prices.
Start with the interaction pattern
On a narrow screen, scroll the comparison horizontally to see all three transports.
| Decision | REST | WebSocket | SSE |
|---|---|---|---|
| Request model | Individual request and response | Persistent connection with client messages | Persistent server-to-client event stream |
| Natural starting task | Quote snapshot or candle export | Interactive subscriptions | One-way quote dashboard |
| Credentials here | Server-side API key | Generated streaming token | Generated streaming token |
| After a disconnect | Retry a bounded request | Reconnect and restore subscriptions | Reconnect or replace EventSource |
| Missed updates | No continuous history implied | Replay not guaranteed | Replay not guaranteed |
This table describes integration behavior, not relative speed. No measured latency comparison or uniform delivery frequency is established for these interfaces. Check the market, instrument and plan before choosing based on expected update rate.
Use REST for finite work
REST fits a job with a clear beginning and end: get a quote when a report opens, export a candle window, or refresh a small watchlist on demand. HTTP status and the API success field provide separate checks. Set a timeout so a background job cannot wait indefinitely.
Polling is a reasonable application design when its cadence fits your requirements and quota. Estimate requests from active jobs, symbols and refresh frequency, then confirm how the plan accounts for them. Do not assume a batch request is billed as one quote or that a faster polling loop produces newer market observations.
The Node.js adapter and Python export provide finite request examples.
Use WebSocket for interactive subscriptions
A WebSocket client can send subscription messages after connecting. This makes it a natural option when a user’s selected instruments change during a session. The NavQuote subscription action is subscribe_quote; a quote_subscribed response is an acknowledgement, while quote_update carries data.
That flexibility brings connection state: keep the desired symbol set in your application, distinguish an open socket from a healthy data feed, and restore subscriptions after reconnecting. Also handle token expiry and explicit user cancellation. See the WebSocket guide for a minimal connection and lifecycle checklist.
Use SSE for a one-way feed
SSE sends events from the server over an HTTP response. Browser EventSource handles the event framing and has built-in reconnect behavior. It does not send WebSocket-style subscription messages back over the same connection. Change connection parameters or use a separate application request when your subscription needs to change.
Native EventSource also has different credential options from a server-side HTTP client. Here the stream uses a short-lived token in the URL, which must be kept out of logs. Automatic reconnect does not renew that token. The SSE guide covers event dispatch and expiry. See MDN’s SSE documentation for browser behavior.
Combine interfaces with a recovery rule
An application can load an initial REST snapshot and then apply streaming updates. Treat the transition carefully: the APIs do not establish an atomic snapshot-to-stream boundary or a gap-free replay guarantee. Retain timestamps, reconcile overlapping values and fetch a new snapshot after a gap when current state is enough.
If your requirement is every market event in order with replay after disconnects, first verify an explicit contract for sequence identifiers, retention and backfill. Neither a transport name nor a successful local connection proves that requirement is met. MCP is a separate tool interface for AI clients; it is not a fourth browser streaming protocol.