Newbie question:

I'm trying to understand the best way of getting real-time price quotes on baskets of symbols and want to minimize the amount of data you have to send me and I have to receive/parse.

For simplicity, say I was trying to calculate my own intraday value change of the QQQQ ETF and needed to get price_chg_pct (percent change in price since yesterday's close) for all 100 stocks underlying the QQQQ so that I could weight them, sum them, and compare that to the ETF's price.

Is there any elegant way of asking for baskets of symbols in one request? In my ideal scenario I'd get only the needed field for all needed symbols, but understand that you may send all fields by default.