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X-Api-Key: $KEY works as an alternative header. Keys look like fsk_live_… for production and fsk_test_… for the sandbox. A missing or invalid key returns 401 UNAUTHORIZED.
Keep the key on your server. The browser WebSocket constructor cannot set headers, and a key shipped to a browser is a key anyone can read.

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Response format

A successful response is the record itself, as flat JSON, with no wrapper to unwrap. Timestamps on thesis and PnL records are epoch milliseconds. GET /v2/me describes the calling key: plan, scopes, entitlement.ratePerMinute, and usage counters including usage.unitsRemaining, usage.revealsUsed and usage.revealsRemaining. It costs nothing.