Polling asks “anything new?” on a timer and pays latency plus wasted requests for every empty answer; a WebSocket delivers each price change once, as it occurs. The engineering cost is connection management: heartbeats, reconnection with backoff, and resubscription after drops. For in-play use cases - and fast pre-game windows like steam detection - push delivery is the difference between acting on a price and reading about it.
ParlayAPI offers WebSocket streaming on the Business tier and up (see pricing), documented at /docs/websocket with a live browser demo at /ws-demo. SSE is available alongside it for one-directional consumers.