How to Use WinHttpRequest (WinHTTP Services) in Excel VBA to Stream Data from Websocket Server

I would like to stream data from a websocket server using VBA in an Excel workbook.

This is the actual data stream I would like to receive and process in VBA:

Would you recommend using WinHttpRequest (WinHTTP Services) or any other service to connect and receive the websocket data?

From the Microsoft documentation it is not clear to me if WinHttpRequest supports the websocket protcol and unfortunately no examples are presented.