Ws ticker feed data v1
NameLite |
Type | RequiredDefault |
Description |
---|---|---|---|
streams |
string | True | Stream name |
selectors1 |
string | True | Primary selector |
sequence_numbersn |
string | True | A sequence number used to determine message order within a stream. - If useGlobalSequenceNumber is false, this returns the gateway sequence number, which increments by one locally within each stream and resets on gateway restarts.- If useGlobalSequenceNumber is true, this returns the global sequence number, which uniquely identifies messages across the cluster.- A single cluster payload can be multiplexed into multiple stream payloads. - To distinguish each stream payload, a dedupCounter is included.- The returned sequence number is computed as: cluster_sequence_number * 10^5 + dedupCounter . |
feedf |
Ticker | True | A ticker matching the request filter |
Ticker
Derived data such as the below, will not be included by default:
- 24 hour volume (buyVolume + sellVolume
)
- 24 hour taker buy/sell ratio (buyVolume / sellVolume
)
- 24 hour average trade price (volumeQ / volumeU
)
- 24 hour average trade volume (volume / trades
)
- 24 hour percentage change (24hStatChange / 24hStat
)
- 48 hour statistics (2 * 24hStat - 24hStatChange
)
To query for an extended ticker payload, leverage the greeks
and the derived
flags.
Ticker extensions are currently under design to offer you more convenience.
These flags are only supported on the Ticker Snapshot
WS endpoint, and on the Ticker
API endpoint.
NameLite |
Type | RequiredDefault |
Description |
---|---|---|---|
event_timeet |
string | FalseNone |
Time at which the event was emitted in unix nanoseconds |
instrumenti |
string | FalseNone |
The readable instrument name:
|
mark_pricemp |
string | FalseNone |
The mark price of the instrument, expressed in 9 decimals |
index_priceip |
string | FalseNone |
The index price of the instrument, expressed in 9 decimals |
last_pricelp |
string | FalseNone |
The last traded price of the instrument (also close price), expressed in 9 decimals |
last_sizels |
string | FalseNone |
The number of assets traded in the last trade, expressed in base asset decimal units |
mid_pricemp1 |
string | FalseNone |
The mid price of the instrument, expressed in 9 decimals |
best_bid_pricebb |
string | FalseNone |
The best bid price of the instrument, expressed in 9 decimals |
best_bid_sizebb1 |
string | FalseNone |
The number of assets offered on the best bid price of the instrument, expressed in base asset decimal units |
best_ask_priceba |
string | FalseNone |
The best ask price of the instrument, expressed in 9 decimals |
best_ask_sizeba1 |
string | FalseNone |
The number of assets offered on the best ask price of the instrument, expressed in base asset decimal units |
funding_rate_8h_currfr |
string | FalseNone |
The current funding rate of the instrument, expressed in percentage points |
funding_rate_8h_avgfr1 |
string | FalseNone |
The average funding rate of the instrument (over last 8h), expressed in percentage points |
interest_rateir |
string | FalseNone |
The interest rate of the underlying, expressed in centibeeps (1/100th of a basis point) |
forward_pricefp |
string | FalseNone |
[Options] The forward price of the option, expressed in 9 decimals |
buy_volume_24h_bbv |
string | FalseNone |
The 24 hour taker buy volume of the instrument, expressed in base asset decimal units |
sell_volume_24h_bsv |
string | FalseNone |
The 24 hour taker sell volume of the instrument, expressed in base asset decimal units |
buy_volume_24h_qbv1 |
string | FalseNone |
The 24 hour taker buy volume of the instrument, expressed in quote asset decimal units |
sell_volume_24h_qsv1 |
string | FalseNone |
The 24 hour taker sell volume of the instrument, expressed in quote asset decimal units |
high_pricehp |
string | FalseNone |
The 24 hour highest traded price of the instrument, expressed in 9 decimals |
low_pricelp1 |
string | FalseNone |
The 24 hour lowest traded price of the instrument, expressed in 9 decimals |
open_priceop |
string | FalseNone |
The 24 hour first traded price of the instrument, expressed in 9 decimals |
open_interestoi |
string | FalseNone |
The open interest in the instrument, expressed in base asset decimal units |
long_short_ratiols1 |
string | FalseNone |
The ratio of accounts that are net long vs net short on this instrument |