TABLE OF CONTENTS
Field name (REST) | Field tag (WS) | Possible values | Description | |
msgType | 35 | M | W (snapshot) or X (increment) | |
mdStreamId | 1500 | M | string | |
lastUpdateTime | 779 | M | ||
symbol | 55 | C | string | Sent for all types of data except MarketWatch |
mdEntry | 268 | M | Array of MDEntry | |
Additional fields for the order book channel | ||||
mdBookType | 1021 | M | 2 — PriceDepth | |
lowRangePx | 35601 | M | decimal | Price range boundaries |
highRangePx | 35602 | M | decimal | |
lowLimit | 35603 | M | decimal | Price limits |
highLimit | 35604 | M | decimal | |
clearingPx | 35605 | M | decimal | Mark price |
bestBid | 1502 | M | decimal | |
bestAsk | 1503 | M | decimal |
MDEntry
Order book
Field name (REST) | Field tag (WS) | Possible values | Description | |
mdEntryType | 269 | M | 0 — Bid 1 — Offer | |
mdEntryPx | 270 | M | decimal | Price |
mdEntrySize | 271 | C | decimal | Volume (in Contracts for ETHUSD, in USD=Contracts for XBTUSD) |
numberOfOrders | 346 | C | int | |
Additional fields for an incremental refresh | ||||
mdUpdateAction | 279 | M | 0 — New 1 — Change 2 — Delete | Indicates the type of the change (see the example below) |
Consider there were two orders in the order book, bid and ask. The MDEntry field of the snapshot will contain these elements:
MDEntryType: 0 (Bid), MDEntryPx: 8900, MDEntrySize: 100, NumberOfOrders: 1
MDEntryType: 1 (Offer), MDEntryPx: 9000, MDEntrySize: 150, NumberOfOrders: 1
Then if the bid moved to 8950, and the ask has changed its volume, the client will receive the following MDEntries in the incremental refresh:
MDEntryType: 0 (Bid), MDEntryPx: 8900, MDUpdateAction: 2 (Delete)
MDEntryType: 0 (Bid), MDEntryPx: 8950, MDEntrySize: 100, NumberOfOrders: 1, MDUpdateAction: 0 (New)
MDEntryType: 1 (Offer), MDEntryPx: 9000, MDEntrySize: 200, NumberOfOrders: 1, MDUpdateAction: 1 (Change)
Samples
WS | REST |
{ "35":"W", "1500":"DOM:XBTUSD:aggregated", "779":1597330985341445115, "1021":"2", "55":"XBTUSD", "35601":"10944", "35602":"12096", "35603":"10944", "35604":"12096", "35605":"11535.1", "1502":"11512.3", "1503":"11524.2", "268":[ { "269":"1", "270":"11524.2", "271":"1462", "346":1 } ] } { "35":"X", "1500":"DOM:XBTUSD:aggregated", "779":1597330985732619536, "1021":"2", "55":"XBTUSD", "268":[ { "279":"1", "269":"0", "270":"11506.9", "271":"14025", "346":1 } ] } | { "35":"W", "1500":"DOM:XBTUSD:aggregated", "779":1597852160235057551, "1021":"2", "55":"XBTUSD", "35601":"11142.74", "35602":"12315.66", "35603":"11142.74", "35604":"12315.66", "35605":"11758.2", "1502":"11740.1", "1503":"11746.3", "268":[ { "269":"1", "270":"11746.3", "271":"1030", "346":1 }, { "269":"1", "270":"11749.7", "271":"1471", "346":1 }, { "269":"1", "270":"11749.8", "271":"1010", "346":1 }, { "269":"1", "270":"11752.4", "271":"8984", "346":1 } |
Trades
Field name (REST) | Field tag (WS) | Possible values | Description | |
mdEntryType | 269 | M | 2 — Trade | |
mdEntryPx | 270 | M | decimal | Price |
mdEntrySize | 271 | M | decimal | Volume (in Contracts for ETHUSD, in USD=Contracts for XBTUSD) |
transactTime | 60 | M | Date and time of the trade | |
tradeID | 1003 | M | string | |
aggressorSide | 1501 | M |
Samples
WS | REST |
{ "35":"W", "779":1597774693172683381, "55":"XBTUSD", "268":[ { "279":"0", "269":"2", "270":"11552.6", "271":"1000", "60":1597250065418990383, "1003":"2bb129cd-ec40-480f-ab45-cb35970994f7", "1501":"2" }, { "279":"0", "269":"2", "270":"11524.3", "271":"1000", "60":1597252729232491105, "1003":"98afd964-0360-4f87-9638-68dd43f95f73", "1501":"2" }, { "279":"0", "269":"2", "270":"11529.8", "271":"1010", "60":1597252751451317122, "1003":"75595ef2-d62d-4ece-9ad3-e12140f93a10", "1501":"1" }, { "279":"0", "269":"2", "270":"11506.1", "271":"160", "60":1597254087617454108, "1003":"4eb7c440-01b7-415f-818d-15d38ba49133", "1501":"2" } | { "35":"W", "779":1597774693172683381, "55":"XBTUSD", "268":[ { "279":"0", "269":"2", "270":"11552.6", "271":"1000", "60":1597250065418990383, "1003":"2bb129cd-ec40-480f-ab45-cb35970994f7", "1501":"2" }, { "279":"0", "269":"2", "270":"11524.3", "271":"1000", "60":1597252729232491105, "1003":"98afd964-0360-4f87-9638-68dd43f95f73", "1501":"2" }, { "279":"0", "269":"2", "270":"11529.8", "271":"1010", "60":1597252751451317122, "1003":"75595ef2-d62d-4ece-9ad3-e12140f93a10", "1501":"1" }, { "279":"0", "269":"2", "270":"11506.1", "271":"160", "60":1597254087617454108, "1003":"4eb7c440-01b7-415f-818d-15d38ba49133", "1501":"2" } |
Candles
Field name (REST) | Field tag (WS) | Possible values | Description | |
firstPx | 1025 | M | decimal | Open |
highPx | 332 | M | decimal | High |
lowPx | 333 | M | decimal | Low |
lastPx | 31 | M | decimal | Close |
buyVolume | 330 | M | decimal | |
sellVolume | 331 | M | decimal | |
tradeVolume | 1020 | M | decimal | Total volume (buy + sell) |
transactTime | 60 | M | Date and time of the opening of the bar |
Samples
WS | REST |
{ "268":[ { "60":1597851000000000000, "1025":"11732", "31":"11737.4", "332":"11754.3", "333":"11732", "330":"3523", "331":"692" }, { "60":1597851300000000000, "1025":"11742.6", "31":"11710.8", "332":"11742.6", "333":"11704.5", "330":"2139", "331":"3693" }, { "60":1597851600000000000, "1025":"11713.1", "31":"11717.3", "332":"11725.5", "333":"11713.1", "330":"1854", "331":"2606" } ] } | { "268":[ { "60":1597851000000000000, "1025":"11732", "31":"11737.4", "332":"11754.3", "333":"11732", "330":"3523", "331":"692" }, { "60":1597851300000000000, "1025":"11742.6", "31":"11710.8", "332":"11742.6", "333":"11704.5", "330":"2139", "331":"3693" }, { "60":1597851600000000000, "1025":"11713.1", "31":"11717.3", "332":"11725.5", "333":"11713.1", "330":"1854", "331":"2606" } ] } |
Market watch
Field name (REST) | Field tag (WS) | Possible values | Description | |
symbol | 55 | M | string | |
firstPx | 1025 | M | decimal | Current day’s open |
highPx | 332 | M | decimal | Current day’s high |
lowPx | 333 | M | decimal | Current day’s low |
lastPx | 31 | M | decimal | Close |
buyVolume | 330 | M | decimal | Current day’s buy volume |
sellVolume | 331 | M | decimal | Current day’s sell volume |
bid | 1502 | M | decimal | Best bid |
ask | 1502 | M | decimal | Best offer |
Samples
WS | REST |
{ "35":"W", "1500":"market-watch", "779":1597852516022392381, "268":[ { "55":".ETHUSD_OpenInterest", "1025":"142600", "31":"136100", "332":"142600", "333":"136100", "330":"0", "331":"0" }, { "55":".BTCEUR_KRAKEN_1", "1025":"10849.43", "31":"10706.44", "332":"10897.34", "333":"10552.2", "330":"0", "331":"17287" }, { "55":".XBTUSD_3M_251220_VWAP", "1025":"12434.3", "31":"12153", "332":"12494.7", "333":"12040.5", "330":"0", "331":"0" } | { "symbol":".XBTUSD_3M_251220_MID", "firstPx":"12424.09", "lastPx":"12145.37", "highPx":"12513.36", "lowPx":"12012.3", "buyVolume":"0", "sellVolume":"0", "bid":"0", "ask":"0", "symbol":".BTC3", "firstPx":"11955.8", "lastPx":"11714.9", "highPx":"12022", "lowPx":"11617.9", "buyVolume":"0", "sellVolume":"0", "bid":"0", "ask":"0", "symbol":"XBTUSD", "firstPx":"11951.5", "lastPx":"11710.2", "highPx":"12016.2", "lowPx":"11605", "buyVolume":"629330", "sellVolume":"650051", "bid":"11710.2", "ask":"11723.7", "symbol":"ETHUSD_3M_250920", "firstPx":"449.65", "lastPx":"437.96", "highPx":"458.99", "lowPx":"45", "buyVolume":"84131", "sellVolume":"83303", "bid":"435.29", "ask":"443.28", "symbol":".BTCEUR_KRAKEN_10", "firstPx":"10849.47", "lastPx":"10666.76", "highPx":"10897.6", "lowPx":"10553.73", "buyVolume":"0", "sellVolume":"172820", "bid":"0", "ask":"0" } |