TABLE OF CONTENTS

MDEntry

Field name (REST)	Field tag (WS)		Possible values	Description
msgType	35	M	W (snapshot) or X (increment)
mdStreamId	1500	M	string
lastUpdateTime	779	M	timestamp
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	Price range boundaries
lowLimit	35603	M	decimal	Price limits
highLimit	35604	M	decimal	Price limits
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

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	timestamp	Date and time of the trade
tradeID	1003	M	string
aggressorSide	1501	M	Side

Samples

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	timestamp	Date and time of the opening of the bar

Samples

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

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"
}

How can we help you today?

MarketDataSnapshotFullRefresh (W) and MarketDataIncrementalRefresh (X)

MDEntry

Order book

Samples

Trades

Samples

Candles

Samples

Market watch

Samples

MarketDataSnapshotFullRefresh (W) and MarketDataIncrementalRefresh (X)

MDEntry

Order book

Samples

Trades

Samples

Candles

Samples

Market watch

Samples

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