Ticker

The ticker feed returns ticker information about listed products. Only tradeable markets are available via individual WebSocket market data feeds. Delta messages are throttled such that they are published every 1s.

Request

string

required

subscribe or unsubscribe

string

required

The requested subscription feed. Value: ticker

list of strings

required

A list of strings which represent the products that user will receive information upon.

{
  "event": "subscribe",
  "feed": "ticker",
  "product_ids": ["PF_XBTUSD"]
}

Response Success

string

One of: subscribed, subscribed_failed, unsubscribed, unsubscribed_failedThe result.

string

The requested subscription feed. Value: ticker

list of strings

required

A list of strings which represent the products that user will receive information upon.

{
  "event": "subscribed",
  "feed": "ticker",
  "product_ids": ["PF_XBTUSD"]
}

Response Snapshot

The subscription data will return values for all fields even if the value of only a single field has changed since the last payload.

positive integer

The UTC time of the server in milliseconds.

string

The subscribed product (referred also as instrument or symbol).

float

The current funding rate. If zero, field is not populated. (Perpetuals only)

float

The estimated next funding rate. If zero, field is not populated. (Perpetuals only)

float

The absolute funding rate relative to the spot price at the time of funding rate calculation. If zero, field is not populated. (Perpetuals only)

float

The estimated next absolute funding rate relative to the current spot price. If zero, field is not populated. (Perpetuals only)

float

The time until next funding rate in milliseconds. (Perpetuals only)

string

The subscribed feed.

positive float

The price of the current best bid.

positive float

The price of the current best ask.

positive float

The size of the current best bid.

positive float

The size of the current best ask.

positive float

The sum of the sizes of all fills observed in the last 24 hours.

positive integer

The days until maturity.

string

The leverage of the product.

positive float

The real time index of the product.

positive float

The price of the last fill.

float

The 24h change in price.

boolean

True if the market is suspended.

string

Currently can be perpetual, month or quarter. Other tags may be added without notice.

string

The currency pair of the instrument.

float

The current open interest of the instrument.

float

The market price of the instrument.

positive integer

The UTC time, in milliseconds, at which the contract will stop trading.

boolean

True if the market is in post-only.

positive float

The same as volume except that, for multi-collateral futures, it is converted to the non-base currency.

positive float

The first traded price in the last 24h.

positive float

The highest traded price in the last 24h.

positive float

The lowest traded price in the last 24h.

float

The current premium (percentage difference between the futures price and the index price).

structure

The current Greeks, if this is an option.

Show properties

float

The option’s implied volatility.

float

Delta, the option value’s sensitivity to change in the underlying price.

float

Theta, the option value’s sensitivity to the passage of time.

float

Gamma, delta’s sensitivity to change in the underlying price.

float

Vega, the option value’s sensitivity to change in volatility.

float

Rho, the option value’s sensitivity to the interest rate.

{
  "time": 1676393235406,
  "product_id": "PF_XBTUSD",
  "funding_rate": -6.2604214e-11,
  "funding_rate_prediction": -3.65989977e-10,
  "relative_funding_rate": -1.380384722222e-6,
  "relative_funding_rate_prediction": -8.047629166667e-6,
  "next_funding_rate_time": 1676394000000,
  "feed": "ticker",
  "bid": 21978.5,
  "ask": 21987.0,
  "bid_size": 2536.0,
  "ask_size": 13948.0,
  "volume": 31403908.0,
  "dtm": 0,
  "leverage": "50x",
  "index": 21984.54,
  "premium": -0.0,
  "last": 21983.5,
  "change": 1.9974017538161748,
  "suspended": false,
  "tag": "perpetual",
  "pair": "XBT:USD",
  "openInterest": 30072580.0,
  "markPrice": 21979.68641534714,
  "maturityTime": 0,
  "post_only": false,
  "volumeQuote": 31403908.0,
  "open": 21968.5,
  "high": 22123.0,
  "low": 21456.0
}

{
  "time": 1676393235406,
  "product_id": "OF_ETHUSD_240101_1000_C",
  "feed": "ticker",
  "bid": 21978.5,
  "ask": 21987.0,
  "bid_size": 2536.0,
  "ask_size": 13948.0,
  "volume": 31403908.0,
  "dtm": 0,
  "index": 21984.54,
  "last": 21983.5,
  "change": 1.9974017538161748,
  "suspended": false,
  "tag": "month",
  "pair": "ETH:USD",
  "openInterest": 30072580.0,
  "markPrice": 100.68641534714,
  "maturityTime": 1676393235406,
  "post_only": false,
  "volumeQuote": 31403908.0,
  "greeks": {
    "iv": 0.3,
    "delta": 0.5,
    "gamma": 0.5,
    "vega": 0.5,
    "theta": 0.5,
    "rho": 0.5
  }
}

Response Error

string

Value: error

string

One of: Invalid product id, Invalid feed, Json ErrorAn error message.

{
  "event": "error",
  "message": "Invalid product id"
}

Public Channels

Private Channels

Authentication

Request

Response Success

Response Snapshot

Response Error

​Request

​Response Success

​Response Snapshot

​Response Error

Request

Response Success

Response Snapshot

Response Error