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Ticker Lite

CHANNEL
wss://futures.kraken.com/ws/v1
ticker_lite

The ticker lite feed returns ticker information about listed products. Delta messages are throttled such that they are published every 1s.

Request​

MESSAGE BODY

event string required

subscribe or unsubscribe

feed string required

The requested subscription feed ticker_lite

product_ids list of strings required

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

Response Success​

MESSAGE BODY

event string
The result, subscribed or subscribed_failed or unsubscribed or unsubscribed_failed
feed string
The requested subscription feed ticker_lite
product_ids list of strings required
A list of strings which represent the products that user will receive information upon.

Response Snapshot​

MESSAGE BODY

feed string
The subscribed feed.
product_id string
The subscribed product (referred also as instrument or symbol).
bid positive float
The price of the current best bid.
ask positive float
The price of the current best ask.
change float
The 24h change in price.
premium float
The premium associated with the product.
volume positive float
The sum of the sizes of all fills observed in the last 24 hours.
tag string
Currently can be week, month or quarter. Other tags may be added without notice..
pair string

The currency pair of the instrument.

dtm integer

The days until maturity.

maturityTime positive integer

Maturity time in milliseconds.

volumeQuote positive float

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

greeks structure

The current Greeks, if this is an option.

iv float
The option's implied volatility.
delta float
Delta, the option value's sensitivity to change in the underlying price.
theta float
Theta, the option value's sensitivity to the passage of time.
gamma float
Gamma, delta's sensitivity to change in the underlying price.
vega float
Vega, the option value's sensitivity to change in volatility.
rho float
Rho, the option value's sensitivity to the interest ratea.

Response Error​

MESSAGE BODY

event string
Always error
message string

An error message out of:
Invalid product id
Invalid feed
Json Error