InstrumentDefinitionIncremental

Instrument additions, modifications and deletions. Direction: Kraken → client

ID	Field	Type	Encoding	Presence	Description
2	`instrumentDefinitionSeq`	`uint64`	field	required	Contiguous instrument-definition feed sequence, starting at one
1	`instruments`	group	group	required
1	↳ `instrumentId`	`InstrumentId`	group field	required
2	↳ `priceScale`	`Scale`	group field	required
3	↳ `qtyScale`	`Scale`	group field	required
4	↳ `tickSize`	`Price`	group field	required	Minimum valid price increment
5	↳ `qtyIncrement`	`Quantity`	group field	required	Smallest valid quantity step
6	↳ `maxTradeVol`	`Quantity`	group field	required	Largest quantity accepted for one order, or zero when no public limit is configured
7	↳ `contractMultiplier`	`Decimal`	group field	required	Amount of underlying represented by one contract, or one for non-contract instruments
12	↳ `instrumentUpdateAction`	`InstrumentUpdateAction`	group field	required
13	↳ `productType`	`ProductType`	group field	required
14	↳ `marketSector`	`MarketSector`	group field	required
15	↳ `maturityType`	`MaturityType`	group field	optional
8	↳ `symbol`	`SymbolEncoding`	group data	required
9	↳ `currency`	`CurrencyEncoding`	group data	required	Currency in which prices are expressed
10	↳ `underlyingSymbol`	`SymbolEncoding`	group data	required	Client-facing symbol of the underlying asset, empty when not applicable
11	↳ `description`	`DescriptionEncoding`	group data	required	Human-readable instrument description

Rows marked ↳ are fields of the repeating group above them. Each group is preceded by a groupSizeEncoding header (blockLength, numInGroup). Every message is preceded by the standard SBE messageHeader (blockLength, templateId, schemaId, version). See encodings.

Session

Market Data

InstrumentDefinitionIncremental