InstrumentDefinitionSnapshot

One instrument definition within a snapshot cycle, including the instrument’s trading status. Direction: Kraken → client

ID	Field	Type	Encoding	Presence	Description
1	`instrumentId`	`InstrumentId`	field	required
2	`lastInstrumentDefinitionSeqProcessed`	`uint64`	field	required	Last InstrumentDefinitionIncremental instrumentDefinitionSeq included, or zero if no update has been published
3	`lastInstrumentStatusSeqProcessed`	`uint64`	field	required	Last InstrumentStatusIncremental instrumentStatusSeq reflected in instrumentStatus for this instrument, or zero if no update has been published
4	`instrumentNumber`	`uint32`	field	required	One-based position of this instrument in the serialized snapshot response
5	`totalInstruments`	`uint32`	field	required	Total number of instruments in this snapshot cycle
6	`priceScale`	`Scale`	field	required
7	`qtyScale`	`Scale`	field	required
8	`tickSize`	`Price`	field	required	Minimum valid price increment
9	`qtyIncrement`	`Quantity`	field	required	Smallest valid quantity step
10	`maxTradeVol`	`Quantity`	field	required	Largest quantity accepted for one order, or zero when no public limit is configured
11	`contractMultiplier`	`Decimal`	field	required	Amount of underlying represented by one contract, or one for non-contract instruments
12	`productType`	`ProductType`	field	required
13	`marketSector`	`MarketSector`	field	required	Sector of the instrument’s underlying exposure
14	`maturityType`	`MaturityType`	field	optional	Maturity schedule for futures and options; null for products without a maturity
15	`instrumentStatus`	`InstrumentTradingStatus`	field	required	Trading status at lastInstrumentStatusSeqProcessed
16	`symbol`	`SymbolEncoding`	var data	required
17	`currency`	`CurrencyEncoding`	var data	required	Currency in which prices are expressed
18	`underlyingSymbol`	`SymbolEncoding`	var data	required	Client-facing symbol of the underlying asset, empty when not applicable
19	`description`	`DescriptionEncoding`	var data	required	Human-readable instrument description
20	`instrumentStatusReason`	`StatusReasonEncoding`	var data	required	Human-readable reason for instrumentStatus, empty when no reason was supplied

Every message is preceded by the standard SBE messageHeader (blockLength, templateId, schemaId, version). See encodings.

Session

Market Data