SubscriptionRequest - Kraken Developers

Requests a snapshot on the snapshot connection, or starts or stops incremental delivery on the live connection, for one market data feed. Direction: Client → Kraken

ID	Field	Type	Encoding	Presence	Description
1	`sessionId`	`SessionId`	field	required
2	`subscriptionId`	`uint64`	field	required
3	`requestTimestampNs`	`TimestampNs`	field	required
4	`subscriptionRequestType`	`SubscriptionRequestType`	field	required	Snapshot is valid on the snapshot connection; Subscribe and Unsubscribe are valid on the live connection
5	`marketDataFeed`	`MarketDataFeed`	field	required
7	`instrumentListRequestType`	`InstrumentListRequestType`	field	required
6	`instruments`	group	group	required
1	↳ `instrumentId`	`InstrumentId`	group field	required

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.