SummaryIncremental

The complete current summary for one instrument after an update. Each message replaces the whole current summary, not only the fields that changed. Null does not mean unchanged: a null referencePrice clears the retained value, and zero is a real price. referencePriceTime belongs to the value or clear it is sent with. See Instrument summaries. Direction: Kraken → client

ID	Field	Type	Encoding	Presence	Description
1	`instrumentId`	`InstrumentId`	field	required
2	`summarySeq`	`uint64`	field	required	Contiguous sequence per instrument, starting at one and shared by all summary metrics.
3	`referencePrice`	`OptionalPrice`	field	required	Current reference price accepted by ME. Null clears the retained value.
4	`referencePriceTime`	`TimestampNs`	field	required	Producer timestamp of the retained reference price or clear. Zero when unavailable.

referencePrice is null when its exponent is 127. Ignore the mantissa in that case. Every message is preceded by the standard SBE messageHeader (blockLength, templateId, schemaId, version). See encodings.

Session

Market Data