SummarySnapshot

The complete current summary for exactly one instrument at lastSummarySeqProcessed. A snapshot response contains one message per instrument. summaryNumber is the position of this message in the complete response, from one through totalSummaries. The response is complete once every number has arrived. An unavailable price is still a valid row, with a null referencePrice. See Instrument summaries. Direction: Kraken → client

ID	Field	Type	Encoding	Presence	Description
1	`instrumentId`	`InstrumentId`	field	required
2	`lastSummarySeqProcessed`	`uint64`	field	required	Last summarySeq included for this instrument, or zero before any summary update.
3	`referencePrice`	`OptionalPrice`	field	required	Current reference price accepted by ME. Null when no value is retained.
4	`referencePriceTime`	`TimestampNs`	field	required	Producer timestamp of the retained reference price or clear. Zero when unavailable.
5	`summaryNumber`	`uint32`	field	required	Position of this instrument’s message in the complete snapshot response, starting at one.
6	`totalSummaries`	`uint32`	field	required	Total number of single-instrument summary messages in this snapshot response.

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