Ticker Slim (Instrument Name) (Interval)

Channel Name Schema

`ticker_slim.{instrument_name}.{interval}`

Periodically publishes ticker info (best bid / ask, instrument contraints, fees, etc.) for a single instrument.

The 100ms ticker emits at 1s intervals if best bid / ask are not changing, otherwise emits at 100ms interval.
The 1s ticker always emits at 1s intervals.

Channel Parameters


instrument_namestringrequired Instrument name
intervalstringrequired Interval in milliseconds enum `1001000`

Notification Data


channelstringrequired Subscribed channel name
dataobjectrequired
data.timestampintegerrequired Timestamp of the ticker feed snapshot
data.instrument_tickerobjectrequired Instrument of the ticker snapshot
data.instrument_ticker.Astringrequired Amount of contracts / tokens available at best ask price
data.instrument_ticker.Bstringrequired Amount of contracts / tokens available at best bid price
data.instrument_ticker.Istringrequired Index price
data.instrument_ticker.Mstringrequired Mark price
data.instrument_ticker.astringrequired Best ask price
data.instrument_ticker.bstringrequired Best bid price
data.instrument_ticker.fstring or nullrequired Current hourly funding rate
data.instrument_ticker.maxpstringrequired Maximum price at which an agressive buyer can be matched. Any portion of a market order that would execute above this price will be cancelled. A limit buy order with limit price above this value is treated as post only (i.e. it will be rejected if it would cross any existing resting order).
data.instrument_ticker.minpstringrequired Minimum price at which an agressive seller can be matched. Any portion of a market order that would execute below this price will be cancelled. A limit sell order with limit price below this value is treated as post only (i.e. it will be rejected if it would cross any existing resting order).
data.instrument_ticker.option_pricingobject or nullrequired Greeks, forward price, iv and mark price of the instrument (options only)
data.instrument_ticker.option_pricing.aistringrequired Implied volatility of the current best ask
data.instrument_ticker.option_pricing.bistringrequired Implied volatility of the current best bid
data.instrument_ticker.option_pricing.dstringrequired Delta of the option
data.instrument_ticker.option_pricing.dfstringrequired Discount factor used to calculate option premium
data.instrument_ticker.option_pricing.fstringrequired Forward price used to calculate option premium
data.instrument_ticker.option_pricing.gstringrequired Gamma of the option
data.instrument_ticker.option_pricing.istringrequired Implied volatility of the option
data.instrument_ticker.option_pricing.mstringrequired Mark price of the option
data.instrument_ticker.option_pricing.rstringrequired Rho of the option
data.instrument_ticker.option_pricing.tstringrequired Theta of the option
data.instrument_ticker.option_pricing.vstringrequired Vega of the option

data.instrument_ticker.tintegerrequired Creation timestamp of the snapshot in milliseconds
data.instrument_ticker.statsobjectrequired Aggregate trading stats for the last 24 hours
data.instrument_ticker.stats.cstringrequired Number of contracts traded during last 24 hours
data.instrument_ticker.stats.hstringrequired Highest trade price during last 24h
data.instrument_ticker.stats.lstringrequired Lowest trade price during last 24h
data.instrument_ticker.stats.nintegerrequired Number of trades during last 24h
data.instrument_ticker.stats.oistringrequired Current total open interest
data.instrument_ticker.stats.pstringrequired Options: 24hr percent change in premium; Perps: 24hr percent change in mark price
data.instrument_ticker.stats.prstringrequired Premium volume traded during last 24 hours
data.instrument_ticker.stats.vstringrequired Notional volume traded during last 24 hours

Example

Subscriptions are only available via websockets.

{request_example_javascript}

{request_example_python}

Notification messages on this channel will look like this:

{response_example_json}