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_name string required Instrument name
interval string required Interval in milliseconds enum `100` `1000`

Notification Data


channel string required Subscribed channel name
data object required
data. A string required Amount of contracts / tokens available at best ask price
data. B string required Amount of contracts / tokens available at best bid price
data. I string required Index price
data. M string required Mark price
data. a string required Best ask price
data. b string required Best bid price
data. f string or null required Current hourly funding rate
data. maxp string required 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. minp string required 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. option_pricing object or null required Greeks, forward price, iv and mark price of the instrument (options only)
data.option_pricing. ai string required Implied volatility of the current best ask
data.option_pricing. bi string required Implied volatility of the current best bid
data.option_pricing. d string required Delta of the option
data.option_pricing. df string required Discount factor used to calculate option premium
data.option_pricing. f string required Forward price used to calculate option premium
data.option_pricing. g string required Gamma of the option
data.option_pricing. i string required Implied volatility of the option
data.option_pricing. r string required Rho of the option
data.option_pricing. t string required Theta of the option
data.option_pricing. v string required Vega of the option

data. t integer required Creation timestamp of the snapshot in milliseconds
data. stats object required Aggregate trading stats for the last 24 hours
data.stats. c string required Number of contracts traded during last 24 hours
data.stats. h string required Highest trade price during last 24h
data.stats. l string required Lowest trade price during last 24h
data.stats. n integer required Number of trades during last 24h
data.stats. oi string required Current total open interest
data.stats. p string required Options: 24hr percent change in premium; Perps: 24hr percent change in mark price
data.stats. pr string required Premium volume traded during last 24 hours
data.stats. v string required 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}