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Market Data – Incremental Refresh(X) message is used for incremental updates in case of Market Data Request(V) for Snapshot + Subscribe

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Arguments

TagNameTypeRequiredComments
55SymbolStringYesInstrument symbol. See instrument naming convention for more details
262MDReqIDStringNoID of the original request, if it is applicable
231ContractMultiplierfloatNoSpecifies a multiply factor to convert from contracts to total units
201PutOrCallintNoIndicates whether an Option is for a put or call. Only for Options.

Possible values:

  • 0 = put,
  • 1 = call

100087TradeVolume24hQtyNoDefines 24h trade volume for the Symbol in the corresponding contract units
100090MarkPricePriceNoDefines mark price for the Symbol
746OpenInterestfloatNoDefines open interest for the Symbol
Group MDIncGrp
268NoMDEntriesNumInGroupYesRepeating group . Specifies the number of entries in the group
=>279MDUpdateActioncharYesType of Market Data update action. Valid values:
  • 0 = New,
  • 1 = Change,
  • 2 = Delete
=>269MDEntryTypeintNoPossible values:
  • 0 = Bid (Bid side of the order book),
  • 1 = Offer (Ask side of the order book),
  • 2 = Trade (In case of request for info about recent trades),
  • 3 = Index Value (value of Index for INDEX instruments like BTC-DERIBIT-INDEX),
  • 6 = Settlement Price (Estimated Delivery Price for INDEX instruments like BTC-DERIBIT-INDEX)
=>270MDEntryPxPriceNoPrice of an entry
=>271MDEntrySizeQtyNoSize of an entry in Contract units corresponding to the ContractMultiplier in SecurityList
=>272MDEntryDateUTCTimestampNoThe timestamp for trade
=>100009DeribitTradeIdStringNoId of the trade, in case of the request for trades
=>54SidecharNoSide of trade.

Possible values:

  • 1 = Buy,
  • 2 = Sell
=>37OrderIdStringNoFor trade – order id
=>198SecondaryOrderIdStringNoFor trade – matching order id
=>39OrdStatuscharNoFor trade – order status.

Possible values:

  • 0 = New,
  • 1 = Partially filled,
  • 2 = Filled,
  • 4 = Cancelled
=>100010DeribitLabelStringNoUser defined max 64 grapheme clusters long, label of the order, in case of the request for trades. This tag operates on grapheme clusters. A grapheme cluster is a user-perceived character, which can be represented by several unicode codepoints. Please refer to Unicode specification for more details about the grapheme clusters
=>44PricePriceNoFor trades, this is the index price at the trade moment (Deribit index)
=>58TextStringNoThe trade sequence number
=>100091DeribitLiquidationStringNoOptional field (only for trades caused by liquidation): “M” when maker side of trade was under liquidation, “T” when taker side was under liquidation, “MT” when both sides of trade were under liquidation. This field is hidden for public for the first hour after the trade in order to prevent traders from abusing this information.
=>880TrdMatchIDStringNoOnly for trades. Block trade id - when trade was part of block trade. It can be included only if DeribitShowBlockTradeId(9012) is set to Y and DeribitSkipBlockTrades(9011) is set to N