Market Data Snapshot/Full Refresh(W) is used as the response to a
Market Data Request(V) message.
Trade entries (MDEntryType(269)=2) are never present for spot instruments
matched on Coinbase Exchange. See Spot trading venues.
Arguments
| Tag | Name | Type | Required | Comments |
|---|---|---|---|---|
| 55 | Symbol | String | Yes | Instrument symbol. See instrument naming convention for more details |
| 262 | MDReqID | String | No | ID of the original request, if it is applicable |
| 311 | UnderlyingSymbol | String | For options | Underlying symbol |
| 810 | UnderlyingPx | Price | For options | Price of the underlying instrument. Underlying instrument underlies the primary instrument |
| 231 | ContractMultiplier | float | No | Specifies a multiply factor to convert from contracts to total units |
| 201 | PutOrCall | int | No | Indicates whether an Option is for a put or call. Only for Options. Possible values:
|
| 100087 | TradeVolume24h | Qty | No | Defines 24h trade volume for the Symbol in the corresponding contract units |
| 100090 | MarkPrice | Price | No | Defines mark price for the Symbol |
| 746 | OpenInterest | float | No | Defines open interest for the Symbol |
| 100092 | CurrentFunding | Price | No | Current funding (perpetual only) |
| 100093 | Funding8h | Price | No | Funding in last 8h (perpetual only) |
Group MDFullGrp | ||||
| 268 | NoMDEntries | NumInGroup | Yes | Repeating group. Specifies the number of entries in the group |
| =>269 | MDEntryType | int | Yes | Possible values:
|
| =>270 | MDEntryPx | Price | No | Price of an entry |
| =>271 | MDEntrySize | Qty | No | Size of an entry in Contract units corresponding to the ContractMultiplier in SecurityList |
| =>272 | MDEntryDate | UTCTimestamp | No | The timestamp for trade |
| =>100009 | DeribitTradeId | String | No | Id of the trade, in case of the request for trades |
| =>54 | Side | char | No | Side of trade. Possible values:
|
| =>44 | Price | Price | No | For trades, this is the index price at the trade moment (Deribit index) |
| =>58 | Text | String | No | For trade - the trade sequence number |
| =>37 | OrderId | String | No | For trade – taker’s matching order id |
| =>198 | SecondaryOrderId | String | No | For trade – maker’s matching order id |
| =>39 | OrdStatus | char | No | For trade – order status. Possible values:
|
| =>100010 | DeribitLabel | String | No | User 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 |
| =>100091 | DeribitLiquidation | String | No | Optional 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 from the public for the first hour after the trade in order to prevent traders from abusing this information. |
| =>880 | TrdMatchID | String | No | Only 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 |
W message, not in X message
below.