Auction Indicative Equilibrium Price

auctionIndicativeEP

This API provides close to real-time updates for auction indicative equilibrium price.

qualifier: v1/exchange.marketdata/auctionIndicativeEP

Request

Parameter	Type	Description
symbol	String	Symbol to subscribe
interval	eNum	Response interval in milliseconds, allowed values: 100, 1000, 2000

Response

Similar to this, with the below changes:

• Removed messageType

• Removed eventId

• Change eventTimestamp to be in milliseconds

Error Codes

Code	Message
1	System is unavailable
2	Missing fields: [Fieldname]
3	Wrong interval | Wrong symbol [symbol]

Samples

Subscription

{
  "q": "v1/exchange.marketdata/auctionIndicativeEP",
  "sid": 1032,
  "token": "eyJleGNoYW5nZUlkIjozMCwicHJvamVjdElkIjoxM123",
  "d": {
    "symbol": "OIL",
    "interval": "400"
  }
}

Response

{
  "q": "v1/exchange.marketdata/auctionIndicativeEP",
  "sid": 1032,
  "d": {
    "instrument": "OIL",
    "indicativePrice": 1.2,
    "pairedQuantity": 1000,
    "imbalanceQuantity": 2333,
    "imbalanceSide": "Buy",
    "bestBuyPrice": 0,
    "bestSellPrice": 0,
    "bestBuyQuantity": 0,
    "bestSellQuantity": 0,
    "eventTimestamp": 1730988285213
  }
}