Light Tickers

lightTickers

This API allows easy refresh of the instruments market data. Upon subscription data for all instruments will sent, afterward, data for specific instrument will be returned only in case one of the values was changed (it will not not be sent on real time but only when interval time reached)

This API is not considering trade cancellations AND does not include market orders during auction.

Some fields of the response are adjusted when corporate actions are applied to the active orders of an instrument

qualifier: v1/exchange.marketdata/lightTickers

Request

Parameter	Type	Description
symbols	[]String	List of symbols to retrieve the light tickers for
interval	eNum	Response interval in milliseconds, allowed values: 100,1000,2000
scope	eNum	Optional Specifies the type of data used to calculate: lastPrice, lastQuantity, high, low, volume, quoteVolume fields. Supported Values: CLOB - data is derived from order book executions only All - data is derived from all trades (CLOB, trade entry and RFQ) If not sent - CLOB is the default

Response

Parameter	Type	Description
symbol	String	Instrument symbol
lastPrice	Decimal	last execution price as per the scope
lastQuantity	Decimal	Last executed trade quantity as per the scope
bidPrice	Decimal	Highest bid price
bidQuantity	Decimal	Sum of quantity of all orders with bidPrice
askPrice	Decimal	Lowest ask price
askQuantity	Decimal	Sum of quantity of all orders with the askPrice
timeStamp	Unix timestamp	The last timestamp (milliseconds) when one of the fields was updated.
openingPrice	Decimal	First order book trade on the day, will be empty until first execution is happening
low	Decimal	Lowest order book executed price of the day as per the scope
high	Decimal	Highest order book executed price of the day as per the scope
volume	Decimal	Total trade volume (in base asset) as per the scope
quoteVolume	Decimal	Total trade volume in quote asset as per the scope $\xi (Trade Amount * Absolute Value Of Trade Price * Contract Size)$
closingPrice	Decimal	Last day closing price (=last order book trade on the day)
closingPriceTimestamp	Unix timestamp	The time where closing price was determined
settlementPrice	Decimal	Settlement price
settlementPriceTimestamp	Unix timestamp	Settlement price last update timestamp
status	Enum	The trading status of the instrument. Trading/ Closed/ Halted/ AuctionCall/ AuctionCrossing
referencePrice	Decimal	Reference Price to be considered on the daily price bands and market rate circuit breakers. It will be equal to the latest between Settlement Price and Closing Price. Optionally auction price can override it.
referencePriceTimestamp	Unix timestamp	Reference Price last update timestamp
tickReferencePrice	Decimal	Tick Reference Price to be considered on the tick price bands and dynamic market rate circuit breakers. It will be equal to the last order book execution price on current day, if not exits, it will be equal to referencePrice
tickReferencePriceTimestamp	Unix timestamp	Tick Reference Price last update timestamp
volumeTypes	[] Object	Array of all relevant volumes
priceLimits	Object	object of all relevant price limits

volumeTypes object:

Name	Type	Description
type	Enum	The type of the volume: (CHANGED v1.41.0) MATCHED Matched: Order book trades (MOVED to Below link v1.41.0)EFRP (CHANGED & REMOVED v1.41.0) BLOCK (CHANGED & REMOVED v1.41.0) OTHER RFQ: RFQ trades (NEW v1.41.0) Refer Admin API Trade Entry/type field for additional values; all values are supported.
volume	Decimal	Total trade volume (in base asset) for the specific volume type

priceLimits object:

Name	Type	Description
dailyMinPrice	Decimal	The min price allowed based on the daily price bands
dailyMaxPrice	Decimal	The max price allowed based on the daily price bands
tickMinPrice	Decimal	The min price allowed based on the tick price bands
tickMaxPrice	Decimal	The max price allowed based on the tick price bands
minPrice	Decimal	The Instrument min price
maxPrice	Decimal	The Instrument max price
finalMaxPrice	Decimal
finalMinPrice	Decimal	Max ([dailyMinPrice], [tickMinPrice], [minPrice], [legsPriceBandMinPrice])
legs	[] object	All the above fields for the legs with the below field

legs object:

All the above fields except finalMaxPrice & finalMinPrice and the below field:

Name	Type	Description
id	int	The id of the leg

Samples

Subscription

{
  "q": "v1/exchange.marketdata/lightTickers",
  "token": "eyJleGNoYW5nZUlkIjozMCwicHJvamVjdElkIjoyMDB9",
  "sid": 10,
  "d": {
    "symbols": ["AMZN","INS1"],
    "interval": 2000
  }
}

Response

{
  "q": "v1/exchange.marketdata/lightTickers",
  "sid": 10,
  "d": {
    "status": "Trading",
    "symbol": "INS10",
    "lastPrice": 0.3333,
    "lastQuantity": 0.23,
    "bidPrice": 0.3333,
    "bidQuantity": 1.1,
    "askPrice": 0.4455,
    "askQuantity": 3.77,
    "timeStamp": 1675869327183,
    "openingPrice": 1.3333,
    "low": 0.3333,
    "high": 1.3333,
    "volume": 12.09,
    "quoteVolume": 10.083385,
    "closingPrice": 1,
    "closingPriceTimestamp": 1675807200002,
    "settlementPrice": 1.12,
    "settlementPriceTimestamp": 1673793853931,
    "volumeTypes": [
    {
      "type": "EFRP",
      "volume": 1234
    },
    {
      "type": "Block",
      "volume": 5555
    },
   {
      "type": "Other",
      "volume": 6666
    },
    {
      "type": "Matched",
      "volume": 7878
    },
    {
      "type": "RFQ",
      "volume": 44
    }
      ],
    "referencePrice": 1.68,
    "referencePriceTimestamp": 1686002400000,
    "tickReferencePrice": 2,
    "tickReferencePriceTimestamp": 1696002400000,
    "priceLimits": {
      "dailyMinPrice": 9.5,
      "dailyMaxPrice": 11.5,
      "tickMinPrice": 9.7,
      "tickMaxPrice": 12,
      "finalMinPrice": 9.7,
      "finalMaxPrice": 11.5,
      "legs": [
        {
          "id": 1,
          "minPrice": 1,
          "maxPrice": 1000
        },
        {
          "id": 2,
          "minPrice": 1.25,
          "maxPrice": 500
        }
      ]
    }
}

Empty Response

//After v1.30.0
{
  "q": "v1/exchange.marketdata/lightTickers",
  "sid": 108,
  "d": {
    "symbol": "Test",
    "status": "Halted",
    "bidQuantity": 0,
    "askQuantity": 0,
    "timeStamp": 1717909200001
  }
}

//Before v1.30.0
{
  "q": "v1/exchange.marketdata/lightTickers",
  "sid": 12,
  "d": {
    "symbol": "INS10",
    "bidQuantity": 0,
    "askQuantity": 0,
    "status": "Trading",
    "timeStamp": 1674115200000,
    "volume": 0,
    "quoteVolume": 0
  }
}

Error Codes

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

Note: unlike other errors, in case of Wrong symbol , stream will continue working for the valid symbols.

This error might returned on the subscription but also in case that stream is already working but instrument was updated so that symbol is no longer active instrument NEW or the symbol was changed.

Error Samples

Error

{
  "sig": 2,
  "q": "v1/exchange.marketdata/lightTickers",
  "errorType": "500",
  "sid": 10,
  "d": {
    "errorCode": 3,
    "errorMessage": "Wrong interval"
  }
}

Wrong Symbol

{
  "q": "v1/exchange.marketdata/lightTickers",
  "sid": 10,
  "d": {
    "symbol": "Ins1",
    "bidQuantity": 0,
    "askQuantity": 0,
    "timeStamp":1675769165802,
    "errorCode": 3,
    "errorMessage": "Wrong symbol" 
  }
}