v1

latestOpenAPI 3.0.2Apache 2.02026-07-17189642856.1 KB

Timeseries stream

Market quotes

Returns a stream of quotes for specified markets.<br/> If you are falling behind (slow client) you will get warning message first, then error message and disconnection will happen.

get/timeseries-stream/market-quotes

Query parameters

marketsstring[] required

Comma separated list of markets or market patterns like exchange-* or exchange-*-spot or *USDT-future.<br/> Use a corresponding /catalog-all-v2/market-{dataType} endpoint for the full list of supported markets for a given data type.

backfill'latest' | 'none'

What data should be sent upon a connection.<br/> By default the latest values are sent just before real-time data.

prettyboolean

Human-readable formatting of JSON responses.

include_one_sidedboolean

Include one-side and empty books in quotes response.

Response

Market quote WebSocket message.

marketstring required

Unique name of the market.

timestring required

The time in ISO 8601 date-time format. Always with nanoseconds precision.

coin_metrics_idstring required

ID of an order book or quote. It can be generated by Coin Metrics or provided by an exchange. If it is generated by Coin Metrics it is unique. If it is generated by exchange we can't guarantee its uniqueness.

ask_pricestring

The limit price of the top ask on the order book. If no asks in the order book, the ask price is skipped.

ask_sizestring

The size of the top ask on the order book. If no asks in the order book, the ask size is skipped.

bid_pricestring

The limit price of the top bid on the order book. If no bids in the order book, the bid price is skipped.

bid_sizestring

The size of the top bid on the order book. If no bids in the order book, the bid size is skipped.

cm_sequence_idstring required

The monotonically increasing message number, resets on disconnection.