{
"jsonrpc": "2.0",
"method": "public/subscribe",
"id": 42,
"params": {
"channels": [
"trades.future.BTC.100ms"
]
}
}{
"data": [
{
"trade_seq": 2,
"trade_id": "48079289",
"timestamp": 1590484589306,
"tick_direction": 2,
"price": 0.0075,
"mark_price": 0.01062686,
"iv": 47.58,
"instrument_name": "BTC-27MAY20-9000-C",
"index_price": 8956.17,
"direction": "sell",
"amount": 3,
"contracts": 3
}
]
}trades.(kind).(currency).(interval)
Trade notifications across all instruments for a given kind and currency.
Use this channel when you want a consolidated stream of trades across all instruments of a specific kind (e.g., futures, options) and currency. The interval controls aggregation frequency.
Note: For spot instruments routed to Coinbase Exchange, this channel is not supported with kind = spot: the subscription is rejected for any currency that is the base or the quote of a routed pair, and for currency = any whenever any pair is routed. Other kinds are unaffected. Use the matches channel for the full trade tape.
📖 Related Articles:
{
"jsonrpc": "2.0",
"method": "public/subscribe",
"id": 42,
"params": {
"channels": [
"trades.future.BTC.100ms"
]
}
}{
"data": [
{
"trade_seq": 2,
"trade_id": "48079289",
"timestamp": 1590484589306,
"tick_direction": 2,
"price": 0.0075,
"mark_price": 0.01062686,
"iv": 47.58,
"instrument_name": "BTC-27MAY20-9000-C",
"index_price": 8956.17,
"direction": "sell",
"amount": 3,
"contracts": 3
}
]
}Instrument kind, "future" or "option"
future, option, spot, future_combo, option_comboThe currency symbol or "any" for all.
📖 Related Article: Using the currency Parameter
BTC, ETH, USDC, USDT, EURR, anyNotification interval. The raw interval selects unaggregated updates and is available only to authorized users.
agg2, 100ms, rawClient sends subscription request to subscribe to notification channel. Please refer to Notification page for more information.
2.0
public/subscribe, private/subscribeServer sends subscription notification data
Unique (per currency) trade identifier
The sequence number of the trade within instrument
Unique instrument identifier
The timestamp of the trade (milliseconds since the UNIX epoch)
Optional field: the Starbase causal timestamp of the trade, in nanoseconds since the UNIX epoch (present only for trades matched in Starbase)
Trade direction of the taker
buy, sellDirection of the "tick" (0 = Plus Tick, 1 = Zero-Plus Tick, 2 = Minus Tick, 3 = Zero-Minus Tick).
0, 1, 2, 3Index Price at the moment of trade
The price of the trade
Trade amount. For perpetual and inverse futures the amount is in USD units. For options and linear futures it is the underlying base currency coin.
Trade size in contract units (optional, may be absent in historical trades)
Option implied volatility for the price (Option only)
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
M, T, MTMark Price at the moment of trade
Block trade id - when trade was part of a block trade
Block trade leg count - when trade was part of a block trade
Optional field containing combo instrument name if the trade is a combo trade
Optional field containing combo trade identifier if the trade is a combo trade
Optional field containing the Starbase match identifier (present only for trades matched via Starbase)
ID of the Block RFQ - when trade was part of the Block RFQ
Leg trades, present when querying only combo trades.
Was this page helpful?