/instrument Field Definitions

symbol

string

The contract symbol (e.g., 'XBTUSD').

rootSymbol

string

Root symbol for the instrument, used for grouping on the frontend.

state

string

State of the instrument (e.g., Open, Closed, Unlisted, Expired, Cleared).

typ

string

Type of the instrument (e.g., Futures, Perpetual Contracts).

listing

string

Date and time the contract was listed (e.g., ""2020-09-14T02:26:42.916Z"").

front

string

Front month time (e.g., ""2020-09-14T02:26:42.916Z"").

expiry

string

Date when the instrument expires (e.g., ""2020-09-14T02:26:42.916Z"").

settle

string

Date when the instrument is expired; always the same as expiry (e.g., ""2020-09-14T02:26:42.916Z"").

listedSettle

string

Date when the instrument was listed to expired (e.g., ""2020-09-14T02:26:42.916Z"").

positionCurrency

string

Currency for position of this contract. If not null, 1 contract = 1 positionCurrency.

underlying

string

Defines the underlying asset of the instrument (e.g. XBT).

quoteCurrency

string

Currency of the quote price.

underlyingSymbol

string

Symbol of the underlying asset.

reference

string

Venue of the reference symbol.

referenceSymbol

string

Symbol of index being referenced (e.g. .BXBT).

calcInterval

string

The time between two consecutive calculations. Only available for BTMX reference indices (e.g., ""2020-09-14T02:26:42.916Z"").

publishInterval

string

The time between two consecutive publishes. Available for all indices (e.g., ""2020-09-14T02:26:42.916Z"").

publishTime

string

The time of the publish. Only available for BTMX reference indices (e.g., ""2020-09-14T02:26:42.916Z"").

maxOrderQty

number

Maximum order quantity - Contract specific and applies to contracts only.

maxPrice

number

Maximum price - Applies to contracts only.

lotSize

integer

Lot size - The minimum unit in an order quantity - Applies to contracts only.

tickSize

number

Minimum price movement of a trading instrument.

multiplier

number

Contract-specific multiplier which determines the worth of the contract.

settlCurrency

string

Currency that PnL is denominated in (e.g. XBT).

underlyingToPositionMultiplier

number

Multiplier from underlying currency to position currency.

underlyingToSettleMultiplier

number

Multiplier from underlying currency to settle currency.

quoteToSettleMultiplier

number

Multiplier from quote currency to settle currency.

isQuanto

boolean

Indicates if the contract is quanto or not.

isInverse

boolean

Indicates if the contract is inverse or not.

initMargin

number

Initial margin requirement - Contract specific.

maintMargin

number

Maintenance margin requirement - Contract specific.

riskLimit

number

The max-leverage Risk Limit for this instrument.

riskStep

number

When increasing your Risk Limit, the Risk Step is the size that the Risk Limit increases per multiple of the maintenance margin.

limit

number

The limit of daily price change.

taxed

boolean

Depreciated - whether it can be taxed (legacy)

deleverage

boolean

Whether it can be deleveraged

makerFee

number

Maker Fee 

takerFee

number

Taker Fee 

settlementFee

number

Settlement Fee rate.

insuranceFee

number

Depreciated - Insurance fee rate (legacy).

fundingBaseSymbol

string

Funding base currency. (Only applies to quanto contracts)

fundingQuoteSymbol

string

Funding quote currency. (Only applies to quanto contracts)

fundingPremiumSymbol

string

Funding premium index. (Only applies to quanto contracts)

fundingTimestamp

string

Next funding time. (Only applies to quanto contracts) (e.g., ""2020-09-14T02:26:42.916Z"").

fundingInterval

string

The time between two consecutive fundings. (Only applies to quanto contracts) (e.g., ""2020-09-14T02:26:42.916Z"").

fundingRate

number

The funding rate (if applicable) of the instrument.

indicativeFundingRate

number

Indicative funding rate for the next 8-hour period.

rebalanceTimestamp

string

Depreciated - Next rebalance time (legacy) (e.g., ""2020-09-14T02:26:42.916Z"").

rebalanceInterval

string

Depreciated - The time between two consecutive rebalances (legacy) (e.g., ""2020-09-14T02:26:42.916Z"").

prevClosePrice

number

Close price of the previous trading session.

limitDownPrice

number

Down limit of the order price.

limitUpPrice

number

Up limit of the order price.

totalVolume

number

Lifetime volume.

volume

number

Volume of the current trading session.

volume24h

number

24-hour volume, sum size (trade table) i.e., lastQty from execution.

prevTotalTurnover

number

Lifetime turnover up to this session start time.

totalTurnover

number

Lifetime turnover.

turnover

number

Turnover of the current trading session

turnover24h

number

24-hour turnover, sum grossValue (trade table) i.e., abs execCost from execution.

homeNotional24h

number

The volume24hr of underlying currency.

foreignNotional24h

number

The volume24hr of quote currency.

prevPrice24h

number

Price from 24 hours ago.

vwap

number

Volume-weighted average price of the last 24 hours.

highPrice

number

Highest price in the last 24 hours.

lowPrice

number

Lowest price in the last 24 hours.

lastPrice

number

Last price.

lastPriceProtected

number

Last price protected by price band (see https://www.bitmex.com/app/fairPriceMarking#Last-Price-Protected-Marking)

lastTickDirection

string

The relationship between the last trade’s price and the previous ones (MinusTick, ZeroMinusTick, ZeroPlusTick, PlusTick).

lastChangePcnt

number

Change percentage in the past 24 hours.

bidPrice

number

Last bid price.

midPrice

number

Average price of bidPrice and askPrice.

askPrice

number

Last ask price.

impactBidPrice

number

Impact bid price (see https://www.bitmex.com/app/fairPriceMarking#Impact-Bid-Ask-and-Mid-Price).

impactMidPrice

number

Impact mid price.

impactAskPrice

number

Impact ask price.

hasLiquidity

boolean

Whether the impact bid and ask prices are within one maintenance margin percentage.

openInterest

number

Open interest in terms of number of contracts.

openValue

number

The open value in the settlement currency of the contract.

fairMethod

string

Method used for fair price calculation, it can be FundingRate or ImpactMidPrice.

fairBasisRate

number

Fair basis rate annualized.

fairBasis

number

Fair basis.

fairPrice

number

The fair price of the instrument.

markMethod

string

Method used for mark price, it can be FairPrice or LastPrice or LastPriceProtected.

markPrice

number

Mark price.

indicativeSettlePrice

number

This is the price of the index associated with the instrument.

settledPriceAdjustmentRate

number

optionUnderlyingPrice

number

The price of the underlying asset for option. Option underlying price. Null for others.

settledPrice

number

Settled price, for settled contracts. Null for others

minTick

number

fundingBaseRate

number

fundingQuoteRate

number

timestamp

string

Timestamp (e.g., ""2020-09-14T02:26:42.916Z"").