Below are the field definitions for the /instrument endpoints:
[
{
"symbol": "string", // The contract for this position.
"rootSymbol": "string",// Root symbol for the instrument, used for grouping on the frontend.
"state": "string", // State of the instrument, it can be `Open`Closed`Unlisted`Expired`Cleared.
"typ": "string", // Type of the instrument (e.g. Futures, Perpetual Contracts).
"listing": "2020-09-14T02:26:42.916Z",// Date when the instrument was listed.
"front": "2020-09-14T02:26:42.916Z", // Front month time.
"expiry": "2020-09-14T02:26:42.916Z", // Date when the instrument is expired.
"settle": "2020-09-14T02:26:42.916Z", // Date when the instrument is expired (always the same as expiry).
"relistInterval": "2020-09-14T02:26:42.916Z", // Depreciated - The time between two consecutive listings. Only applies to UPs & DOWNs, that are settled and relisted every 7 days.
"inverseLeg": "string", // Depreciated - Instrument that this instrument will merge to (legacy).
"sellLeg": "string",// Depreciated - Sell leg of the calendar spreads (legacy).
"buyLeg": "string",// Depreciated - Buy leg of the calendar spreads (legacy).
"optionStrikePcnt": 0, // Depreciated - UPs and DOWNs only. Strike percent
"optionStrikeRound": 0, // Depreciated - UPs and DOWNs only. Strike round, always 250
"optionStrikePrice": 0, // Depreciated - UPs and DOWNs only. Strike price
"optionMultiplier": 0, // Depreciated - UPs and DOWNs only. Contract multiplier
"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": "2020-09-14T02:26:42.916Z", // The time between two consecutive calculations. Only available for BTMX reference indices.
"publishInterval": "2020-09-14T02:26:42.916Z", // The time between two consecutive publish. Available for all indices.
"publishTime": "2020-09-14T02:26:42.916Z" // The time of the publish. Only available for BTMX reference indices.
"maxOrderQty": 0, // Maximum order quantity - Contract specific and applies to contracts only.
"maxPrice": 0, // Maximum price - Applies to contracts only.
"lotSize": 0, // Lot size - The minimum unit in an order quantity - Applies to contracts only.
"tickSize": 0,// Minimum price movement of a trading instrument.
"multiplier": 0, // contract specific multiplier which determines the worth of the contract.
"settlCurrency": "string",// Currency that PnL is denominated in (e.g. XBT).
"underlyingToPositionMultiplier": 0, // Multiplier from underlying currency to position currency.
"underlyingToSettleMultiplier": 0, // Multiplier from underlying currency to settle currency.
"quoteToSettleMultiplier": 0, // Multiplier from quote currency to settle currency.
"isQuanto": true, // Is the contract quanto or not.
"isInverse": true, // Is the contract inverse or not.
"initMargin": 0 // Initial margin requirement - Contract specific.
"maintMargin": 0, // Maintenance margin requirement - Contract specific.
"riskLimit": 0, // The max-leverage Risk Limit for this instrument.
"riskStep": 0, // When increasing your Risk Limit, the Risk Step is the size that the Risk Limit increases per multiple of the maintenance margin.
"limit": 0, // The limit of daily price change.
"capped": true, // Whether it's capped or not
"taxed": true, // Depreciated - whether it can be taxed (legacy)
"deleverage": true, // whether it can be deleveraged
"makerFee": 0, // Maker Fee (-0.0250%).
"takerFee": 0, // Taker Fee (0.0750%).
"settlementFee": 0, // Settlement Fee rate.
"insuranceFee": 0, // 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": "2020-09-14T02:26:42.916Z", // Next funding time. (Only applies to quanto contracts)
"fundingInterval": "2020-09-14T02:26:42.916Z", // The time between two consecutive fundings. (Only applies to quanto contracts)
"fundingRate": 0, // The funding rate (if applicable) of the instrument.
"indicativeFundingRate": 0, // Indicative funding rate for the next 8 hour period.
"rebalanceTimestamp": "2020-09-14T02:26:42.916Z", // Depreciated - Next rebalance time (legacy).
"rebalanceInterval": "2020-09-14T02:26:42.916Z", // Depreciated - The time between two consecutive rebalances (legacy).
"openingTimestamp": "2020-09-14T02:26:42.916Z", // Opening timestamp of the last trading session of this contract.
"closingTimestamp": "2020-09-14T02:26:42.916Z" // Closing timestamp of the last trading session of this contract.
"sessionInterval": "2020-09-14T02:26:42.916Z", // Session interval of this contract.
"prevClosePrice": 0, // Close price of the previous trading session.
"limitDownPrice": 0, // Down limit of the order price.
"limitUpPrice": 0, // Up limit of the order price.
"bankruptLimitDownPrice": 0, // Depreciated - Legacy.
"bankruptLimitUpPrice": 0, // Depreciated - Legacy.
"prevTotalVolume": 0, // Lifetime volume up to this session start time.
"totalVolume": 0, // Lifetime volume.
"volume": 0, // Volume of the current trading session.
"volume24h": 0, // 24 hour volume, sum size (trade table) i.e. lastQty from execution
"prevTotalTurnover": 0, // Lifetime turnover up to this session start time.
"totalTurnover": 0, // Lifetime turnover.
"turnover": 0, // Turnover of the current trading session
"turnover24h": 0,// 24 hour turnover, sum grossValue (trade table) i.e. abs execCost from execution.
"homeNotional24h": 0, // The volume24hr of underlying currency.
"foreignNotional24h": 0, // The volume24hr of quote currency.
"prevPrice24h": 0, // Price of 24 hour ago.
"vwap": 0, // Volume weighted average price of the last 24 hours.
"highPrice": 0, // Highest price in the last 24hrs.
"lowPrice": 0, // Lowest price in the last 24hrs.
"lastPrice": 0, // Last price.
"lastPriceProtected": 0, // 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": 0, // Change percentage in the past 24hrs.
"bidPrice": 0, // Last bid price.
"midPrice": 0, // Average price of bidPrice and askPrice.
"askPrice": 0, // Last ask price.
"impactBidPrice": 0, // Impact bid brice (see https://www.bitmex.com/app/fairPriceMarking#Impact-Bid-Ask-and-Mid-Price).
"impactMidPrice": 0, // Impact mid price.
"impactAskPrice": 0, // Impact ask price.
"hasLiquidity": true, // Whether the impact bid and ask prices are within one maintenance margin percentage.
"openInterest": 0, // Open interest in terms of number of contracts.
"openValue": 0, // 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": 0, // Fair basis rate annualised.
"fairBasis": 0, // Fair basis.
"fairPrice": 0, // The fair price of the instrument.
"markMethod": "string", // Method used for mark price, it can be FairPrice or LastPrice or LastPriceProtected.
"markPrice": 0, // Mark price.
"indicativeTaxRate": 0, // Depreciated - Indicative tax rate (legacy).
"indicativeSettlePrice": 0, // This is the price of the index associated with the instrument.
"optionUnderlyingPrice": 0, // The price of the underlying asset for option. Option underlying price. Null for others.
"settledPrice": 0, // Settled price, for settled contracts. Null for others
"timestamp": "2020-09-14T02:26:42.916Z"// Timestamp
}
]