Quote Updates

Authenticated channel for streaming real-time quote responses from RFQ requests.

Authenticated channel. Connect to: wss://wss.prime.kraken.com/ws/v1

Request stream of Quotes. All quote responses are sent as Quote updates. To request a quote, send a QuoteRequest message. The server responds with one or many Quote messages as the streaming prices update.

Subscribe Request

Subscribe Schema

reqid · number · required

Request ID - will be echoed back in the response structure.

type · string · required

Request type. Value: subscribe

streams · array · required

Array containing the Quote stream configuration.

Show properties

name · string · required

Subscription name. Value: Quote

StartDate · string

If provided, the subscription will return quotes for rfqs that were submitted after this time.

EndDate · string

If provided, the subscription will return quotes for rfqs that were submitted before this time.

Symbol · string

If provided, Symbol of the security to get the orders for.

RFQID · string

If provided, filter by RFQID.

Example

{
  "reqid": 6,
  "type": "subscribe",
  "streams": [
    {
      "name": "Quote",
      "StartDate": "2021-09-14T00:00:00.000000Z"
    }
  ]
}

Response

Response Schema

reqid · number · required

A number that relates this response to a request.

type · string · required

The type of message sent.

ts · string · required

An ISO-8601 UTC string of the form 2019-02-13T05:17:32.000000Z.

initial · boolean

If this is initial data for a request, the initial flag will be set.

seqNum · number · required

The sequence number for this response per request.

action · string

“Update” or “Remove” - tells the client if the given entity should be removed or added/updated.

data · array · required

Array of Quote data.

Show properties

Timestamp · string · required

Timestamp of the message.

Symbol · string · required

Symbol of the order security.

Currency · string · required

Currency of Quantity.

RFQID · string

Server assigned RFQID for RFQ Orders.

QuoteReqID · string · required

Client assigned Quote Req ID for the quote request.

QuoteStatus · string · required

Status of the quote. Possible values: PendingNew, Open, PendingCancel, Canceled, PendingFill, Filled, Rejected

QuoteID · string · required

Server assigned ID for this quote update.

QuoteRequestRejectReason · string

Quote request reject reason, specified when ExecType=Rejected.

SubmitTime · string · required

Time of original quote request submission.

OrderQty · string · required

Order quantity.

AmountCurrency · string · required

Currency of Amount.

EndTime · string · required

End time of RFQ.

Side · string

Quote side. Possible values: Buy, Sell

TradedPx · string

The price of the trade if the quote is filled.

TradedQty · string

The quantity of the trade if the quote is filled.

TradedAmt · string

The amount of the trade if the quote is filled.

BidPx · string

Bid quote price.

BidAmt · string

Bid quote amount in units of AmountCurrency.

OfferPx · string

Offer quote price.

OfferAmt · string

Offer quote amount in units of AmountCurrency.

ValidUntilTime · string · required

The expire time of the quote.

CustomerUser · string

The customer user associated with this quote.

Example

{
  "reqid": 9,
  "type": "Quote",
  "ts": "2021-09-14T22:31:27.214025Z",
  "initial": false,
  "seqNum": 3,
  "data": [
    {
      "Timestamp": "2021-09-14T22:31:27.204209Z",
      "Symbol": "BTC-USD",
      "Currency": "BTC",
      "RFQID": "8688ceab-ea67-416c-8ce1-9b63d6c0fe4e",
      "QuoteReqID": "7feb22f0-15ab-11ec-b0a2-2554a9e1e7a4",
      "QuoteStatus": "Open",
      "QuoteID": "20e240c5-9a82-4731-809e-91b3a2bf2f49",
      "SubmitTime": "2021-09-14T22:31:27.183751Z",
      "OrderQty": "0.30000000",
      "AmountCurrency": "USD",
      "EndTime": "2021-09-14T22:31:42.183751Z",
      "BidPx": "46836.27",
      "BidAmt": "14050.88",
      "OfferPx": "46879.47",
      "OfferAmt": "14063.85",
      "ValidUntilTime": "2021-09-14T22:31:28.204209Z",
      "CustomerUser": "[e-mail]"
    }
  ]
}