Below are the field definitions for the Instrument endpoints.

https://www.bitmex.com/api/explorer/#/Instrument


Returned from:

/instrument
/instrument/active
/instrument/activeAndIndices
/instrument/indices

[

  {

"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 Bitcoin multiplier which determines the worth of the contract in XBT.

"settlCurrency": "string",// Currency that PnL is denominated in (always 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": // 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 XBT terms. 

"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": "2020-09-14T02:26:42.917Z" // Timestamp

  }

]


For any questions, please contact us at https://www.bitmex.com/app/support/contact.