Ticker Data

GET

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Get Ticker Statistics

Retrieve 24-hour ticker statistics including price changes, volume, and high/low prices.

Python SDK Usage

Data Format - CommonTicker

Ticker data is stored using the CommonTicker structure, which captures comprehensive 24-hour trading statistics including price movements, volume metrics, and trade counts:

Schema Overview

Each ticker event contains timing information, comprehensive price statistics, volume data, and trading activity metrics for a 24-hour period.

Field Definitions

Field	Type	Nullable	Description
received_time	INT64	No	Unix timestamp (nanoseconds) when our system received the ticker event
event_time	INT64	No	Unix timestamp (exchange dependent on timescale) when the exchange generated the ticker
symbol	STRING	No	Trading pair symbol (e.g., 'BTCUSDT')
price_change	STRING	Yes	Absolute price change over 24h period (stored as string for precision)
price_change_percent	STRING	Yes	Percentage price change over 24h period
weighted_average_price	STRING	Yes	Volume-weighted average price over 24h period
last_price	STRING	Yes	Most recent trade price
last_quantity	STRING	Yes	Quantity of the most recent trade
open_price	STRING	Yes	Opening price at start of 24h period
high_price	STRING	Yes	Highest price during 24h period
low_price	STRING	Yes	Lowest price during 24h period
base_asset_volume	STRING	Yes	Total volume in base asset (e.g., BTC in BTCUSDT)
quote_asset_volume	STRING	Yes	Total volume in quote asset (e.g., USDT in BTCUSDT)
statistics_open_time	INT64	Yes	Unix timestamp when the 24h statistics period started
statistics_close_time	INT64	Yes	Unix timestamp when the 24h statistics period ended
first_trade_id	INT64	Yes	ID of the first trade in the 24h period
last_trade_id	INT64	Yes	ID of the last trade in the 24h period
total_trades	INT64	Yes	Total number of trades executed during 24h period

Data Categories

Price Metrics

last_price - Current market price
open_price - 24h period start
high_price - 24h maximum
low_price - 24h minimum
weighted_average_price - VWAP

Volume Metrics

base_asset_volume - Base currency volume
quote_asset_volume - Quote currency volume
last_quantity - Latest trade size
total_trades - Trade count

Change Metrics

price_change - Absolute change
price_change_percent - Relative change
statistics_open_time - Period start
statistics_close_time - Period end

Important Note

Some exchanges only include fields in updates when their values have changed. For these exchanges, if a column is null, it means the value has not changed since the last non-null update.