What is a ticker ?
A ticker, a synonym for a stock symbol, is the short form of full security (asset). A ticker has a stream of quotes (AKA prices) attached to it, continuously updated throughout a trading session by the various exchanges.
For example, take ETH-BTC
, if you have curl and jq installed, you can get a ticker from Kucoin with this command
curl -s https://api.kucoin.com/api/v1/market/orderbook/level1?symbol=ETH-BTC \
| jq .data
The result will look like this :
{
"time": 1597187421265,
"sequence": "1594340550066",
"price": "0.033131",
"size": "0.0013217",
"bestBid": "0.03313",
"bestBidSize": "2.1812529",
"bestAsk": "0.033131",
"bestAskSize": "2.8001025"
}
The first listed currency of a currency pair is called the base currency (ETH in our example), and the second currency is called the quote currency (BTC in our example). A price at 0.033131 means 1 Ether can be bought with 0.033131 Bitcoin.
These are the fields you can find on a ticker quote:
Field | Description |
---|---|
currencyPair | Currency pair |
open | The opening price is the first trade price that was recorded during the day’s trading. |
last | Last trade field is the price at which the last trade was executed. |
bid | The bid price shown represents the highest price. |
ask | The ask price shown represents the lowest price. |
high | The day’s high price. |
low | The day’s low price. |
vwap | Volume-weighted average price (VWAP) is the ratio of the value traded to total volume traded over a particular time horizon (usually one day). |
volume | Volume is the number of shares or contracts traded. |
quoteVolume | Quote volume |
bidSize | The bid size represents the quantity of a security that investors are willing to purchase at a specified bid price. |
askSize | The ask size represents the quantity of a security that investors are willing to sell at a specified selling price. |
timestamp | The moment at which the account information was retrieved. |