Market Data

Market Data Channels

Reference data streams — prices, rates, volatility surfaces, and instrument listings. For order lifecycle events, see Orderbook.

ChannelDescriptionGuide
index_priceUnderlying asset price updatesIndex Price
instrumentsAvailable instruments list updatesInstruments
fundingFunding rate updates (perps)Funding
interest_rateInterest rate changesInterest Rate
ivImplied volatility (SVI) surfaceIV (SVI)

Related channels

ChannelWhy
OrderbookOrder lifecycle events (post, cancel, fill). Separated from market data — orderbooks are execution, not reference data.
Account StateRisk metrics that depend on market data inputs (mark prices, Greeks computed from IV + rates).
PositionPosition mark prices and Greeks update when market data changes.