Market Data
Market Data Channels
Reference data streams — prices, rates, volatility surfaces, and instrument listings. For order lifecycle events, see Orderbook.
| Channel | Description | Guide |
|---|---|---|
| index_price | Underlying asset price updates | Index Price |
| instruments | Available instruments list updates | Instruments |
| funding | Funding rate updates (perps) | Funding |
| interest_rate | Interest rate changes | Interest Rate |
| iv | Implied volatility (SVI) surface | IV (SVI) |
Related channels
| Channel | Why |
|---|---|
| Orderbook | Order lifecycle events (post, cancel, fill). Separated from market data — orderbooks are execution, not reference data. |
| Account State | Risk metrics that depend on market data inputs (mark prices, Greeks computed from IV + rates). |
| Position | Position mark prices and Greeks update when market data changes. |
Updated about 1 month ago
