# Ticker
### Interface Description
The interface feature is that for each websocket connection, each time the request is sent, the backend will overwrite the previous subscription request by default. After the subscription is successful, data will be pushed.
### Request-Protocol Number: 14000
#### Data format:json
#### Data Structure
**data definition**
| Fields | name | type | Required fields | illustrate |
| ------------ | ------------ | ----- | --------------- | ------------------------------------------------------- |
| symbol\_list | Product List | array | yes | See the symbol definition below for the specific format |
**Symbol definition**
| Fields | name | type | Required fields | illustrate |
| ----------- | ---------------- | ------ | --------------- | ---------------------------------------------------------------------------------------- |
| symbol\_id | Product ID | uint64 | yes | |
| trade\_type | Transaction Type | uint32 | yes | 1: Full position contract, 2: Isolated position contract, 3: Leverage, 5: Spot, 6: Stock |
| trade\_mode | Trading Model | uint32 | yes | 1:MM, 2:ButterflyMM, 3:Matchmaking, 4:Aggregation |
#### Request Example
Copy
```
{
"cmd_id":14000,
"seq_id":123,
"ext":"3baaa938-f92c-4a74-a228-fd49d5e2f8bc-1678419657806",
"data":{
"symbol_list": [
{
"symbol_id": 112312,
"trade_type": 1,
"trade_mode": 1,
}
],
}
}
```
### Response-Protocol Number: 14001
#### Data format:json
#### Data Structure
**data definition**
| Fields | name | type | illustrate |
| ---------- | ------------------ | ----- | ----------------------------------------------------- |
| tick\_list | tick snapshot data | array | See the tick definition below for the specific format |
**Tick definition**
| Fields | name | type | illustrate |
| ----------------------- | ----------------------------------------------------- | ------ | ---------------------------------------------------------------------------------------------- |
| symbol\_id | Product ID | uint64 | |
| trade\_type | Transaction Type | uint32 | 1: Full position contract, 2: Isolated position contract, 3: Leverage, 5: Spot, 6: Stock |
| trade\_mode | Trading Model | uint32 | 1:MM, 2:ButterflyMM, 3:Matchmaking, 4:Aggregation |
| seq | Quotation number | uint64 | |
| tick\_time | Quote timestamp | uint64 | |
| price\_digits | Price decimal places | uint32 | |
| price | Latest transaction price | string | |
| tick\_deep | Depth Quote | array | This depth will only bring one level of quote information, see the tick\_deep definition below |
| open\_price | The opening price of the latest day | string | |
| close\_price | The closing price of the latest day | string | |
| high\_price | The highest price of K in the last day | string | |
| low\_price | The lowest price of K in the last day | string | |
| yesterday\_close\_price | The most recent day's daily K closing price yesterday | string | |
**tick\_deep definition**
| Fields | name | type | illustrate |
| ----------- | ------------------------------ | ------ | ---------- |
| price\_bid | Buy price, buy price | string | |
| price\_ask | Selling price, selling price | string | |
| volume\_bid | Buy one volume, buy volume | string | |
| volume\_ask | Selling volume, selling volume | string | |
#### Example Response
Copy
```
{
"ret":200,
"msg":"ok",
"cmd_id":14001,
"seq_id":123,
"ext":"3baaa938-f92c-4a74-a228-fd49d5e2f8bc-1678419657806",
"data":{
"tick_list":[
{
"symbol_id": 123,
"trade_type": 1,
"trade_mode": 0,
"seq": 1605509068000001,
"tick_time": 1605509068,
"price_digits": 2,
"price": "651.12",
"tick_deep": [
{
"price_bid": "9.12",
"price_ask": "147.12",
"volume_bid": "9.12",
"volume_ask": "147.12",
},
],
"open_price": "651.12",
"close_price": "623.12",
"high_price": "674.12",
"low_price": "619.12",
"yesterday_close_price": "623.12",
},
]
}
}
```
### Push data
#### illustrate
This quote push mainly includes transaction and one-level depth quotes. It is a comprehensive quote push. The data content is a string. Currently, one quote is pushed at a time. The backend service will push the data to the requester who sends a real-time quote subscription request.
#### Field Explanation
p(product ID, quote transaction type, transaction mode, quote sequence number, quote timestamp, current price, first tier bid price, first tier ask price, first tier bid volume, first tier ask volume); “p(symbol\_id,trade\_type,trade\_mode,seq,tick\_time,price,price\_bid1,price\_ask1,volume\_bid1,volume\_ask1);” trade\_type value meaning 1: full position contract, 2: single position contract, 3: leverage, 5: spot, 6: stock trade\_mode value meaning 1: MM, 2: butterfly MM, 3: matching, 4: aggregation
#### Push data example
p(1123,1,0,1232312,34545435345,6.23,6.23,6.24,123,234);
---
# Agent Instructions: Querying This Documentation
If you need additional information that is not directly available in this page, you can query the documentation dynamically by asking a question.
Perform an HTTP GET request on the current page URL with the `ask` query parameter:
```
GET https://docs.multimarkets.org/client-api/market-data/subscribe/ticker.md?ask=
```
The question should be specific, self-contained, and written in natural language.
The response will contain a direct answer to the question and relevant excerpts and sources from the documentation.
Use this mechanism when the answer is not explicitly present in the current page, you need clarification or additional context, or you want to retrieve related documentation sections.