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Aggregate Trade Streams

Stream Description​

The Aggregate Trade Streams push market trade information that is aggregated for fills with same price and taking side every 100 milliseconds.

Stream Name​

<symbol>@aggTrade

Update Speed​

100ms

Response Example​

{
  "e":"aggTrade",		// Event type
  "E":1591261134288,	// Event time
  "a":424951,			// Aggregate trade ID
  "s":"BTCUSD_200626",	// Symbol
  "p":"9643.5",			// Price
  "q":"2",				// Quantity
  "f":606073,			// First trade ID
  "l":606073,			// Last trade ID
  "T":1591261134199,	// Trade time
  "m":false,				// Is the buyer the market maker?
  "st": 1              // (After CM migration) Symbol type: 1 = UM, 2 = CM
}

After CM migration, the payload is appended with a new st field (1 = UM, 2 = CM).