The WebSocket API v1 market data feeds are a series of public (unauthenticated) feeds, that provide a real time stream of the available trading data (ticker, time and sales, order book, etc.) for our markets.

As live market data streams, any changes to the market data (such as updates to the best bid/ask prices or volumes, for example) would cause an update message to be sent via one or more of the market data feeds.

Once a connection to the WebSocket API v1 has been established (using the public URL wss://ws.kraken.com/), the market data feeds can be subscribed to by sending a subscription message like the following:

Upon receipt of a valid subscription request, the market data feeds would send a subscription confirmation message:

followed by an initial market data snapshot (depending upon the feed in question), and then the live stream of the real time market data.

The following is an example of the ticker feed, illustrating the type of messages that are received for various market data changes (such as trade occurring causing the best bid/ask volume to change):

[324,{"a":["42243.20000",3,"3.04172624"],"b":["42243.10000",0,"0.28500000"],"c":["42243.20000","0.00073657"],"v":["634.15053067","2117.90194729"],"p":["41908.86644","41673.47236"],"t":[7214,21130],"l":["40772.20000","40772.20000"],"h":["42474.30000","42571.50000"],"o":["41016.00000","41896.10000"]},"ticker","XBT/USD"]
{"event":"heartbeat"}
{"event":"heartbeat"}
{"event":"heartbeat"}
{"event":"heartbeat"}
[324,{"a":["42243.20000",0,"0.01460168"],"b":["42243.10000",3,"3.82293519"],"c":["42243.20000","0.01398000"],"v":["634.16451067","2117.88824812"],"p":["41908.87381","41673.47318"],"t":[7215,21126],"l":["40772.20000","40772.20000"],"h":["42474.30000","42571.50000"],"o":["41016.00000","41898.80000"]},"ticker","XBT/USD"]
{"event":"heartbeat"}
{"event":"heartbeat"}
{"event":"heartbeat"}
{"event":"heartbeat"}
{"event":"heartbeat"}
[324,{"a":["42255.00000",0,"0.08406816"],"b":["42243.10000",6,"6.33160603"],"c":["42255.00000","0.01593184"],"v":["634.19504419","2117.90471127"],"p":["41908.89020","41673.47996"],"t":[7217,21123],"l":["40772.20000","40772.20000"],"h":["42474.30000","42571.50000"],"o":["41016.00000","41908.00000"]},"ticker","XBT/USD"]
{"event":"heartbeat"}
{"event":"heartbeat"}
{"event":"heartbeat"}
{"event":"heartbeat"}
{"event":"heartbeat"}
[324,{"a":["42254.80000",0,"0.53200000"],"b":["42251.60000",0,"0.10000000"],"c":["42254.80000","0.05800000"],"v":["634.25304419","2117.94005439"],"p":["41908.92184","41673.49337"],"t":[7218,21122],"l":["40772.20000","40772.20000"],"h":["42474.30000","42571.50000"],"o":["41016.00000","41922.40000"]},"ticker","XBT/USD"]
{"event":"heartbeat"}
{"event":"heartbeat"}
{"event":"heartbeat"}
[324,{"a":["42248.60000",2,"2.84602281"],"b":["42247.00000",0,"0.12500000"],"c":["42248.60000","0.04168347"],"v":["634.29472766","2117.98132192"],"p":["41908.94416","41673.50464"],"t":[7219,21122],"l":["40772.20000","40772.20000"],"h":["42474.30000","42571.50000"],"o":["41016.00000","41922.40000"]},"ticker","XBT/USD"]
[324,{"a":["42248.60000",2,"2.83204281"],"b":["42246.90000",0,"0.10000000"],"c":["42248.60000","0.01398000"],"v":["634.30870766","2117.99530192"],"p":["41908.95164","41673.50844"],"t":[7220,21123],"l":["40772.20000","40772.20000"],"h":["42474.30000","42571.50000"],"o":["41016.00000","41922.40000"]},"ticker","XBT/USD"]
{"event":"heartbeat"}
{"event":"heartbeat"}

Note that heartbeat messages are sent at a frequency of 1 per second when there is no ticker (or other market data) available.

Details of the individual fields/values within the JSON messages for the ticker feed (and all of the other market data feeds) are available in our WebSocket API v1 documentation.