---
title: "Get Market Tick"
method: GET
path: "/v1/markets/{symbol}/tick"
tags: ["market-data"]
---

# Get Market Tick

`GET /v1/markets/{symbol}/tick`

## Request

- Base URL: `https://api.exchange.bullish.com/trading-api`
- URL: `https://api.exchange.bullish.com/trading-api/v1/markets/{symbol}/tick`
- Auth: none required
- TypeScript: <https://skmtc.dev/bullish/apis/bullish-trading-api/docs/v1/markets/:symbol/tick/get.ts> (a function with typed inputs; its response is checked against the schema)

Get Current Tick by Market Symbol.
- return top 100

**Ratelimited:** `False`

## Path parameters

- `symbol` string, required: market symbol. E.g. `BTCUSDC`

## Response `200`

OK

- Tick: Pricing parameters for option instruments. Only returned for option markets and omitted for spot and perpetual markets.
  - `createdAtDatetime` string, date-time, required: ISO 8601 with millisecond as string
  - `createdAtTimestamp` string, string, required: unsigned 64 bit integer value which is the number of milliseconds since EPOCH expressed as string
  - `high` string, required: see [asset value](/rest/general/price-quantity-precision) format
  - `low` string, required: see [asset value](/rest/general/price-quantity-precision) format
  - `bestBid` string, required: see [asset value](/rest/general/price-quantity-precision) format
  - `bidIVPercentage` string: Implied volatility of the best bid price
  - `bidVolume` string, required: see [asset value](/rest/general/price-quantity-precision) format
  - `bestAsk` string, required: see [asset value](/rest/general/price-quantity-precision) format
  - `askIVPercentage` string: Implied volatility of the best ask price
  - `askVolume` string, required: see [asset value](/rest/general/price-quantity-precision) format
  - `vwap` string, required: see [asset value](/rest/general/price-quantity-precision) format
  - `open` string, required: see [asset value](/rest/general/price-quantity-precision) format
  - `close` string, required: see [asset value](/rest/general/price-quantity-precision) format
  - `last` string, required: see [asset value](/rest/general/price-quantity-precision) format
  - `change` string, required: see [asset value](/rest/general/price-quantity-precision) format
  - `percentage` string, required: see [asset value](/rest/general/price-quantity-precision) format
  - `average` string, required: see [asset value](/rest/general/price-quantity-precision) format
  - `baseVolume` string, required: see [asset value](/rest/general/price-quantity-precision) format
  - `quoteVolume` string, required: see [asset value](/rest/general/price-quantity-precision) format
  - `bancorPrice` string, required: see [asset value](/rest/general/price-quantity-precision) format
  - `markPrice` string: mark price represents the fair value of a contract at the current time.
  - `fundingRate` string: funding rate, expressed as a percentage, is used to calculate funding, which measures the relative difference between the index price and mark price.
  - `openInterest` string: open interest is the total quantity of open long positions and short positions, see [asset value](/rest/general/price-quantity-precision) format (only applies to derivatives market)
  - `lastTradeDatetime` string, date-time, required: ISO 8601 with millisecond as string
  - `lastTradeTimestamp` string, string, required: unsigned 64 bit integer value which is the number of milliseconds since EPOCH expressed as string
  - `lastTradeQuantity` string, required: see [asset value](/rest/general/price-quantity-precision) format
  - `ammData` AmmData[], required: AMM data of all available fee tiers. Not applicable for `Option` markets
    - `feeTierId` string, required: unique fee tier ID, see [Get Market By Symbol](/rest/api/get-market-by-symbol)
    - `bidSpreadFee` string, required: bid spread fee
    - `askSpreadFee` string, required: ask spread fee
    - `currentPrice` string, required: current AMM price
  - `delta` string: Sensitivity of an option's price to a $1 change in the price of the underlying asset. Only present for option markets.
  - `gamma` string: Rate of change of Delta with respect to a $1 change in the underlying asset's price. Only present for option markets.
  - `theta` string: The rate at which an option's price decreases as it approaches its expiration date. Only present for option markets.
  - `vega` string: Sensitivity of an option's price to a 1% change in the implied volatility of the underlying asset. Only present for option markets.

## Other responses

- `404`: Resource Not Found
- `429`: Too Many Requests
- `500`: Internal Server Error

---

[API](https://skmtc.dev/bullish/apis/bullish-trading-api.md) - [All operations](https://skmtc.dev/bullish/apis/bullish-trading-api/llms.txt) - [OpenAPI document](https://skmtc.dev/bullish/apis/bullish-trading-api/revisions/df5d69ccedcf?raw)