API Change: Instrument Bid, Ask, and Mid Prices

We’re excited to report that BitMEX has reached all-time highs in trading volume in the last week. As trading volume increases, we are making optimizations to our trading engine and processes.

We expect to land many major optimizations in the coming days. Most will not have any visible changes, but the following may affect API connectors:

  • Changes to Instrument bidPrice, askPrice, and midPrice will now be made on a 5 second timer, rather than on every update to the best bid/offer.

For most consumers, this should not cause an issue. If you need up-to-the-millisecond quote data, please use the quote subscription in the future. The quote feed has been present for years and always contains the best bid/ask:


This change will be effective Monday, May 29 at 12:00 UTC.

Thank you to our loyal traders for being a part of our growth!