The exchange id, as GET /exchanges lists it. For a dex source, the chain the pool is on; robinhood is the only one today.
The instruments the run reads. For a run started with a list, that list as sent; for one started without instruments, or with ["*"], what the start resolved: the list of pairs the compilation of the strategy records as the instruments it accepts, when it records one, or ["*"] for every instrument the exchange/segment offers (tier-gated). An entry is written BASE/QUOTE and either side can be * to mean any, such as any base paired with USDT. Symbols are not case-sensitive and spaces around them are ignored, so btc/usdt and BTC/USDT are the same instrument. A dex source holds exactly one entry, the address of its pool.
The segment, as GET /exchanges lists it for that exchange, among its liveSegments (a segment with no live data is refused with 400). For a cex source, the market segment (spot today); for a dex source, the protocol of the pool, uniswap-v3 the only one today.
Both ticker and kline connect to the lightest (fastest) cadence available for the exchange — today, 1 tick/second on every supported exchange. Choosing a specific cadence is not offered yet. A dex source supports only kline: one candle per second of the pool's trades.
Venue category. cex is a centralized exchange and dex is one pool on a decentralized exchange, which takes its own exchange, segment, type and instruments (see "Sources" in the Live execution guide). cx and dx, the spellings used before, are still read as cex and dex; the run always reports the new ones.
One market feed a live run consumes. Exactly one entry per run today.