Retrieves the current full market depth for a symbol.
This query is only available for symbols that offer DepthFull in their SubscriptionData
.
Controller: Market
Topic: QueryDepthFull
Action: Publish
Permissions: Zenith/Market
Name | Type | Description |
---|---|---|
Market | String | Required. The code for the Market the symbol belongs to. Can be a Mixed Market code |
Code | String | Required. The symbol code to retrieve depth for |
An unordered array of Depth Change objects, containing a single clear followed by Additions for all the current Orders. See the Depth subscription for more information.
websocket.send(JSON.stringify(
{
Controller:"Market",
Topic:"QueryDepthFull",
TransactionID:1,
Data:
{
Code:"BHP",
Market:"ASX"
}
}));
Sample Response:
{
"Controller":"Market",
"Topic":"QueryDepthFull",
"TransactionID":1,
"Data":
[
{
"O":"C"
},
{
"O":"A",
"Order":
{
"ID":"5c797301-0001-bfe6-0000-000000000031",
"Side":"Bid",
"Price":0.01,
"Position":28,
"Quantity":1
}
}
]
}