Market:QueryDepthFull

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: Paritech.Zenith.Market.Data

Request

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

Response

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.

Example

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
    }
  }
 ]
}