Market:QueryDepthLevels

Retrieves the current Price Levels in Market Depth for a symbol.

This query is only available for symbols that offer DepthShort in their SubscriptionData.

Controller: Market
Topic: QueryDepthLevels
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 ordered array of Depth Level Change objects, to be applied in sequence. See the Levels subscription for more information.

Example

websocket.send(JSON.stringify(
{
 Controller:"Market",
 Topic:"QueryDepthLevels",
 TransactionID:1,
 Data:
 {
  Code:"BHP",
  Market:"ASX"
 }
}));

Sample Response:

{
 "Controller":"Market",
 "Topic":"QueryDepthLevels",
 "TransactionID":1,
 "Data":
 [
  {
   "O":"C"
  },
  {
   "O":"A",
   "Level":
   {
    "ID":"00000001-0000-0000-0000-000000000001",
    "Side":"Bid",
    "Price":15.2,
    "Volume":10
   }
  }
 ]
}