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  4. Batch Real-Time Depth

Batch Real-Time Depth

Provides batch real-time order book data streams for exchange-traded ETFs and LOFs, fully presenting multiple levels of buy/sell prices, order volumes, and order book depth for multiple funds. The data is continuously updated in real-time with millisecond latency to ensure accurate synchronization of market depth.

GET/fund/depths

Request Parameters

regionenumRequired

Market code

codesstringRequired

Product code(s). Separate multiple products with commas. The maximum supported quantity varies by plan: Base: 10, Professional: 20, Premium: 50, Enterprise: custom

Response Parameters

codenumber

Response code

msgstring

Response description

dataobject▶Response result
sstring

Symbol code

aarray(object)▶Ask orders
pointeger

Level

pnumber

Price

vnumber

Order volume

onumber

Order count

barray(object)▶Bid orders
pointeger

Level

pnumber

Price

vnumber

Order volume

onumber

Order count

Code Examples

import requests

url = "https://api.itick.org/fund/depths?region=US&codes=QQQ,IEF"

headers = {
"accept": "application/json"
"token": "Your Token"
}

response = requests.get(url, headers=headers)

print(response.text)

Query URL

GEThttps://api.itick.org/fund/depths?region=US&codes=QQQ,IEF

, Run query

Response Result

{
  "code": 0,
  "msg": null,
  "data": {
    "QQQ": {
      "s": "QQQ",
      "a": [
        {
          "po": 1,
          "p": 0,
          "v": 0,
          "o": 1
        }
      ],
      "b": [
        {
          "po": 1,
          "p": 0,
          "v": 0,
          "o": 1
        }
      ]
    },
    "IEF": {
      "s": "IEF",
      "a": [
        {
          "po": 1,
          "p": 0,
          "v": 0,
          "o": 1
        }
      ],
      "b": [
        {
          "po": 1,
          "p": 0,
          "v": 0,
          "o": 1
        }
      ]
    }
  }
}