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  4. Real-Time Depth

Real-Time Depth

Real-time order book depth data for all futures contracts, covering China's four major futures exchanges and mainstream international futures markets, including multi-level buy-sell prices, order volumes and real-time order book changes. Data is accurate to the millisecond level, covering major domestic and international futures exchanges.

GET/future/depth

Request Parameters

regionenumRequired

Market code

codestringRequired

Product code

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/future/depth?region=US&code=NQ"

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

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

print(response.text)

Query URL

GEThttps://api.itick.org/future/depth?region=US&code=NQ

, Run query

Response Result

{
  "code": 0,
  "msg": null,
  "data": {
    "s": "NQ",
    "a": [
      {
        "po": 1,
        "p": 22949,
        "v": 1,
        "o": 1
      }
    ],
    "b": [
      {
        "po": 1,
        "p": 22948.25,
        "v": 3,
        "o": 1
      }
    ]
  }
}