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  4. Batch Real-Time Depth

Batch Real-Time Depth

Batch obtain real-time order book depth data for multiple futures contracts. Provide complete buy-sell order book lists, including multi-level prices and order volumes, with millisecond-level real-time updates.

GET/future/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/future/depths?region=US&codes=NQ,ES"

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

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

print(response.text)

Query URL

GEThttps://api.itick.org/future/depths?region=US&codes=NQ,ES

, Run query

Response Result

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