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Real-Time Depth

Obtain real-time order book depth data for stocks, providing complete five-level or ten-level buy-sell quotes, including order volumes and cumulative order volumes at each price level. Data refreshes in real-time with millisecond-level latency, accurately reflecting the comparison of market buying and selling forces.

GET/stock/depth

Request Parameters

regionenumRequired

Market code, supports HK（Hong Kong）、SH（Shanghai）、SZ（Shenzhen）、US（US stocks）、SG（Singapore）、JP（Japan）、TW（Taiwan）、IN（India）、TH（Thailand）、DE（Germany）、MX（Mexico）、MY（Malaysia）、TR（Turkey）、ES（Spain）、NL（Netherlands）、GB（Great Britain）etc.

exchangestring

Exchange, Use exchange to differentiate stocks in the same market. Empty returns primary exchange only. See /symbol/list for exchange codes.

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/stock/depth?region=HK&code=700"

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

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

print(response.text)

Query URL

GEThttps://api.itick.org/stock/depth?region=HK&code=700

, Run query

Response Example

{
  "code": 0,
  "msg": null,
  "data": {
    "s": "700",
    "a": [
      {
        "po": 1,
        "p": 567,
        "v": 13400,
        "o": 3
      },
      {
        "po": 2,
        "p": 567.5,
        "v": 170200,
        "o": 52
      },
      {
        "po": 3,
        "p": 568,
        "v": 268400,
        "o": 217
      },
      {
        "po": 4,
        "p": 568.5,
        "v": 126000,
        "o": 72
      },
      {
        "po": 5,
        "p": 569,
        "v": 132200,
        "o": 133
      },
      {
        "po": 6,
        "p": 569.5,
        "v": 185800,
        "o": 108
      },
      {
        "po": 7,
        "p": 570,
        "v": 423200,
        "o": 706
      },
      {
        "po": 8,
        "p": 570.5,
        "v": 108500,
        "o": 58
      },
      {
        "po": 9,
        "p": 571,
        "v": 141400,
        "o": 221
      },
      {
        "po": 10,
        "p": 571.5,
        "v": 83600,
        "o": 90
      }
    ],
    "b": [
      {
        "po": 1,
        "p": 566.5,
        "v": 24700,
        "o": 5
      },
      {
        "po": 2,
        "p": 566,
        "v": 27500,
        "o": 7
      },
      {
        "po": 3,
        "p": 565.5,
        "v": 35000,
        "o": 17
      },
      {
        "po": 4,
        "p": 565,
        "v": 177200,
        "o": 80
      },
      {
        "po": 5,
        "p": 564.5,
        "v": 42800,
        "o": 30
      },
      {
        "po": 6,
        "p": 564,
        "v": 43000,
        "o": 53
      },
      {
        "po": 7,
        "p": 563.5,
        "v": 82600,
        "o": 34
      },
      {
        "po": 8,
        "p": 563,
        "v": 103900,
        "o": 78
      },
      {
        "po": 9,
        "p": 562.5,
        "v": 58700,
        "o": 31
      },
      {
        "po": 10,
        "p": 562,
        "v": 36900,
        "o": 92
      }
    ]
  }
}