GetLevel1

Category: User Permissions: GetLevel1, Trading, Public Call Type: Synchronous

Provides a current Level 1 snapshot (best bid, best offer) of a specific instrument trading on an Order Management System. The Level 1 snapshot does not allow the user to specify the level of market depth information on either side of the bid and ask.

Request

{
  "OMSId":1,
  "InstrumentId":1
}

Response

productPairCode is the same as InstrumentId. The two are synonymous and refer to the same object.

{
  "exchangeId": 0,
  "productPairCode": 0,
  "bestBid": 0.0,
  "bestOffer": 0.0,
  "volume": 0.0,
  "lastTradedPx": 0.0,
  "lastTradedVolume": 0.0,
  "lastTradeTime": 0,
  "timeStamp": 0,
  "bidQty": 0.0,
  "askQty": 0.0,
  "bidOrderCt": 0,
  "askOrderCt": 0,
  "sessionOpen": 0.0,
  "sessionHigh": 0.0,
  "sessionLow": 0.0,
  "sessionClose": 0.0,
  "currentDayVolume": 0.0,
  "currentDayNumTrades": 0.0,
  "currentDayPxChange": 0.0,
  "rolling24HrVolume": 0.0,
  "rolling24NumTrades": 0.0,
  "rolling24HrPxChange": 0.0,
  "rolling24HrPxChangePercent": 0.0
} 

Last updated

Logo