GetL2Snapshot

Get Level 2 snapshot for a specific instrument

Provides a current Level 2 snapshot of a specific instrument trading on an Order Management System (OMS) to a user-specified market depth. The snapshot includes buyers and sellers at greater or lesser prices in the order book.

post

/getL2Snapshot

Body

OMSIdintegerrequired

The ID of the Order Management System where the instrument is traded.

Example: 1

InstrumentIdintegerrequired

The ID of the instrument for which the snapshot is requested.

Example: 1

Depthinteger

Depth of the market — the number of buyers and sellers at greater or lesser prices in the order book. Defaults to 100 if not provided.

Example: 100

Responses

application/json

application/json

cURL

JavaScript

Python

HTTP

cURL

curl -L \
  --request POST \
  --url '/getL2Snapshot' \
  --header 'Content-Type: application/json' \
  --data '{"OMSId":1,"InstrumentId":1,"Depth":100}'

200

400

200

[
  [
    1,
    123,
    0,
    0,
    0,
    0,
    0,
    0,
    0
  ]
]

Successful Level 2 snapshot