SubscribeLevel2

Subscribe Level 2 Market Data

post

Retrieves the latest Level 2 Ticker information and then subscribes the user to Level 2 market data event updates for one specific instrument. See the Level 2 Data Schema for details. The updates are sent asynchronously. Use the /market-data/unsubscribe-level2 endpoint to unsubscribe.

Body

one ofOptional

or

Responses

post

HTTPcURLJavaScriptPython

POST / HTTP/1.1
Host: SubscribeLevel2
Content-Type: application/json
Accept: */*
Content-Length: 39

{
  "OMSId": 1,
  "InstrumentId": 0,
  "Depth": 10
}

200

Successful subscription and initial Level 2 data.

[
  [
    [
      0,
      1,
      1534862990343,
      0,
      0,
      0,
      0,
      0,
      0,
      0
    ],
    [
      1,
      1,
      1534862990344,
      1,
      100,
      1,
      6423.5,
      47,
      1,
      0
    ],
    [
      2,
      1,
      1534862990345,
      2,
      0,
      0,
      6423.6,
      47,
      0.5,
      1
    ]
  ]
]