Futures Batch Real-time Depth API Futures API REST API 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.

Docs
REST API
Future
Batch Real-Time Depth
Please select

Batch Real-Time Depth

GET
/future/depths

Request Parameters

regionenumRequired
US
Market code
codesstringRequired
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/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

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

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
        }
      ]
    }
  }
}
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