Fund Batch Real-time Depth API Funds API REST API Provides batch real-time order book data streams for exchange-traded ETFs and LOFs, fully presenting multiple levels of buy/sell prices, order volumes, and order book depth for multiple funds. The data is continuously updated in real-time with millisecond latency to ensure accurate synchronization of market depth.

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Batch Real-Time Depth

GET
/fund/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/fund/depths?region=US&codes=QQQ,IEF"

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

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

print(response.text)

###Query URL

GET
https://api.itick.org/fund/depths?region=US&codes=QQQ,IEF

Response Result

{
  "code": 0,
  "msg": null,
  "data": {
    "QQQ": {
      "s": "QQQ",
      "a": [
        {
          "po": 1,
          "p": 0,
          "v": 0,
          "o": 1
        }
      ],
      "b": [
        {
          "po": 1,
          "p": 0,
          "v": 0,
          "o": 1
        }
      ]
    },
    "IEF": {
      "s": "IEF",
      "a": [
        {
          "po": 1,
          "p": 0,
          "v": 0,
          "o": 1
        }
      ],
      "b": [
        {
          "po": 1,
          "p": 0,
          "v": 0,
          "o": 1
        }
      ]
    }
  }
}
  1. Batch Real-Time QuoteFund Market

    Provides batch real-time quote data streams for exchange-traded ETFs and LOFs, with data covering markets including Chinese funds, US funds, and Hong Kong funds, fully presenting key indicators such as latest price, change percentage, trading volume, and IOPV net asset value estimation for multiple funds. The data is continuously updated in real-time with millisecond latency to ensure accurate synchronization of market quotes.

  2. Fund MarketBatch Real-Time Kline

    Provides batch K-line data streams for exchange-traded ETFs and LOFs, fully presenting OHLC indicators such as opening price, highest price, lowest price, closing price, and trading volume for multiple funds. Supports multi-period queries from minute lines to monthly lines, with data adjusted for continuity.