Futures Real-time Depth API Futures API REST API Real-time order book depth data for all futures contracts, covering China's four major futures exchanges and mainstream international futures markets, including multi-level buy-sell prices, order volumes and real-time order book changes. Data is accurate to the millisecond level, covering major domestic and international futures exchanges.

  1. Docs
  2. REST API
  3. Future
  4. Real-Time Depth
Please select

Real-Time Depth

GET
/future/depth

Request Parameters

regionenumRequired
US
Market code
codestringRequired
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/depth?region=US&code=NQ"

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

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

print(response.text)

###Query URL

GET
https://api.itick.org/future/depth?region=US&code=NQ

Response Result

{
  "code": 0,
  "msg": null,
  "data": {
    "s": "NQ",
    "a": [
      {
        "po": 1,
        "p": 22949,
        "v": 1,
        "o": 1
      }
    ],
    "b": [
      {
        "po": 1,
        "p": 22948.25,
        "v": 3,
        "o": 1
      }
    ]
  }
}
  1. Real-Time QuoteFutures Market

    Real-time quote data for all futures contracts, covering China's four major futures exchanges and mainstream international futures markets. Includes complete market indicators such as latest price, price change, trading volume, open interest, and bid-ask prices, with real-time data refresh.

  2. Futures MarketReal-Time Kline

    Complete K-line data for all futures contracts, covering China's four major futures exchanges and mainstream international futures markets, including commodity futures, financial futures and various types. Includes complete indicators such as opening price, highest price, lowest price, closing price, trading volume and open interest, supporting multi-period queries from minute lines to monthly lines. Data is adjusted for continuity.