Index Single Depth API Real-Time Order Book Data Indices API REST API Real-time order book depth data for major global stock indices, covering multi-level buy and sell prices and order volumes for core indices such as CSI 300, SSE Composite Index, Shenzhen Component Index, S&P 500, Dow Jones, Nasdaq, and Hang Seng. Completely displays market depth of index futures and related derivatives, reflecting the comparison of buying and selling forces in real-time.

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  2. REST API
  3. Indices
  4. Real-Time Depth
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Real-Time Depth

GET
/indices/depth

Request Parameters

regionenumRequired
GB
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/indices/depth?region=GB&code=SPX"

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

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

print(response.text)

Query URL

GET
https://api.itick.org/indices/depth?region=GB&code=SPX

Response Result

{
  "code": 0,
  "msg": null,
  "data": {
    "s": "SPX",
    "a": [
      {
        "po": 1,
        "p": 0,
        "v": 0,
        "o": 1
      }
    ],
    "b": [
      {
        "po": 1,
        "p": 0,
        "v": 0,
        "o": 1
      }
    ]
  }
}
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