Market:QueryDepthLevels

Retrieves the current Price Levels in Market Depth for a symbol.

This query is only available for symbols that offer DepthShort in their SubscriptionData.

Controller: Market
Topic: QueryDepthLevels
Action: Publish
Permissions: Zenith/Market

Request

Name	Type	Description
Market	String	Required. The code for the Market the symbol belongs to. Can be a Mixed Market code
Code	String	Required. The symbol code to retrieve depth for

Response

An ordered array of Depth Level Change objects, to be applied in sequence. See the Levels subscription for more information.

Example

websocket.send(JSON.stringify(
{
 Controller:"Market",
 Topic:"QueryDepthLevels",
 TransactionID:1,
 Data:
 {
  Code:"BHP",
  Market:"ASX"
 }
}));

Sample Response:

{
 "Controller":"Market",
 "Topic":"QueryDepthLevels",
 "TransactionID":1,
 "Data":
 [
  {
   "O":"C"
  },
  {
   "O":"A",
   "Level":
   {
    "ID":"00000001-0000-0000-0000-000000000001",
    "Side":"Bid",
    "Price":15.2,
    "Volume":10
   }
  }
 ]
}