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IBKR API – Depth of Market Subscriptions

Interested in retrieving depth of market (DOM) quotes via IBKR API? Check out the functionality the parameter isSmartDepth provides via reqMktDepth. Set it to True to get depth of market (DOM) quotes from the Level 1 and Level 2 Market data feeds.

For step-by-step instructions, see the API Release Notes and GitHub Guide, and be sure to practice with API source files and samples: http://interactivebrokers.github.io/

Notes:

  • TWS version needed: 974 or higher
  • Sample code from IBKR API GitHub Guide
Disclosure: Interactive Brokers

The analysis in this material is provided for information only and is not and should not be construed as an offer to sell or the solicitation of an offer to buy any security. To the extent that this material discusses general market activity, industry or sector trends or other broad-based economic or political conditions, it should not be construed as research or investment advice. To the extent that it includes references to specific securities, commodities, currencies, or other instruments, those references do not constitute a recommendation by IBKR to buy, sell or hold such investments. This material does not and is not intended to take into account the particular financial conditions, investment objectives or requirements of individual customers. Before acting on this material, you should consider whether it is suitable for your particular circumstances and, as necessary, seek professional advice.

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