Depth of Market Quotes
reqMktDepth help quant traders retrieve depth of market (DOM) quotes via the IBKR API:
- Set it to True to get DOM quotes from the Level 1 and Level 2 Market data feeds.
- While coding your algo, keep in mind that the amount of active depth requests is a minimum of three and maximum of 60.
Visit our GitHub Guide for coding examples and more info: https://interactivebrokers.github.io/tws-api/market_depth.html
- TWS version needed: 974 or higher
- Sample code from IBKR API GitHub Guide
Visit the IBKR API Development section for more API updates and coding samples.
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.