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.
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