Request Market Depth
Important: Please note that the languages use different method names for requesting market depth.
The C# and Visual Basic APIs use reqMarketDepth().
The Python, Java, and C++ APIs use reqMktDepth().
EClient.reqMarketDepth (
tickerId: int. Request identifier used to track data.
contract: Contract. The Contract for which the depth is being requested.
numRows: int. The number of rows on each side of the order book.
isSmartDepth: bool. Flag indicates that this is a Smart-routed market depth request. Supplying true will return data identical to the TWS Book Trader while False returns direct routed data similar to the TWS Market Depth tool.
mktDepthOptions: List. Internal use only. Leave an empty array or None type.
)
Requests the contract’s market depth (order book).