DepthMarketDataDescription

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DepthMarketDataDescription

FieldTypeDescription
exchangestringThe destination exchange.
secTypestringThe security’s type: STK – stock (or ETF) OPT – option FUT – future IND – index FOP – futures option CASH – forex pair BAG – combo WAR – warrant BOND- bond CMDTY- commodity NEWS- news FUND- mutual fund.
listingExchstringThe primary exchange where the contract is listed.
serviceDataTypestringA list containing all available exchanges offering market depth.
aggGroupint32Aggregated group Indicates the smart-routing group to which a contract belongs. contracts which cannot be smart-routed have aggGroup = -1.