Subscribe to BookTrader Price Ladder

Price Ladder Request

Topic:

sbd
Subscribes the user to BookTrader price ladder data.
Streaming BookTrader data requires users to maintain a L2, Depth of Book, market data subscription. See the Market Data Subscriptions page for more details.

Topic Target:

acctId: Required.
Must pass a single AccountId.

conids: Required.
Must pass a single contract identifier.

exchange: Optional.
Provide a routing exchange identifier.
If no exchange is specified, all available deep exchanges are assumed.

sbd+acctId+conid+exchange

Price Ladder Response

topic: String.
Returns the request’s topic string.

data: Array of Objects.
Returns an array of objects to indicate ladder depth.

row: int.
Returns the row identifier of the ladder data.

focus: int.
Indicates if the value was marked as the last trade price for the contract.

price: String.
Returns the Last, or last executed trade, price.
In some instances, price and size will be returned in the structure ‘“price”:“size @ price”’.

ask: String.
Returns the corresponding ask size.

bid: String.
Returns the corresponding bid size.

{
  "topic":"sbd+acctId+conid",
  "data":[
    {"row":0,"focus":0,"price":"price"},
    {"row":1,"focus":0,"price":"size @ price"},
    {"row":n,"focus":0,"price":"price", "bid":"bid"},
    {"row":n+1,"focus":0,"price":"price", "ask":"ask"},
    {"row":n+1,"focus":0,"price":"size @ price", "ask":"ask"}
  ]
}