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BookTrader Price Ladder

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Subscribe to BookTrader Price Ladder

Subscribe to BookTrader price ladder (depth of book) data for a contract. Streaming BookTrader data requires an active Level 2 / Depth of Book market data subscription. See the Market Data Subscriptions page for details.

Request

sbd+{{acctId}}+{{conid}}+{{exchange}}

Properties

sbd
const

The leading topic message indicating a request to subscribe to BookTrader price ladder data.

acctId
stringRequired

The account identifier making the request.

conid
stringRequired

A single contract identifier.

exchange
string

A routing exchange identifier. If no exchange is specified, all available deep book exchanges are assumed.

sbd+U1234567+265598+NASDAQ

Response

Properties

topic
stringRequired

Returns the request’s topic string. Format: "sbd+{acctId}+{conid}".

data
arrayRequired

Array of price ladder row objects representing the depth of book.

object
row
integerRequired

Row identifier of the ladder entry.

focus
integer

Indicates if this row is marked as the last trade price for the contract. Returns 1 for the focused row.

price
string

Last trade price for this row. In some instances returned as "size @ price".

ask
string

Ask size at this price level.

bid
string

Bid size at this price level.

{"topic":"sbd+U1234567+265598","data":[{"row":0,"focus":0,"price":"182.45"},{"row":1,"focus":1,"price":"5 @ 182.50"},{"row":2,"focus":0,"price":"182.50","bid":"200"},{"row":3,"focus":0,"price":"182.55","ask":"150"},{"row":4,"focus":0,"price":"10 @ 182.60","ask":"300"}]}

Unsubscribe from BookTrader Price Ladder

ubd+{{acctId}}

Request to cancel a BookTrader price ladder subscription.

Request

Properties

ubd
const

Unsubscribes the user from BookTrader price ladder data for the specified account.

acctId
stringRequired

The account identifier used in the original sbd request.

ubd+U1234567

Response Example

Unsubscribing from the price ladder does not deliver any acknowledgement. It would be expected for sbd responses to immediately halt, and a new price ladder subscription may then be opened.