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reqMktDepth()

Call this function to request market depth for a specific contract. The market depth will be returned by the updateMktDepth() and updateMktDepthL2() events.

void reqMktDepth (TickerID id, const Contract &contract, int numRows, const TagValueListSPtr& mktDepthOptions)

Parameter Type Description
id TickerId The ticker id. Must be a unique value. When the market depth data returns, it will be identified by this tag. This is also used when canceling the market depth
contract Contact This structure contains a description of the contract for which market depth data is being requested.
numRows int Specifies the number of market depth rows to display.
mktDepthOptions TagValueListSPtr For internal use only. Use default value XYZ.