Index Batch Real-time Order Book API Indices API REST API Batch real-time order book depth data for major global stock indices, covering core indices such as CSI 300, SSE Composite Index, Shenzhen Component Index, S&P 500, Nasdaq, and Hang Seng. Provides complete buy-sell order lists, including multi-level prices and order volumes, with millisecond-level real-time updates.

Please select

Batch Real-Time Depth

GET
/indices/depths

Request Parameters

regionenumRequired
GB
Market code
codesstringRequired
Product code

Response Parameters

codenumber
Response code
msgstring
Response description
dataobject
Response result
sstring
Symbol code
aarray(object)
Ask orders
pointeger
Level
pnumber
Price
vnumber
Order volume
onumber
Order count
barray(object)
Bid orders
pointeger
Level
pnumber
Price
vnumber
Order volume
onumber
Order count

Code Examples

import requests

url = "https://api.itick.io/indices/depths?region=GB&codes=SPX,DJI"

headers = {
"accept": "application/json"
"token": "Your Token"
}

response = requests.get(url, headers=headers)

print(response.text)

Query URL

GET
https://api.itick.io/indices/depths?region=GB&codes=SPX,DJI

Response Result

{
  "code": 0,
  "msg": null,
  "data": {
    "SPX": {
      "s": "SPX",
      "a": [
        {
          "po": 1,
          "p": 0,
          "v": 0,
          "o": 1
        }
      ],
      "b": [
        {
          "po": 1,
          "p": 0,
          "v": 0,
          "o": 1
        }
      ]
    },
    "DJI": {
      "s": "DJI",
      "a": [
        {
          "po": 1,
          "p": 0,
          "v": 0,
          "o": 1
        }
      ],
      "b": [
        {
          "po": 1,
          "p": 0,
          "v": 0,
          "o": 1
        }
      ]
    }
  }
}