Please note that live, streaming depth is not available on trial accounts per exchange regulations. If you need to test depth during an API trial, please talk to your account manager about having canned depth entitlements added to your account. The depth sources below are available for non-trial accounts with appropriate exchange agreements and fees.
Value | Source | Description |
---|---|---|
1 | NASDAQ | Nasdaq |
2 | NYSE | New York Stock Exchange |
3 | ARCA | NYSE Arca |
4 | PINKSHEET | Pink sheets |
5 | BULLETIN_BOARD | Over the Counter Bulletin Board |
6 | CME | Chicago Mercantile Exchange |
7 | CBOT | Chicago Board of Trade |
8 | NYMEX | New York Mercantile Exchange |
9 | COMEX | Commodity Exchange |
10 | TSX | Toronto Stock Exchange |
11 | CL2 | Canadian Venture |
12 | ATS_ALPHA | Alpha ATS |
13 | ATS_CHIX | Chi-X ATS |
14 | ATS_PURE | Pure ATS |
15 | ATS_OMEGA | Omega ATS |
16 | TSX_CONSOLIDATED | Toronto Stock Exchange |
17 | ICE_US | ICE US Futures |
18 | ICE_INDICES | ICE Indices Futures |
19 | ICE_EUREX | IntercontinentalExchange |
20 | EURONEXT_EQUITY | Euronext |
21 | ENC | Euronext LIFFE ENC L2 |
22 | EIR | Euronext LIFFE Int Rate Future |
23 | EEI | Euronext LIFFE EEI Future |
24 | LON | London Stock Exchange L2 |
25 | BRA | Bratisalva |
26 | LUX | Luxembourg |
27 | ASF | ASX New Zealand Futures |
28 | SFE | ASX SFE |
29 | KOR | Korea |
30 | KOQ | KOSDAQ |
31 | OSE | Osaka Main Market |
32 | SHE | Shenzhen |
33 | BOM | Bombay |
34 | HNX | Hanoi |
35 | JAQ | Jasdaq |
36 | DCE | Dalian Commodity |
37 | LMM | LME mini |
38 | LME | LME minor metals |
39 | LMS | LME steel |
40 | MIE | MICEX Stocks |
41 | MIX | MICEX Currency |
42 | CYS | Cyprus |
43 | BUD | Budapest |
44 | IDM | Borsa Italiana DER |
45 | MIL | Milan Stock Exchange L2 |
46 | BIM | Borsa Italian MOT L2 |
47 | RTS | RTS classic |
48 | BVB | Bucharest |
49 | PRA | Prague |
50 | SWX | SIX Swiss Cash |
51 | MIC | MICEX Derivatives |
52 | NAE | Euronext NYSE ARCA Europe |
53 | MAC | Madrid Stock Exchange L2 |
54 | UKR | UKraine equity |
55 | TAE | Tel Aviv |
56 | TAF | Tel Aviv Futures |
57 | XET | Deutsche Boerse Spot Market |
58 | XES | Deutsche Boerse Xetra Europe Stars |
59 | XIM | Deutsche Boerse Xetra International |
60 | XUS | Deutsche Boerse Xetra US Stars |
61 | OSF | Oslo Derivaties |
62 | OMB | Nasdaq OMX Baltic |
63 | OMX | Nasdaq OMX Nordic Equities |
64 | OMF | Nasdaq OMX Nordic Derivatives |
65 | OFI | Nasdaq OMX Nordic Fix Income |
66 | OMC | Nasdaq OMX Commodities |
67 | MEF | MEFF Renta Fija |
68 | MRV | MEFF Renta Variable |
69 | VIE | Vienna Cash |
70 | VFO | Vienna Derivatives |
71 | MIS | MICEX Government |
72 | ATH | Athens Equities |
73 | AHX | Athens Derivatives |
74 | WAR | Warsaw |
75 | MTS | MTS Group |
76 | RTF | RTS order driven |
77 | DUB | Irish Xetra |
78 | DT | Eurex European |
79 | BSP | Bovesp |
80 | SMA | Bovespa Soma |
81 | MEX | Mexico |
82 | BMF | BMF |
83 | NYL | NYSE LIFFE US metals |
84 | MX | Montreal futures L2 |
85 | MXO | Montreal options L2 |
86 | BT | BATS US Order Book |
87 | ASX | ASX Equities |
88 | ASO | ASX Options |
89 | NZX | New Zealand |
90 | TCM | TOCOM |
91 | TPX | Tokyo Derivatives |
92 | TSE | Tokyo Equities |
93 | TFX | Tokyo Financial |
94 | OSM | Osaka Futures |
95 | OSO | Osaka Options |
96 | SGX | Singapore Derivatives |
97 | SES | Singapore Equities |
98 | HKF | Hong Kong SE Futurers |
99 | HKG | Hong Kong Stock Exchange |
100 | GTB | Gre Tai Bonds |
101 | GTS | Gre Tai Equities and UTS |
102 | TAI | Taiwan |
103 | SHG | Shanghai |
104 | SET | Thailand |
105 | BMD | Bursa Malaysia Derivatives |
106 | KLS | Bursa Malaysia Equities |
107 | PHS | Philippine |
108 | NSF | NSE India Futures |
109 | NSE | NSE India |
110 | BOA | BOAT |
111 | BUR | Burgundy |
112 | BTE | BATS Europe |
113 | JSE | Johanessburg Equities |
114 | TUR | Turquoise |
115 | OSL | Oslo Equities |
116 | OFX | PLUS Markets London L2 |
117 | CHX | CHIX Europe |
118 | LSI | LSE International |
119 | JKT | Jakarta Level 2 |
120 | NAG | Nagoya Stock Exchange |
121 | BOF | Bombay Futures |
122 | NSO | NSE Options |
123 | EDGA | Direct EDGA |
124 | EDGX | Direct EDGX |
125 | KSP | KOSPI 200 Future |
126 | KSC | Korea CME Future |
127 | EQI | Equiduct HybridBook |
128 | EQM | Equiduct MarketByLimit |
129 | EGX | Egyptain Stock Exchange |
130 | TIX | Taiwan Futures |
131 | TLX | Euro TLX |
132 | ESG | Euronext Societe Generale |
133 | MSE | Macedonian Stock Exchange |
134 | TSO | Tokyo Equity Option |
135 | CN | CNSX |