Available Depth Sources

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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.

ValueSourceDescription
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