Market Depth

R. Todd Gafford -

This sample demonstrates methods for requesting and processing market depth data. There is a link to download the sample at the end of this article. 

Before you run the sample, you need to have the following:

  • Java Runtime Environment (JRE) 1.6 or higher
  • A current Interactive Data client account. If you do not yet have an account, click here to find out about setting up a trial.

To run the sample executable jar from a command line, go to the folder in which you unzipped the sample (see attachment below) and enter the following command:

Windows
> java -jar MarketDepthSample.jar [-h <host>] -u <username> -p <pwd> [-t <type> -x <source> -s <symbols>]
Linux
$ export LD_LIBRARY_PATH=./bin
$ java -jar MarketDepthSample.jar [-h <host>] -u <username> -p <pwd> [-t <type> -x <source> -s <symbols>]

where:

Argument Value Description
-h <host> is the address to use to connect to the Interactive Data Consolidated Feed Network.
-u <username> is the username for your client (required field)
-p <pwd> is the password for your client (required field)
-t <depth type> is the depth type used to get the Level2 data
-x <source> is the depth source used to get the Level2 data
-s <symbols> The symbol, or symbols, to use for making the Market Depth request. A single instrument may be entered, or a comma separated list of symbols. Symbols that include a space must be enclosed in quotes. For example:

-s "CL #F"

Multiple symbols must be separated by commas with no spaces. If one of the symbols contains a space, the entire list must be enclosed in quotes. Here are two examples:

-s IBM,GE,WFM

-s "IBM,CL #F,WFM"

Note: If you do not enter a value for <host>, <depth type>, <depth source>, or <symbols> the values listed in the MarketDepthSample.properties file will be used.

<username> and <password> must be entered at the command line.