GET Market Depth

Overview

The Market Depth API provides the latest buy and sell order information (market depth) for various financial instructments, including stocks, cryptocurrencies, forex, energy, commodities, and more. This API allows users to retrieve live buy and sell orders for a specified list of symbols.

Endpoint

Market	Endpoint
Stocks	https://data.infoway.io /stock/batch_depth/{codes}
Crypto	https://data.infoway.io/crypto/batch_depth/{codes}
Forex, Commodities, Futures	https://data.infoway.io /common/batch_depth/{codes}

Request Frequency

This API shares the same rate limits as other endpoints. The number of allowed requests per second depends on your subscription plan. Please refer to the Rate Limit Policy for details.

Error Codes

See the HTTP Error Codes section for reference.

Authentication

Each request must include your API Key in the header.

Header	Type	Required	Description
apiKey	String	Yes	Your API Key associated with your current plan.

Request Parameters

Parameter	Type	Required	Description	Example
codes	String	Yes	Comma-separated list of product codes to query.	TSLA.US,AAPL.US

Example Response

{
  "ret": 200,
  "msg": "success",
  "traceId": "972c7bdd-a151-4a13-b4a1-a24a30c65783",
  "data": [
    {
      "s": "00285.HK",
      "t": 1747382976831,
      "a": [
        ["34.650","34.700","34.750","34.800","34.850","34.900","34.950","35.000","35.050","35.100"],
        ["44000","44500","225500","124000","147500","135500","65000","111000","39500","124500"]
      ],
      "b": [
        ["34.600","34.550","34.500","34.450","34.400","34.350","34.300","34.250","34.200","34.150"],
        ["109500","39500","130500","89000","144000","246500","231500","83000","224000","22000"]
      ]
    },
    {
      "s": "002594.SZ",
      "t": 1747378802012,
      "a": [
        ["389.17","389.45","389.50","389.57","389.69"],
        ["60","6","1","1","8"]
      ],
      "b": [
        ["389.16","389.09","389.05","389.02","389.01"],
        ["6","1","1","1","10"]
      ]
    }
  ]
}

Response Fields

Field	Type	Required	Description	Example / Values
s	String	Yes	The product code or symbol.	00285.HK
t	Long	Yes	The trade timestamp in Unix epoch format (milliseconds).	1747382898892
a	Array	Yes	The buy orders array, with the first sub-array representing prices and the second representing volumes (number of shares/contracts).	[[34.650, 34.700], [44000, 44500]]
b	Array	Yes	The sell orders array, with the first sub-array representing prices and the second representing volumes (number of shares/contracts).	[[34.600, 34.550], [109500, 39500]]

Notes

• The a field represents the buy orders and contains two sub-arrays: the first for prices and the second for volumes.

• The b field represents the sell orders, with the same structure as the buy orders.

• This API is useful for tracking real-time market depth to make informed trading decisions.