GET Order Book(Depth) Query

English / 中文

GET /depth-tick

Please refer to the complete URL in API Address Description

Interface Description

The following is the maximum market depth for each product type:

  1. It is normal for inactive products to be smaller than the maximum range listed below.

  2. There is a situation where the unilateral depth is empty. For example, when the stock price limit rises or falls, the unilateral market opening may be empty.

FX、Metals
Cryptocurrency
HK Stocks
CN Stocks

Order Book Description

Maximum 5 gears

Maximum 5 gears

Maximum 10 gears

Maximum 5 gears

Request Frequency

Plan
Individual request
Request multiple HTTP interfaces

Free

Once every 10 seconds, only 1 request can be made

1、One request per second.

2、/batch-kline needs 10-second intervals.

3、Total of 10 requests per minute (every 6 seconds).

4、Max 14400 daily requests; excess resets at midnight.

Basic

Only 1 request per second

1、One request per second.

2、/batch-kline: 1 request every 3 seconds.

3、Total of 60 requests per minute (1 request per second).

4、Max 86400 daily requests; excess resets at midnight.

Premium

Up to 10 requests per second

1、Combined interfaces: 10 requests/second.

2、/batch-kline: 1 request/2 seconds.

3、Total: 600 requests/minute (10/second).

4、Daily limit: 864,000 requests; reset daily at midnight if exceeded.

Professional

Up to 20 requests per second

1、Combined interfaces: 20 requests/second.

2、/batch-kline: 1 request/second interval.

3、Total: 1200 requests/minute (20/second).

4、Daily limit: 1,728,000 requests; reset daily at midnight if exceeded.

All HK Stocks

Up to 20 requests per second

1、Combined interfaces: 20 requests/second.

2、/batch-kline: 1 request/second interval.

3、Total: 1200 requests/minute (20/second).

4、Daily limit: 1,728,000 requests; reset daily at midnight if exceeded.

All CN Stocks

Up to 20 requests per second

1、Combined interfaces: 20 requests/second.

2、/batch-kline: 1 request/second interval.

3、Total: 1200 requests/minute (20/second).

4、Daily limit: 1,728,000 requests; reset daily at midnight if exceeded.

API Endpoints

  1. US Stocks, Hong Kong Stocks, A Shares, Major Index Data API Endpoints:

    • Base Path: /quote-stock-b-api/depth-tick

    • Full URL: https://quote.alltick.io/quote-stock-b-api/depth-tick

  2. Forex, Precious Metals, Cryptocurrencies, Commodities API Endpoints:

    • Base Path: /quote-b-api/depth-tick

    • Full URL: https://quote.alltick.io/quote-b-api/depth-tick


Request Examples

  1. Request Example for US Stocks, Hong Kong Stocks, A Shares, Major Index Data: When sending a query request, you must include the method name and token information. An example request is as follows:

    https://quote.alltick.io/quote-stock-b-api/depth-tick?token=your_token&query=queryData
  2. Request Example for Forex, Precious Metals, Cryptocurrencies, Commodities: When sending a query request, you must include the method name and token information. An example request is as follows:

    https://quote.alltick.io/quote-b-api/depth-tick?token=your_token&query=queryData

Request Parameters

Name
Position
Type
Required
Description

token

query

string

No

query

query

string

No

See explanation for query request parameters

Query Request Parameters

Encode the following JSON into URL format and assign it to the query query string in the URL.

{
  "trace": "edd5df80-df7f-4acf-8f67-68fd2f096426",
  "data": {
    "symbol_list": [
      {
        "code": "857.HK"
      },
      {
        "code": "UNH.US"
      }
    ]
  }
}

Query Request Parameters

Name
Type
Required
Description

trace

string

Yes

data

object

Yes

» symbol_list

[object]

Yes

» » code

string

No

Code

Response Example

{
  "ret": 200,
  "msg": "ok",
  "trace": "edd5df80-df7f-4acf-8f67-68fd2f096426",
  "data": {
    "tick_list": [
      {
        "code": "857.HK",
        "seq": "30686349",
        "tick_time": "1677830357227",
        "bids": [
          {
            "price": "136.424",
            "volume": "100000.00"
          }
        ],
        "asks": [
          {
            "price": "136.427",
            "volume": "400000.00"
          }
        ]
      }
    ]
  }
}

Response Result

Status Code
Status Meaning
Description
Data Model

200

OK

OK

Inline

Name
Type
Required
Description

» ret

integer

true

Return code

» msg

string

true

Message corresponding to the return code

» trace

string

true

Request trace

» data

object

true

»» tick_list

[object]

true

»» » code

string

false

Code

»» » seq

string

false

Quote sequence number

»» » tick_time

string

false

Quote timestamp

»» » bids

[object]

false

Bid list

»» »» price

string

false

Price

»» »» volume

string

false

Volume

»» » asks

[object]

false

Ask list

»» »» price

string

false

Price

»» »» volume

string

false

Volume

Official Website

Last updated

Was this helpful?