In this interface you can find all five levels of quotes in the order book, for both sides – Bid and Ask, displayed at a resolution of one hundredth of a second, for all securities, at the end of the trading day, as well as historical data.
Parameters
Parameter | Required | Description |
---|
Accept-language | Yes | Hebrew/English |
Year | Yes | Year |
Month | Yes | Month |
Day | Yes | Day |
SecurityId | Yes | SecurityId |
Data Field Descriptions
Field Name | Field Description |
---|
askLevel1 | Level 1 Ask Price |
askLevel2 | Level 2 Ask Price |
askLevel3 | Level 3 Ask Price |
askLevel4 | Level 4 Ask Price |
askLevel5 | Level 5 Ask Price |
askSizeLevel1 | Level 1 Ask Size |
askSizeLevel2 | Level 2 Ask Size |
askSizeLevel3 | Level 3 Ask Size |
askSizeLevel4 | Level 4 Ask Size |
askSizeLevel5 | Level 5 Ask Size |
bidLevel1 | Level 1 Bid Price |
bidLevel2 | Level 2 Bid Price |
bidLevel3 | Level 3 Bid Price |
bidLevel4 | Level 4 Bid Price |
bidLevel5 | Level 5 Bid Price |
bidSizeLevel1 | Level 1 Bid Size |
bidSizeLevel2 | Level 2 Bid Size |
bidSizeLevel3 | Level 3 Bid Size |
bidSizeLevel4 | Level 4 Bid Size |
bidSizeLevel5 | Level 5 Bid Size |
SecurityId | Security ID number |
quoteTime | HH:mm:sss |
In this interface you can find all five levels of quotes in the order book, for both sides – Bid and Ask, displayed at a resolution of one hundredth of a second, for all securities, at the end of the trading day, as well as historical data.
Parameters
Parameter | Required | Description |
---|
Accept-language | Yes | Hebrew/English |
Year | Yes | Year |
Month | Yes | Month |
Day | Yes | Day |
SecurityId | Yes | SecurityId |
Data Field Descriptions
Field Name | Field Description |
---|
askLevel1 | Level 1 Ask Price |
askLevel2 | Level 2 Ask Price |
askLevel3 | Level 3 Ask Price |
askLevel4 | Level 4 Ask Price |
askLevel5 | Level 5 Ask Price |
askSizeLevel1 | Level 1 Ask Size |
askSizeLevel2 | Level 2 Ask Size |
askSizeLevel3 | Level 3 Ask Size |
askSizeLevel4 | Level 4 Ask Size |
askSizeLevel5 | Level 5 Ask Size |
bidLevel1 | Level 1 Bid Price |
bidLevel2 | Level 2 Bid Price |
bidLevel3 | Level 3 Bid Price |
bidLevel4 | Level 4 Bid Price |
bidLevel5 | Level 5 Bid Price |
bidSizeLevel1 | Level 1 Bid Size |
bidSizeLevel2 | Level 2 Bid Size |
bidSizeLevel3 | Level 3 Bid Size |
bidSizeLevel4 | Level 4 Bid Size |
bidSizeLevel5 | Level 5 Bid Size |
SecurityId | Security ID number |
quoteTime | HH:mm:sss |