About
Contains order book (market depth data)
Fields
Name |
Type |
Required |
Description |
symbol |
string |
Yes |
symbol (e.g. a currency pair or an index) |
time |
string(datetime) |
Yes |
time, in ISO format |
brokerTime |
string |
Yes |
time, in broker timezone, YYYY-MM-DD HH:mm:ss.SSS format |
book |
Array |
Yes |
list of order book entries |
MetatraderBookEntry model fields
Name |
Type |
Required |
Description |
type |
string |
Yes |
entry type, one of BOOK_TYPE_SELL, BOOK_TYPE_BUY, BOOK_TYPE_SELL_MARKET, BOOK_TYPE_BUY_MARKET |
price |
number |
Yes |
price |
volume |
number |
Yes |
volume |
Example
{
"symbol": "AUDNZD",
"time": "2020-04-07T03:45:00.000Z",
"brokerTime": "2020-04-07 06:45:00.000",
"book": [
{
"type": "BOOK_TYPE_SELL",
"price": 1.05309,
"volume": 5.67
},
{
"type": "BOOK_TYPE_BUY",
"price": 1.05297,
"volume": 3.45
}
]
}
Usages