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Metatrader order book (market depth data)#

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#