Ecosystem / Order Books
Real-Time Order Books.
Access Level 2 market depth data with full bid/ask order books. See liquidity, volume distribution, and institutional-grade market microstructure in real-time.
Level 2 Data
Full order book depth with up to 100 price levels on both bid and ask sides.
Real-time updates
Volume at each level
Order count visibility
Streaming Updates
WebSocket connections for real-time order book changes as they happen.
Sub-10ms latency
Delta updates
Auto-reconnect
Order Book Structure
Asks (Sell Orders)
182.50
2,450 shares
182.49
5,230 shares
182.48
1,890 shares
Bids (Buy Orders)
182.45
3,120 shares
182.44
4,760 shares
182.43
2,340 shares