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IB.reqMktDepth

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reqMktDepth(self, contract: ib_async.contract.Contract, numRows: int = 5, isSmartDepth: bool = False, mktDepthOptions=None) -> ib_async.ticker.Ticker

Completeness: signature-only · Canonical ID: ib_async.ib.IB.reqMktDepth

Runtime signature is published; semantic enrichment remains outstanding.

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Sources and provenance

Subscribe to market depth data (a.k.a. DOM, L2 or order book).

https://interactivebrokers.github.io/tws-api/market_depth.html

Args: contract: Contract of interest. numRows: Number of depth level on each side of the order book (5 max). isSmartDepth: Consolidate the order book across exchanges. mktDepthOptions: Unknown.

Returns: The Ticker that holds the market depth in ticker.domBids and ticker.domAsks and the list of MktDepthData in ticker.domTicks.