Market Depth

For symbols that support it, quote messages include additional order book depth fields providing up to 5 levels of bid and ask prices.

Depth Fields

When market depth data is available, quote messages include additional fields b1 through b5 (bid levels) and a1 through a5 (ask levels):

{
  "type": "quote",
  "symbol": "EURUSD",
  "bid": 1.08745,
  "ask": 1.08757,
  "time": "2026-03-15T10:30:00.123Z",
  "b1": 1.08745,
  "b2": 1.08743,
  "b3": 1.08740,
  "b4": 1.08738,
  "b5": 1.08735,
  "a1": 1.08757,
  "a2": 1.08760,
  "a3": 1.08763,
  "a4": 1.08765,
  "a5": 1.08770
}

Depth Fields Reference

Field	Description
`b1`	Best bid (same as `bid`)
`b2`	Second-level bid
`b3`	Third-level bid
`b4`	Fourth-level bid
`b5`	Fifth-level bid
`a1`	Best ask (same as `ask`)
`a2`	Second-level ask
`a3`	Third-level ask
`a4`	Fourth-level ask
`a5`	Fifth-level ask

Notes

Depth fields are only present when the symbol provides order book data. Not all symbols support market depth.
No separate subscription is required. Depth data is included automatically in quote messages when available.
The number of available levels may vary by symbol. If only 3 levels are available, fields b4, b5, a4, and a5 will be absent.