Skip to content
XBTFX Docs

Market Depth

For symbols that support it, quote messages include a nested depth object providing bid and ask levels as arrays of [price, volume] pairs.

Depth Format

Section titled “Depth Format”

When market depth data is available, quote messages include a depth object with bids and asks arrays:

{
  "channel": "quote",
  "symbol": "EURUSD",
  "bid": 1.09500,
  "ask": 1.09510,
  "spread": 0.00010,
  "time": 1709500000,
  "depth": {
    "bids": [[1.09495, 2000000], [1.09490, 3000000], [1.09485, 5000000]],
    "asks": [[1.09515, 2000000], [1.09520, 3000000], [1.09525, 5000000]]
  }
}

Depth Fields Reference

Section titled “Depth Fields Reference”
FieldTypeDescription
depthobjectContains bids and asks arrays
depth.bidsarrayArray of [price, volume] pairs, best bid first
depth.asksarrayArray of [price, volume] pairs, best ask first

Each entry in the bids and asks arrays is a two-element array where the first element is the price and the second is the volume at that level.

Notes

Section titled “Notes”
  • The depth object is only present when the symbol provides order book data. Not all symbols support market depth.
  • To receive depth data, set "depth": true when subscribing to quotes.
  • The number of available levels may vary by symbol.