/allaccess/time-and-sales/level2?sequence_number={sequence_number}&date={date}&symbol={symbol}
Live (4 points)
https://api.livevol.com/v1/live/allaccess/time-and-sales/level2?sequence_number=1000&date=2019-01-18&symbol=AAPL
Delayed (8 points)
https://api.livevol.com/v1/delayed/allaccess/time-and-sales/level2?sequence_number=1000&date=2019-01-18&symbol=AAPL
Historical (8 points)
https://api.livevol.com/v1/live/allaccess/time-and-sales/level2?sequence_number=1000&date=2019-01-18&symbol=AAPL
https://api.livevol.com/v1/delayed/allaccess/time-and-sales/level2?sequence_number=1000&date=2019-01-18&symbol=AAPL
Name | Description | Type | Additional information |
---|---|---|---|
sequence_number |
Sequence number |
integer |
Required Range: inclusive between 0 and 9.22337203685478E+18 |
date |
Trading date |
string |
Required Date in yyyy-MM-dd format. (i.e. 2019-01-18) |
symbol |
Stock symbol or OSI-formatted option symbol |
string |
Required OSI-formatted Option Symbol consists of the following:
|
Collection of Level2
Name | Description | Type | Additional information | SIP Provider |
---|---|---|---|---|
bid_size |
Bid size |
integer |
SIP subscription is required for live or delayed requests |
CTA & UTP OPRA |
bid |
Bid |
decimal number |
SIP subscription is required for live or delayed requests |
CTA & UTP OPRA |
ask_size |
Ask size |
integer |
SIP subscription is required for live or delayed requests |
CTA & UTP OPRA |
ask |
Ask |
decimal number |
SIP subscription is required for live or delayed requests |
CTA & UTP OPRA |
exchange_id | byte |
None |
None |
[
{
"bid_size": 100,
"bid": 300.1,
"ask_size": 100,
"ask": 300.8,
"exchange_id": 3
},
{
"bid_size": 2000,
"bid": 300.2,
"ask_size": 2000,
"ask": 300.9,
"exchange_id": 4
}
]
<level2s xmlns:i="http://www.w3.org/2001/XMLSchema-instance">
<level2>
<ask>300.8</ask>
<ask_size>100</ask_size>
<bid>300.1</bid>
<bid_size>100</bid_size>
<exchange_id>3</exchange_id>
</level2>
<level2>
<ask>300.9</ask>
<ask_size>2000</ask_size>
<bid>300.2</bid>
<bid_size>2000</bid_size>
<exchange_id>4</exchange_id>
</level2>
</level2s>