< API Reference
GET
/time-and-sales/level2?sequence_number={sequence_number}&date={date}&symbol={symbol}

ANY OF

STOCKS
OPTIONS
CFE FUTURES
Get level2 for a symbol

Example URI

Live

https://api.livevol.com/v1/live/time-and-sales/level2?sequence_number=1000&date=2019-01-18&symbol=AAPL

Delayed

https://api.livevol.com/v1/delayed/time-and-sales/level2?sequence_number=1000&date=2019-01-18&symbol=AAPL

Request Information

URI Parameters

NameDescriptionTypeAdditional 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

Response Information

Resource Description

Collection of Level2

NameDescriptionTypeAdditional information
exchange_id

Exchange id

byte

None.

bid_size

Bid size

integer

None.

bid

Bid

decimal number

None.

ask_size

Ask size

integer

None.

ask

Ask

decimal number

None.

Response Formats

application/json, text/json

Sample:
[
  {
    "exchange_id": 3,
    "bid_size": 100,
    "bid": 300.1,
    "ask_size": 100,
    "ask": 300.8
  },
  {
    "exchange_id": 4,
    "bid_size": 2000,
    "bid": 300.2,
    "ask_size": 2000,
    "ask": 300.9
  }
]

application/xml, text/xml

Sample:
<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>