/time-and-sales/quotes?start_sequence_number={start_sequence_number}&exchange_id={exchange_id}&condition_id={condition_id}&limit={limit}&order_by_time={order_by_time}&min_time={min_time}&max_time={max_time}&date={date}&symbol={symbol}
ANY OF
Live
https://api.livevol.com/v1/live/time-and-sales/quotes?start_sequence_number=0&exchange_id=1&condition_id=11&limit=10&order_by_time=ASC&min_time=09:30:00.001&max_time=10:00:00.001&date=2019-01-18&symbol=AAPL
Delayed
https://api.livevol.com/v1/delayed/time-and-sales/quotes?start_sequence_number=0&exchange_id=1&condition_id=11&limit=10&order_by_time=ASC&min_time=09:30:00.001&max_time=10:00:00.001&date=2019-01-18&symbol=AAPL
Name | Description | Type | Additional information |
---|---|---|---|
start_sequence_number |
Start sequence number |
integer |
Range: inclusive between 0 and 9.22337203685478E+18 |
exchange_id | byte |
Range: inclusive between 0 and 255 |
|
condition_id | string |
None. |
|
limit |
Limit |
integer |
Default value is: 100000 Range: inclusive between 0 and 100000 |
order_by_time |
Limit |
string |
Allowed values are [ ASC, DESC ] Default value is: ASC |
min_time |
First millisecond after midnight which will be included in the results (i.e. "09:30:00.001") (Eastern Standard Time) |
time interval |
Required Constraint: value should be less than or equal to max_time value Range: inclusive between 00:00:00.000 and 23:59:59.999 |
max_time |
Last millisecond after midnight which will be included in the results (i.e. "10:00:00.001") (Eastern Standard Time) |
time interval |
Required Constraint: value should be greater than or equal to min_time value Range: inclusive between 00:00:00.000 and 23:59:59.999 |
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 |
Collection of Quote
Name | Description | Type | Additional information |
---|---|---|---|
bid_size |
Bid size |
integer |
None. |
bid |
Bid |
decimal number |
None. |
ask_size |
Ask size |
integer |
None. |
ask |
Quote bid |
decimal number |
None. |
flag |
Bit mask flag [NBBO_BEST_BID(int value 1), NBBO_BEST_ASK(int value 2)] |
integer |
None. |
best_ask_exchange |
Best bid exchange |
byte |
None. |
best_bid_exchange |
Best ask exchange |
byte |
None. |
time |
Time (Eastern Standard Time) |
string |
None. |
exchange_id | byte |
None. |
|
condition_id | byte |
None. |
|
sequence_number |
Sequence number |
integer |
None. |
nbbo_bid |
NBBO bid |
decimal number |
None. |
nbbo_bid_size |
NBBO bid size |
integer |
None. |
nbbo_ask |
NBBO ask |
decimal number |
None. |
nbbo_ask_size |
NBBO ask size |
integer |
None. |
[ { "bid_size": 100, "bid": 300.1, "ask_size": 100, "ask": 300.8, "flag": 1, "best_ask_exchange": 3, "best_bid_exchange": 3, "time": "09:30:00.001", "exchange_id": 3, "condition_id": 5, "sequence_number": 3123313, "nbbo_bid": 10.05, "nbbo_bid_size": 100, "nbbo_ask": 10.75, "nbbo_ask_size": 85 }, { "bid_size": 2000, "bid": 300.2, "ask_size": 2000, "ask": 300.9, "flag": 2, "best_ask_exchange": 4, "best_bid_exchange": 4, "time": "15:39:58.123", "exchange_id": 4, "condition_id": 6, "sequence_number": 412333312, "nbbo_bid": 10.55, "nbbo_bid_size": 120, "nbbo_ask": 10.95, "nbbo_ask_size": 90 } ]
<quotes xmlns:i="http://www.w3.org/2001/XMLSchema-instance"> <quote> <condition_id>5</condition_id> <exchange_id>3</exchange_id> <nbbo_ask>10.75</nbbo_ask> <nbbo_ask_size>85</nbbo_ask_size> <nbbo_bid>10.05</nbbo_bid> <nbbo_bid_size>100</nbbo_bid_size> <sequence_number>3123313</sequence_number> <time>09:30:00.001</time> <ask>300.8</ask> <ask_size>100</ask_size> <best_ask_exchange>3</best_ask_exchange> <best_bid_exchange>3</best_bid_exchange> <bid>300.1</bid> <bid_size>100</bid_size> <flag>1</flag> </quote> <quote> <condition_id>6</condition_id> <exchange_id>4</exchange_id> <nbbo_ask>10.95</nbbo_ask> <nbbo_ask_size>90</nbbo_ask_size> <nbbo_bid>10.55</nbbo_bid> <nbbo_bid_size>120</nbbo_bid_size> <sequence_number>412333312</sequence_number> <time>15:39:58.123</time> <ask>300.9</ask> <ask_size>2000</ask_size> <best_ask_exchange>4</best_ask_exchange> <best_bid_exchange>4</best_bid_exchange> <bid>300.2</bid> <bid_size>2000</bid_size> <flag>2</flag> </quote> </quotes>