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v1

latestOpenAPI 3.0.22026-07-24113565544.0 KB
Depth of Book

Retrieve Depth of Book

Get the Depth of Book for an Instrument.

For now, this API only works with debt instruments, but will expand in the future.

post/quotes/depth

Request body

instrumentIDstring uuid required

A unique ID created by DriveWealth to identify a specific instrument.

quantitynumber double required

The quantity of bonds user wishes to trade.

Example request

{
  "instrumentID": "3fb1e8a9-f7d5-4d90-95e2-43e7326b5636",
  "quantity": 3.14,
  "salesCredit": {
    "currency": "USD",
    "amount": 14
  }
}

Response

Fetching Market data was successful

idstring uuid

Quote id in the DriveWealth System

instrumentIDstring uuid

A unique ID created by DriveWealth to identify a specific instrument.

ISINstring

An International Securities Identification Number (ISIN) uniquely identifies a security. Its structure is defined in ISO 6166. ISINs are commonly used when an Instrument does not have a symbol, such as Debt Instruments and Global Mutual Funds.

CUSIPstring

CUSIP stands for Committee on Uniform Securities Identification Procedures. A CUSIP number identifies most financial instruments, including: stocks of all registered U.S. and Canadian companies, commercial paper, and U.S. government and municipal bonds. The CUSIP system facilitates the clearance and settlement process of securities. CUSIP numbers consist of nine characters (including letters and numbers) that uniquely identify a company or issuer and the type of financial instrument. A similar system is used to identify foreign securities (CUSIP International Numbering System or CINS). CINS employs the same nine character identifier as CUSIP, but also contains a letter in the first position to signify the issuer's country or geographic region.

quantitynumber double

Trade size/quantity

Example response

{
  "MarketQuoteResponseSuccess": {
    "id": "bba6ecf0-9831-45ee-af0b-447077d82c2c",
    "instrumentID": "f6d3e213-4e6f-4ee3-8a9a-793027c62c57",
    "ISIN": "US459058GX53",
    "CUSIP": "US6174464486",
    "salesCredit": {
      "currency": "USD",
      "amount": 14
    },
    "bidPrices": [
      {
        "bidPrice": 98.992,
        "bidSize": 10000,
        "bidYield": 4.799
      }
    ],
    "askPrices": [
      {
        "askPrice": 98.992,
        "askSize": 10000,
        "askYield": 4.799,
        "minQty": 150
      }
    ],
    "effectiveBidPrices": [
      {
        "bidPrice": 98.992,
        "bidSize": 10000,
        "bidYield": 4.799,
        "minQty": 112
      }
    ],
    "effectiveAskPrices": [
      {
        "askPrice": 98.992,
        "askSize": 10000,
        "askYield": 4.799,
        "minQty": 150
      }
    ],
    "recentTrades": [
      {
        "price": 98.992,
        "size": 10000,
        "yield": 4.799,
        "side": "buy",
        "date": "2017-07-21T17:32:28Z"
      }
    ]
  }
}