v1
latestSwagger 2.02026-07-1316446.5 KBMarket Data
Market Data Snapshot
This endpoint allows the consumer to request a market data snapshot for one or more trading products. Consumers need to provide unique identifiers (conids) for the products in the IB product database (retrievable using the /secdef endpoint). The 'market' values are integers whose bits indicate the exchange(s) making up the quote.
The mapping of bit to exchange is obtained from the marketdata/exchange_component endpoint. For example, if a bid has a 'market' value of 5 and the exchange_component result has the map 0 => NYSE, 1 => ISLAND, 2 => ARCA then the exchanges contributing to the bid size are NYSE and ARCA.
Similarly, if market=2, then only ISLAND is contributing.
get/marketdata/snapshot
Request body
Response
Financial Instrument Definition