GetLevel1

Category: User Permissions: GetLevel1, Trading Call Type: Synchronous

Provides a current Level 1 snapshot (best bid, best offer) of a specific instrument trading on an Order Management System. The Level 1 snapshot does not allow the user to specify the level of market depth information on either side of the bid and ask.

Request

{
  "OMSId":1,
  "InstrumentId":1
}

Key	Value
OMSId	integer. The ID of the OMS on which the snapshot will be taken.
InstrumentId	integer. The ID of the instrument whose Level 1 market snapshot will be taken.

Response

productPairCode is the same as InstrumentId. The two are synonymous and refer to the same object.

{
  "exchangeId": 0,
  "productPairCode": 0,
  "bestBid": 0.0,
  "bestOffer": 0.0,
  "volume": 0.0,
  "lastTradedPx": 0.0,
  "lastTradedVolume": 0.0,
  "lastTradeTime": 0,
  "timeStamp": 0,
  "bidQty": 0.0,
  "askQty": 0.0,
  "bidOrderCt": 0,
  "askOrderCt": 0,
  "sessionOpen": 0.0,
  "sessionHigh": 0.0,
  "sessionLow": 0.0,
  "sessionClose": 0.0,
  "currentDayVolume": 0.0,
  "currentDayNumTrades": 0.0,
  "currentDayPxChange": 0.0,
  "currentNotional": 0.0,
  "rolling24HrNotional": 0.0,
  "rolling24HrVolume": 0.0,
  "rolling24NumTrades": 0.0,
  "rolling24HrPxChange": 0.0,
  "rolling24HrPxChangePercent": 0.0
} 

Key	Value
exchangeId	integer. The ID of the exchange whose snapshot was taken.
productPairCode	integer. The ID of the instrument (the product pair) whose prices, bids, asks, and volumes are being reported.
bestBid	real. The current best bid for the instrument (product pair).
bestOffer	real. The current best offer for the instrument (product pair).
volume	real. The unit volume of the instrument traded, either during a true session (with a market open and close), or in 24-hour markets, it is the period from UTC Midnight to UTC Midnight, regardless of the nominal location of the market.
lastTradedPX	real. The last-traded price for the instrument.
lastTradedVolume	real. The last quantity that was traded.
lastTradeTime	real. The last time that the instrument was traded.
timeStamp	real. The date and time of this snapshot.
bidQty	real. The quantity currently being bid.
askQty	real. The quantity currently being asked.
bidOrderCt	integer. The count of bid orders.
askOrderCt	integer. The count of ask orders.
sessionOpen	real. Opening price. In markets with openings and closings, this is the opening price for the current session; in 24-hour markets, it is the price as of UTC Midnight beginning the current day.
sessionHigh	real. Highest price during the trading day, either during a true session (openings and closings) or UTC Midnight to UTC Midnight.
sessionLow	real. Lowest price during the trading day, either during a true session (openings and closings) or UTC Midnight to UTC Midnight.
sessionClose	real. The closing price. In markets that open and close, this is the closing price for the current or most recent session; for 24-hour markets, it is the price as of the most recent UTC Midnight.
currentDayVolume	real. The unit volume of the instrument that is the subject of the snapshot, either during a true session (openings and closings) or in 24-hour markets, during the period UTC Midnight to UTC Midnight.
currentDayNumTrades	integer. The number of trades during the current day, either during a true session (openings and closings) or in a 24-hour market the period from UTC Midnight to UTC Midnight.
currentDayPxChange	real. Change in price over the current session or from UTC Midnight to UTC Midnight.
currentNotional	decimal. Current day quote volume - resets at UTC Midnight.
rolling24HrNotional	decimal. Rolling 24 hours quote volume.
rolling24HrVolume	real. Unit volume of the instrument over the past 24 hours, regardless of time zone. This value recalculates continuously.
rolling24HrNumTrades	real. Number of trades during the past 24 hours, regardless of time zone. This value recalculates continuously.
rolling24HrPxChange	real. Price change during the past 24 hours, regardless of time zone. This value recalculates continuously.
rolling24HrPxChangePercent	real. Percent change in price during the past 24 hours.