Retrieve Depth of Book

post https://bo-api.drivewealth.io/back-office/quotes/depth

Get the Depth of Book for an Instrument.

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

Response

Response body

array of objects

object

uuid

Quote id in the DriveWealth System

instrumentID

uuid

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

ISIN

string

length between 12 and 14

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.

CUSIP

string

length between 9 and 9

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.

quantity

double

Trade size/quantity

salesCredit

object

If set, the unit price will be marked up or marked down based on the prescribed amount. Only applicable to Orders for Debt Instruments.

bidPrices

array of objects

bid prices without sales credit

bidPrices

object

bidPrice

double

Bid value

bidSize

double

Bid size

bidYield

double

Bid yield

minQty

double

Minimum quantity

askPrices

array of objects

ask prices without sales credit

askPrices

object

askPrice

double

Ask value

askSize

double

Ask size

askYield

double

Ask yield

minQty

double

Minimum quantity

effectiveBidPrices

array of objects

prices include any sales credit provided in the request

effectiveBidPrices

object

bidPrice

double

Bid value

bidSize

double

Bid size

bidYield

double

Bid yield

minQty

double

Minimum quantity

effectiveAskPrices

array of objects

prices include any sales credit provided in the request

effectiveAskPrices

object

askPrice

double

Ask value

askSize

double

Ask size

askYield

double

Ask yield

minQty

double

Minimum quantity

recentTrades

array of objects

Recent Trades

recentTrades

object

price

double

Trade price

quantity

double

Trade size/quantity

yield

double

Trade yield

date

date-time

Asset's trade time.

side

string

The side of order that is being placed.

buy sell

Language

Credentials

Bearer

JWT

URL


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curl --request POST \
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     --url https://bo-api.drivewealth.io/back-office/quotes/depth \
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     --header 'accept: application/json' \
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     --header 'content-type: application/json' \
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     --header 'dw-client-app-key: {{yourAppKey}}'


xxxxxxxxxx
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]
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[
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  {
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    "id": "f61b3240-6ab4-48bb-8f30-c160b7fba999",
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    "instrumentID": "206b06c2-6d46-4515-9340-678cb131f2cc",
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    "ISIN": "US105756BB58",
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    "CUSIP": "105756BB5",
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    "quantity": 3,
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    "salesCredit": {
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      "currency": "USD",
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      "amount": 14
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    },
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    "bidPrices": [
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      {
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        "bidPrice": 98.882,
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        "bidSize": 100000,
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        "bidYield": 4.799,
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        "minQty": 150
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      },
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      {
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        "bidPrice": 98.872,
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        "bidSize": 230000,
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        "bidYield": 4.812,
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        "minQty": 112
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      }
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    ],

200Fetching Market data was successful