Order Book

Interface Description

• Function description：

  • Query the depth quote of securities according to the stock code list.

• Request URL：/market-data/quotes

• Request method：Establish a GRPC through the Webull SDK to establish a persistent connection, and then call the interface to obtain it.

• Frequency limit：The calling frequency of each AppId is limited to one time per second.

Request Parameters

Parameter	Type	Required fields	Description
symbol	String	Yes	example: single:00700
category	String	Yes	Security type，enumeration, reference: Category, such as: HK_STOCK

Response Parameter

Field	Type	Description
symbol	String	Securities code
instrument_id	String	Unique identifier for the security
asks	[]AskBid	Ask
bids	[]AskBid	Bid

AskBid

Field	Type	Description
price	String	Current price
size	String	Pending Order Volume
order	[]Order	Order
broker	[]Broker	Broker

Order

Field	Type	Description
mpid	String	Market Participant Identifier definition
size	String	Number of orders

Broker

Field	Type	Description
bid	String	Broker ID
name	String	Broker name

Request Example

Python

from webullsdktrade.grpc_api import API
from webullsdkquotescore.grpc.grpc_client import GrpcApiClient
from webullsdkcore.common.region import Region

grpc_client = GrpcApiClient(your_app_key, your_app_secret, Region.HK.value)
api = API(grpc_client)
response = api.market_data.get_quote(symbol, category)
if response.status_code == 200:
    result = response.json()

Java

try (QuotesApiClient quotesApiClient = QuotesApiClient.builder()
        .appKey(Env.APP_KEY)
        .appSecret(Env.APP_SECRET)
        .regionId(Region.hk.name())
        .build()) {
    Quote quote = quotesApiClient.getQuote(symbol, category);
}

Response Example

{
    "symbol":"F",
    "instrumentId":"913255275",
    "asks":[
        {
            "price":"13.900000",
            "size":"5",
            "order":[
                {
                    "mpid":"NSDQ",
                    "size":"5"
                }
            ]
        },
        {
            "price":"13.920000",
            "size":"314",
            "order":[
                {
                    "mpid":"NSDQ",
                    "size":"300"
                },
                {
                    "mpid":"NSDQ",
                    "size":"14"
                }
            ]
        },
        {
            "price":"14.010000",
            "size":"4",
            "order":[
                {
                    "mpid":"NSDQ",
                    "size":"4"
                }
            ]
        },
        {
            "price":"14.250000",
            "size":"2000",
            "order":[
                {
                    "mpid":"NSDQ",
                    "size":"2000"
                }
            ]
        },
        {
            "price":"14.290000",
            "size":"400",
            "order":[
                {
                    "mpid":"NSDQ",
                    "size":"400"
                }
            ]
        },
        {
            "price":"14.350000",
            "size":"3600",
            "order":[
                {
                    "mpid":"NSDQ",
                    "size":"3600"
                }
            ]
        },
        {
            "price":"14.500000",
            "size":"49",
            "order":[
                {
                    "mpid":"NSDQ",
                    "size":"3"
                },
                {
                    "mpid":"NSDQ",
                    "size":"20"
                },
                {
                    "mpid":"NSDQ",
                    "size":"20"
                },
                {
                    "mpid":"NSDQ",
                    "size":"4"
                },
                {
                    "mpid":"NSDQ",
                    "size":"2"
                }
            ]
        },
        {
            "price":"14.570000",
            "size":"5300",
            "order":[
                {
                    "mpid":"NSDQ",
                    "size":"5300"
                }
            ]
        },
        {
            "price":"9.900000",
            "size":"1",
            "order":[
                {
                    "mpid":"NSDQ",
                    "size":"1"
                }
            ]
        }
    ]
}