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Order Book

The market data request is not supported via Webull OpenAPI at the moment. Please keep tuned.

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 App ID is limited to one time per second.

Request Parameters​

ParameterTypeRequired fieldsDescription
symbolStringYesexample: single:AAPL
categoryStringYesSecurity type. reference: Category, such as: US_STOCK

Response Parameter​

FieldTypeDescription
symbolStringSecurities code
instrument_idStringUnique identifier for the security
asks[]AskBidAsk
bids[]AskBidBid

AskBid

FieldTypeDescription
priceStringCurrent price
sizeStringPending Order Volume
order[]OrderOrder
broker[]BrokerBroker

Order

FieldTypeDescription
mpidStringMarket Participant Identifier definition
sizeStringNumber of orders

Broker

FieldTypeDescription
bidStringBroker ID
nameStringBroker name

Request Example​

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.US.value)
api = API(grpc_client)
response = api.market_data.get_quote(symbol, category)
if response.status_code == 200:
    result = response.json()

Response Example​

{
"symbol":
"F"
"instrumentId":
"913255275"
"asks":[
0:{
"price":
"13.900000"
"size":
"5"
"order":[
0:{
"mpid":
"NSDQ"
"size":
"5"
}
]
}
1:{
"price":
"13.920000"
"size":
"314"
"order":[
0:{
"mpid":
"NSDQ"
"size":
"300"
}
1:{
"mpid":
"NSDQ"
"size":
"14"
}
]
}
2:{
"price":
"14.010000"
"size":
"4"
"order":[
0:{
"mpid":
"NSDQ"
"size":
"4"
}
]
}
3:{
"price":
"14.250000"
"size":
"2000"
"order":[
0:{
"mpid":
"NSDQ"
"size":
"2000"
}
]
}
4:{
"price":
"14.290000"
"size":
"400"
"order":[
0:{
"mpid":
"NSDQ"
"size":
"400"
}
]
}
5:{
"price":
"14.350000"
"size":
"3600"
"order":[
0:{
"mpid":
"NSDQ"
"size":
"3600"
}
]
}
6:{
"price":
"14.500000"
"size":
"49"
"order":[
0:{
"mpid":
"NSDQ"
"size":
"3"
}
1:{
"mpid":
"NSDQ"
"size":
"20"
}
2:{
"mpid":
"NSDQ"
"size":
"20"
}
3:{
"mpid":
"NSDQ"
"size":
"4"
}
4:{
"mpid":
"NSDQ"
"size":
"2"
}
]
}
7:{
"price":
"14.570000"
"size":
"5300"
"order":[
0:{
"mpid":
"NSDQ"
"size":
"5300"
}
]
}
8:{
"price":
"9.900000"
"size":
"1"
"order":[
0:{
"mpid":
"NSDQ"
"size":
"1"
}
]
}
]
}