The Level1MarketDataRequest object is used as an input in GetLevel1MarketData API. This is an unary API used to fetch level 1 market data snapshot (e.g., Bid, Ask, Last traded price). You can request one or more symbols data at a time.
Level1MarketDataRecord
| Field Name | Data Type | Accepted Values/Examples |
|---|---|---|
| ArcaImbalanceVolume | google.protobuf.Int32Value | Pre-Open Imbalance Volume (positive is Bid, negative is Offer) |
| ArcaMatchVolume | google.protobuf.Int32Value | Total number of shares to be executed |
| Ask | Price | Last ask price for symbol |
| Bid | Price | Last bid price for symbol |
| BidTick2 | string | "Bid tick" for NASDAQ Short Sale Rule |
| ChangeLast | Price | Change from last price |
| CompanyName | string | Company name represented by symbol |
| DispName | string | 'IBM' (Symbol formats are datafeedspecific. Check your Feed Handler help file for the correct format.) |
| High1 | Price | Value of highest transaction for current session |
| High52 | Price | Highest traded price for a share in the last 52 weeks |
| IntradayHighCount | google.protobuf.Int32Value | Number of intraday highs |
| Low1 | Price | Value of lowest transaction for current session |
| Low52 | Price | Lowest traded price for a share in the last 52 weeks |
| LrpAsk | Price | NYSE liquidity replenishment point for Asks |
| LrpBid | Price | NYSE liquidity replenishment point for bids |
| SaleConditionVolume | google.protobuf.Int32Value | Volume of the most recent pre-market, post-market, or irregular trade |
| SymbolDesc | string | Symbol description |
| Trdprc1 | Price | Last traded price |
| Trdtim1 | google.protobuf.Duration | Trade time |
| Vwap | google.protobuf.DoubleValue | VWAP from the trade server |
| VwapVol | google.protobuf.Int32Value | VWAP Volume from the trade server |