The Level2MarketDataRequest object is used as an input in SubscribeLevel2Ticks API. This API is used to acquire the level 2 market data information.
Level2MarketDataRequest
| Field Name | Data Type | Accepted Values/Examples |
|---|---|---|
| Advise | bool | If set to True, real-time updates from the server will be registered for |
| MarketSource | repeated string | A list of market sources to which the returned data should be restricted. If empty, all sources are included |
| Request | bool | If set to True, a current snapshot of the data will be retrieved |
| RequestId | google.protobuf.Int32Value | A user-supplied request ID that can be used to disambiguate response data |
| Symbols | repeated string | Valid ticker symbol (e.g., AAPL, IBM, VOD.LSE) |
| UserToken | string | A server generated GUID that is given as response to the client during the first login |