Security Depth

This API is used to obtain the depth data of security.

SDK Links

Python	longport.openapi.QuoteContext.depth
Rust	longport::quote::QuoteContext#depth
Go	QuoteContext.Depth
Node.js	QuoteContext#depth

ℹ️Info

Business Command: 14

Request

Parameters

Name	Type	Required	Description
symbol	string	Yes	Security code, in ticker.region format, for example:700.HK

Protobuf

message SecurityRequest {
  string symbol = 1;
}

Request Example

# Get Security Depth
# https://open.longportapp.com/docs/quote/pull/depth
# Before running, please visit the "Developers to ensure that the account has the correct quotes authority.
# If you do not have the quotes authority, you can enter "Me - My Quotes - Store" to purchase the authority through the "LongPort" mobile app.
from longport.openapi import QuoteContext, Config

config = Config.from_env()
ctx = QuoteContext(config)

resp = ctx.depth("700.HK")
print(resp)

Response

Response Properties

Name	Type	Description
symbol	string	Security code
ask	object[]	Ask depth
∟ position	int32	Position
∟ price	string	Price
∟ volume	int64	Volume
∟ order_num	int64	Number of orders
bid	object[]	Bid depth
∟ position	int32	Position
∟ price	string	Price
∟ volume	int64	Volume
∟ order_num	int64	Number of orders

Protobuf

message SecurityDepthResponse {
  string symbol = 1;
  repeated Depth ask = 2;
  repeated Depth bid = 3;
}

message Depth {
  int32 position = 1;
  string price = 2;
  int64 volume = 3;
  int64 order_num = 4;
}

Response JSON Example

{
  "symbol": "700.HK",
  "ask": [
    {
      "position": 1,
      "price": "335.000",
      "volume": 500,
      "order_num": 1
    },
    {
      "position": 2,
      "price": "335.200",
      "volume": 400,
      "order_num": 1
    },
    {
      "position": 3,
      "price": "335.400",
      "volume": 500,
      "order_num": 2
    },
    {
      "position": 4,
      "price": "335.600",
      "volume": 1200,
      "order_num": 3
    },
    {
      "position": 5,
      "price": "335.800",
      "volume": 14000,
      "order_num": 8
    }
  ],
  "bid": [
    {
      "position": 1,
      "price": "334.800",
      "volume": 69400,
      "order_num": 13
    },
    {
      "position": 2,
      "price": "334.600",
      "volume": 266600,
      "order_num": 27
    },
    {
      "position": 3,
      "price": "334.400",
      "volume": 61300,
      "order_num": 29
    },
    {
      "position": 4,
      "price": "334.200",
      "volume": 125900,
      "order_num": 31
    },
    {
      "position": 5,
      "price": "334.000",
      "volume": 194600,
      "order_num": 94
    }
  ]
}

Error Code

Protocol Error Code	Business Error Code	Description	Troubleshooting Suggestions
3	301600	Invalid request	Invalid request parameters or unpacking request failed
3	301606	Request rate limit	Reduce the frequency of requests
7	301602	Server error	Please try again or contact a technician to resolve the issue
7	301600	Symbol not found	Check that the requested symbol is correct
7	301603	No quotes	Security no quote
7	301604	No access	No access to security quote