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Get Level-3 Order Book

GET 
/v1/native/iex/level3-order-book/:symbol

Get Level-3 Order Book

Request​

Path Parameters

    symbol stringrequired

    The symbol identifier

Query Parameters

    date date-timerequired

    Optional date in format YYYY-MM-DD (defaults to latest available data)

Responses​

successful operation

Schema

  • Array [

    • add_order

    object

    Represents the response DTO for add order information

    symbol stringnullable

    The stock symbol

    timestamp_nanos int64

    Original timestamp in nanoseconds since epoch

    timestamp date-time

    Time when the order was added as DateTime (UTC)

    is_side_buy boolean

    Indicates if this is a Buy order ('8'/0x38).

    size int32

    Quoted size in number of shares

    price double

    Price as decimal

    order_id int64

    Order identifier

    delete_order

    object

    Represents the response DTO for order delete information

    symbol stringnullable

    The stock symbol

    timestamp_nanos int64

    Original timestamp in nanoseconds since epoch

    timestamp date-time

    Time when the order was deleted as DateTime

    order_id_reference int64

    Order identifier reference

    modify_order

    object

    Represents the response DTO for order modify information

    symbol stringnullable

    The stock symbol

    timestamp_nanos int64

    Original timestamp in nanoseconds since epoch

    timestamp date-time

    Time when the order was modified as DateTime (UTC)

    order_id_reference int64

    Order identifier reference

    is_priority_reset boolean

    Indicates if priority is reseted

    size int32

    New total quoted size in number of shares

    price double

    Price as decimal

    executed_order

    object

    Represents the response DTO for order executed information

    symbol stringnullable

    The stock symbol

    timestamp_nanos int64

    Original timestamp in nanoseconds since epoch

    timestamp date-time

    Time when the order was executed as DateTime

    order_id_reference int64

    Order identifier reference

    sale_condition_flags int32

    Sale condition flags for the execution as byte value

    is_intermarket_sweep boolean

    Bit 7 (Mask 0x80): Intermarket Sweep Flag True: Intermarket Sweep Order ("ISO") False: Non-Intermarket Sweep Order

    is_extended_hours_trade boolean

    Bit 6 (Mask 0x40): Extended Hours Flag True: Extended Hours Trade (i.e., Form T sale condition) False: Regular Market Session Trade

    is_odd_lot_trade boolean

    Bit 5 (Mask 0x20): Odd Lot Flag True: Odd Lot Trade False: Round or Mixed Lot Trade

    is_trade_through_exempt boolean

    Bit 4 (Mask 0x10): Trade Through Exempt Flag True: Trade is not subject to Rule 611 (Trade Through) of SEC Reg. NMS False: Trade is subject to Rule 611 (Trade Through) of SEC Reg. NMS

    is_single_price_cross_trade boolean

    Bit 3 (Mask 0x08): Single-price Cross Trade Flag True: Trade resulting from a single-price cross False: Execution during continuous trading

    size int32

    Trade volume in number of shares

    price double

    Execution price as decimal

    trade_id int64

    IEX trade identifier

    clear_book

    object

    Represents the response DTO for clear book information

    symbol stringnullable

    The stock symbol

    timestamp_nanos int64

    Original timestamp in nanoseconds since epoch

    timestamp date-time

    Time when the book was cleared as DateTime

  • ]

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