Interested in retrieving depth of market (DOM) quotes via IBKR API? Check out the functionality the parameter isSmartDepth provides via reqMktDepth. Set it to True to get depth of market (DOM) quotes from the Level 1 and Level 2 Market data feeds.
For step-by-step instructions, see the API Release Notes and GitHub Guide, and be sure to practice with API source files and samples: http://interactivebrokers.github.io/
- TWS version needed: 974 or higher
- Sample code from IBKR API GitHub Guide
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