RequestVolumeByPriceForSymbol

Request for order book of accumulation of order volumes at levels by the specified symbol, taking into account the specified filter

Request format

{
 "CollectSuffixes": true,
 "DealerSide": true,
 "Symbol":"EURUSD",
 "DepthInPoints":1000,
 "Reasons": [
     "Robot",
     "Client"
   ],
 "AccountsGroups": [
     "real",
     "demo"
   ],
 "Countries": [
     "Russia",
     "USA"
   ],
 "RequestId": "c1549b18-3ccb-4500-a928-7ff27e8d1fe9",
 "Nodes": [
   Node1
 ],
 "RequestName": "RequestVolumeByPriceForSymbol"
}

Request parameters:

Name	Description
RequestId	Unique request GUID
CollectSuffixes	true - aggregate all suffix symbols into one symbol, otherwise display separate statistics for them, including their contracts
DealerSide	true - display data from the dealer's side (false - from the traders side)
Symbol	The instrument for calculating the accumulation of order levels
Reasons	TradeReason List
DepthInPoints	Depth of the "Order book" - the maximum deviation of the level of accumulation of orders from the current price in each direction (BUY, SELL)
AccountsGroups	List of account groups
Countries	List of countries
Nodes	List of nodes that participate in the request. If the list is empty, then all available nodes are called.
RequestName	Request type

Response ResponseVolumeByPriceForSymbol

 {
   "Result": {
     "UpVolumes": [
       {
         "PnLDiff": 0.0,
         "VolumeBuy": 1.79,
         "VolumeSell": 1.02,
         "PriceLevel": 1.142,
         "Sentiment": 63.70
       },
       {
         "PnLDiff": 0.0,
         "VolumeBuy": 1.41,
         "VolumeSell": 1.42,
         "PriceLevel": 1.143,
         "Sentiment": 49.82
       },
       {
         "PnLDiff": 0.0,
         "VolumeBuy": 1.17,
         "VolumeSell": 1.22,
         "PriceLevel": 1.144,
         "Sentiment": 48.95
       },
       {
         "PnLDiff": 0.0,
         "VolumeBuy": 0.56,
         "VolumeSell": 1.1,
         "PriceLevel": 1.15,
         "Sentiment": 33.73
       }
     ],
     "DownVolumes": [
       {
         "PnLDiff": 0.0,
         "VolumeBuy": 0.1,
         "VolumeSell": 0.32,
         "PriceLevel": 1.141,
         "Sentiment": 23.81
       },
       {
         "PnLDiff": 0.0,
         "VolumeBuy": 1.0,
         "VolumeSell": 0.24,
         "PriceLevel": 1.139,
         "Sentiment": 80.65
       },
       {
         "PnLDiff": 0.0,
         "VolumeBuy": 3.06,
         "VolumeSell": 3.2,
         "PriceLevel": 1.138,
         "Sentiment": 48.88
       },
       {
         "PnLDiff": 0.0,
         "VolumeBuy": 0.06,
         "VolumeSell": 101.27,
         "PriceLevel": 1.133,
         "Sentiment": 0.06
       }
     ]
   },
   "Errors": [],
   "RequestId": "a49f8e46-4b7d-43c2-84db-f7d2e970a2a0",
   "ResponseMaster": "ResponseVolumeByPriceForSymbol"
 }

 {
   "Result": {
     "UpVolumes": [
       {
         "PnLDiff": 0.0,
         "VolumeBuy": 1.79,
         "VolumeSell": 1.02,
         "PriceLevel": 1.142,
         "Sentiment": 63.70
       },
       {
         "PnLDiff": 0.0,
         "VolumeBuy": 1.41,
         "VolumeSell": 1.42,
         "PriceLevel": 1.143,
         "Sentiment": 49.82
       },
       {
         "PnLDiff": 0.0,
         "VolumeBuy": 1.17,
         "VolumeSell": 1.22,
         "PriceLevel": 1.144,
         "Sentiment": 48.95
       },
       {
         "PnLDiff": 0.0,
         "VolumeBuy": 0.56,
         "VolumeSell": 1.1,
         "PriceLevel": 1.15,
         "Sentiment": 33.73
       }
     ],
     "DownVolumes": [
       {
         "PnLDiff": 0.0,
         "VolumeBuy": 0.1,
         "VolumeSell": 0.32,
         "PriceLevel": 1.141,
         "Sentiment": 23.81
       },
       {
         "PnLDiff": 0.0,
         "VolumeBuy": 1.0,
         "VolumeSell": 0.24,
         "PriceLevel": 1.139,
         "Sentiment": 80.65
       },
       {
         "PnLDiff": 0.0,
         "VolumeBuy": 3.06,
         "VolumeSell": 3.2,
         "PriceLevel": 1.138,
         "Sentiment": 48.88
       },
       {
         "PnLDiff": 0.0,
         "VolumeBuy": 0.06,
         "VolumeSell": 101.27,
         "PriceLevel": 1.133,
         "Sentiment": 0.06
       }
     ]
   },
   "Errors": [],
   "RequestId": "a49f8e46-4b7d-43c2-84db-f7d2e970a2a0",
   "ResponseMaster": "ResponseVolumeByPriceForSymbol"
 }