TRACK_MBOOK Command
We send this command to TCP/77 and MTsocketAPI will start streaming Depth of Market (DOM) over the data port (default TCP/78):
Help:
{ "MSG":"HELP", "COMMAND":"TRACK_MBOOK", "DESCRIPTION":"Receive Market Depth in realtime for the subscribed symbols", "MANDATORY_TAGS":[ "SYMBOLS (ARRAY STRING)" ], "OPTIONAL_TAGS":[ null ] }
Example
Single Line command (necessary for MTsocketAPI):
{"MSG":"TRACK_MBOOK", "SYMBOLS":["EURUSD"]}
Same command in Beauty Format:
{
"MSG":"TRACK_MBOOK",
"SYMBOLS":["EURUSD"]
}
MTsocketAPI reply:
{
"MSG":"TRACK_MBOOK",
"SUCCESS":["EURUSD"],
"ERROR_ID":0,
"ERROR_DESCRIPTION":"The operation completed successfully"
}
Now we can connect to default TCP 78 port to see the data:
$ telnet localhost 78
Trying 127.0.0.1...
Connected to localhost.
Escape character is '^]'.
{"MSG":"TRACK_MBOOK","SYMBOL":"EURUSD","MARKET_BOOK":[{"PRICE":1.08467,"VOLUME":10,"VOLUMEREAL":10.00,"TYPE":"BOOK_TYPE_SELL"},{"PRICE":1.08464,"VOLUME":10,"VOLUMEREAL":10.00,"TYPE":"BOOK_TYPE_SELL"},{"PRICE":1.08463,"VOLUME":12,"VOLUMEREAL":12.50,"TYPE":"BOOK_TYPE_SELL"},{"PRICE":1.08462,"VOLUME":2,"VOLUMEREAL":2.50,"TYPE":"BOOK_TYPE_SELL"},{"PRICE":1.08459,"VOLUME":2,"VOLUMEREAL":2.50,"TYPE":"BOOK_TYPE_SELL"},{"PRICE":1.08458,"VOLUME":2,"VOLUMEREAL":2.50,"TYPE":"BOOK_TYPE_BUY"},{"PRICE":1.08455,"VOLUME":5,"VOLUMEREAL":5.00,"TYPE":"BOOK_TYPE_BUY"},{"PRICE":1.08454,"VOLUME":10,"VOLUMEREAL":10.00,"TYPE":"BOOK_TYPE_BUY"},{"PRICE":1.08453,"VOLUME":10,"VOLUMEREAL":10.00,"TYPE":"BOOK_TYPE_BUY"},{"PRICE":1.08450,"VOLUME":11,"VOLUMEREAL":11.00,"TYPE":"BOOK_TYPE_BUY"}]}
{"MSG":"TRACK_MBOOK","SYMBOL":"EURUSD","MARKET_BOOK":[{"PRICE":1.08472,"VOLUME":5,"VOLUMEREAL":5.00,"TYPE":"BOOK_TYPE_SELL"},{"PRICE":1.08467,"VOLUME":10,"VOLUMEREAL":10.00,"TYPE":"BOOK_TYPE_SELL"},{"PRICE":1.08464,"VOLUME":20,"VOLUMEREAL":20.00,"TYPE":"BOOK_TYPE_SELL"},{"PRICE":1.08462,"VOLUME":5,"VOLUMEREAL":5.00,"TYPE":"BOOK_TYPE_SELL"},{"PRICE":1.08459,"VOLUME":2,"VOLUMEREAL":2.50,"TYPE":"BOOK_TYPE_SELL"},{"PRICE":1.08458,"VOLUME":2,"VOLUMEREAL":2.50,"TYPE":"BOOK_TYPE_BUY"},{"PRICE":1.08455,"VOLUME":5,"VOLUMEREAL":5.00,"TYPE":"BOOK_TYPE_BUY"},{"PRICE":1.08454,"VOLUME":10,"VOLUMEREAL":10.00,"TYPE":"BOOK_TYPE_BUY"},{"PRICE":1.08453,"VOLUME":10,"VOLUMEREAL":10.00,"TYPE":"BOOK_TYPE_BUY"},{"PRICE":1.08451,"VOLUME":10,"VOLUMEREAL":10.00,"TYPE":"BOOK_TYPE_BUY"}]}
{"MSG":"TRACK_MBOOK","SYMBOL":"EURUSD","MARKET_BOOK":[{"PRICE":1.08472,"VOLUME":5,"VOLUMEREAL":5.00,"TYPE":"BOOK_TYPE_SELL"},{"PRICE":1.08467,"VOLUME":10,"VOLUMEREAL":10.00,"TYPE":"BOOK_TYPE_SELL"},{"PRICE":1.08464,"VOLUME":20,"VOLUMEREAL":20.00,"TYPE":"BOOK_TYPE_SELL"},{"PRICE":1.08462,"VOLUME":5,"VOLUMEREAL":5.00,"TYPE":"BOOK_TYPE_SELL"},{"PRICE":1.08459,"VOLUME":2,"VOLUMEREAL":2.50,"TYPE":"BOOK_TYPE_SELL"},{"PRICE":1.08458,"VOLUME":2,"VOLUMEREAL":2.50,"TYPE":"BOOK_TYPE_BUY"},{"PRICE":1.08455,"VOLUME":15,"VOLUMEREAL":15.00,"TYPE":"BOOK_TYPE_BUY"},{"PRICE":1.08453,"VOLUME":10,"VOLUMEREAL":10.00,"TYPE":"BOOK_TYPE_BUY"},{"PRICE":1.08450,"VOLUME":11,"VOLUMEREAL":11.00,"TYPE":"BOOK_TYPE_BUY"},{"PRICE":1.08446,"VOLUME":5,"VOLUMEREAL":5.00,"TYPE":"BOOK_TYPE_BUY"}]}
{"MSG":"TRACK_MBOOK","SYMBOL":"EURUSD","MARKET_BOOK":[{"PRICE":1.08467,"VOLUME":10,"VOLUMEREAL":10.00,"TYPE":"BOOK_TYPE_SELL"},{"PRICE":1.08464,"VOLUME":20,"VOLUMEREAL":20.00,"TYPE":"BOOK_TYPE_SELL"},{"PRICE":1.08463,"VOLUME":2,"VOLUMEREAL":2.50,"TYPE":"BOOK_TYPE_SELL"},{"PRICE":1.08462,"VOLUME":2,"VOLUMEREAL":2.50,"TYPE":"BOOK_TYPE_SELL"},{"PRICE":1.08459,"VOLUME":2,"VOLUMEREAL":2.50,"TYPE":"BOOK_TYPE_SELL"},{"PRICE":1.08458,"VOLUME":2,"VOLUMEREAL":2.50,"TYPE":"BOOK_TYPE_BUY"},{"PRICE":1.08455,"VOLUME":15,"VOLUMEREAL":15.00,"TYPE":"BOOK_TYPE_BUY"},{"PRICE":1.08453,"VOLUME":10,"VOLUMEREAL":10.00,"TYPE":"BOOK_TYPE_BUY"},{"PRICE":1.08450,"VOLUME":11,"VOLUMEREAL":11.00,"TYPE":"BOOK_TYPE_BUY"},{"PRICE":1.08446,"VOLUME":5,"VOLUMEREAL":5.00,"TYPE":"BOOK_TYPE_BUY"}]}
{"MSG":"TRACK_MBOOK","SYMBOL":"EURUSD","MARKET_BOOK":[{"PRICE":1.08472,"VOLUME":5,"VOLUMEREAL":5.00,"TYPE":"BOOK_TYPE_SELL"},{"PRICE":1.08467,"VOLUME":10,"VOLUMEREAL":10.00,"TYPE":"BOOK_TYPE_SELL"},{"PRICE":1.08464,"VOLUME":20,"VOLUMEREAL":20.00,"TYPE":"BOOK_TYPE_SELL"},{"PRICE":1.08462,"VOLUME":5,"VOLUMEREAL":5.00,"TYPE":"BOOK_TYPE_SELL"},{"PRICE":1.08459,"VOLUME":2,"VOLUMEREAL":2.50,"TYPE":"BOOK_TYPE_SELL"},{"PRICE":1.08458,"VOLUME":2,"VOLUMEREAL":2.50,"TYPE":"BOOK_TYPE_BUY"},{"PRICE":1.08456,"VOLUME":10,"VOLUMEREAL":10.00,"TYPE":"BOOK_TYPE_BUY"},{"PRICE":1.08455,"VOLUME":5,"VOLUMEREAL":5.00,"TYPE":"BOOK_TYPE_BUY"},{"PRICE":1.08453,"VOLUME":10,"VOLUMEREAL":10.00,"TYPE":"BOOK_TYPE_BUY"},{"PRICE":1.08450,"VOLUME":11,"VOLUMEREAL":11.00,"TYPE":"BOOK_TYPE_BUY"}]}
Important: You must request DOM data using the port TCP/77 and MTsocketAPI will stream Market Depth data on port TCP/78.
Note: You can connect multiple clients to TCP/78 port and all of them will receive DOM data.