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Market Depth Integration

Real depth, not a fake spread.

Carry the exchange's actual bid and ask through to the client instead of inventing a spread around the last price — with a guard that flattens a junk book rather than passing on a bad quote.

What our Market Depth Integration covers.

Carry the exchange's actual bid and ask through to the client instead of inventing a spread around the last price — with a guard that flattens a junk book rather than passing on a bad quote.

Genuine Order Book

Exchange depth passed through untouched wherever it is available.

Junk-Book Guard

Absurdly wide or crossed books flattened instead of quoted to a client.

Source Priority

Best real source wins; lower-quality feeds may update price but not depth.

Freshness Rules

Stale depth expires automatically instead of lingering as a live quote.

Explore more in Market Data & Charting.

Everything you need to build, automate and scale your trading technology.

Build your Market Depth Integration with us

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