AsyncAPI channel · Refinitiv · Refinitiv Real-Time WebSocket API

marketDepth

Channel for subscribing to Level 2 market depth data showing the full order book for financial instruments. Provides bid and ask levels with associated sizes.

Open source AsyncAPI → All Refinitiv channels Refinitiv provider profile
Provider: Refinitiv AsyncAPI: v2.6.0 Spec: Refinitiv Real-Time WebSocket API Operations: 2 Messages: 4

Channel address

marketDepth

Operations

publish
sendMarketByPriceRequest
Request market depth data
receiveMarketByPriceData
Receive market depth updates

Messages

MarketByPriceRequest
Request to subscribe to Level 2 market depth data.
Content-Type:
MarketByPriceRefresh
Initial snapshot of the full order book for a subscribed instrument.
Content-Type:
MarketByPriceUpdate
Incremental update to the order book for a subscribed instrument.
Content-Type:
StatusMessage
Status message indicating stream state changes such as errors, closures, or redirects.
Content-Type:

About AsyncAPI

The AsyncAPI specification describes event-driven APIs the way OpenAPI describes request/response APIs. A channel is the named pipe — a webhook URL, a Kafka topic, a WebSocket route, an MQTT subject — that producers and consumers publish or subscribe to. Each channel carries one or more messages with structured payloads, and an operation declares whether a given party sends or receives on that channel.

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