> For the complete documentation index, see [llms.txt](https://docs.openalgo.in/llms.txt). Markdown versions of documentation pages are available by appending `.md` to page URLs; this page is available as [Markdown](https://docs.openalgo.in/api-documentation/v1/data-api/depth.md).

# Depth

Get market depth (Level 2 data) for a symbol showing top 5 bid and ask prices with quantities.

## Endpoint URL

```http
Local Host   :  POST http://127.0.0.1:5000/api/v1/depth
Ngrok Domain :  POST https://<your-ngrok-domain>.ngrok-free.app/api/v1/depth
Custom Domain:  POST https://<your-custom-domain>/api/v1/depth
```

## Sample API Request

```json
{
  "apikey": "<your_app_apikey>",
  "symbol": "SBIN",
  "exchange": "NSE"
}
```

## Sample cURL Request

```bash
curl -X POST http://127.0.0.1:5000/api/v1/depth \
  -H 'Content-Type: application/json' \
  -d '{
  "apikey": "<your_app_apikey>",
  "symbol": "SBIN",
  "exchange": "NSE"
}'
```

## Sample API Response

```json
{
  "status": "success",
  "data": {
    "open": 760.0,
    "high": 774.0,
    "low": 758.15,
    "ltp": 769.6,
    "ltq": 205,
    "prev_close": 746.9,
    "volume": 9362799,
    "oi": 161265750,
    "totalbuyqty": 591351,
    "totalsellqty": 835701,
    "asks": [
      {"price": 769.6, "quantity": 767},
      {"price": 769.65, "quantity": 115},
      {"price": 769.7, "quantity": 162},
      {"price": 769.75, "quantity": 1121},
      {"price": 769.8, "quantity": 430}
    ],
    "bids": [
      {"price": 769.4, "quantity": 886},
      {"price": 769.35, "quantity": 212},
      {"price": 769.3, "quantity": 351},
      {"price": 769.25, "quantity": 343},
      {"price": 769.2, "quantity": 399}
    ]
  }
}
```

## Request Body

| Parameter | Description                                      | Mandatory/Optional | Default Value |
| --------- | ------------------------------------------------ | ------------------ | ------------- |
| apikey    | Your OpenAlgo API key                            | Mandatory          | -             |
| symbol    | Trading symbol                                   | Mandatory          | -             |
| exchange  | Exchange code: NSE, BSE, NFO, BFO, CDS, BCD, MCX | Mandatory          | -             |

## Response Fields

| Field  | Type   | Description              |
| ------ | ------ | ------------------------ |
| status | string | "success" or "error"     |
| data   | object | Market depth data object |

### Data Object Fields

| Field        | Type   | Description                       |
| ------------ | ------ | --------------------------------- |
| open         | number | Day's open price                  |
| high         | number | Day's high price                  |
| low          | number | Day's low price                   |
| ltp          | number | Last traded price                 |
| ltq          | number | Last traded quantity              |
| prev\_close  | number | Previous day's close              |
| volume       | number | Total traded volume               |
| oi           | number | Open interest (for F\&O)          |
| totalbuyqty  | number | Total buy quantity in order book  |
| totalsellqty | number | Total sell quantity in order book |
| asks         | array  | Top 5 ask (sell) prices           |
| bids         | array  | Top 5 bid (buy) prices            |

### Ask/Bid Array Fields

| Field    | Type   | Description            |
| -------- | ------ | ---------------------- |
| price    | number | Price level            |
| quantity | number | Quantity at this price |

## Understanding Market Depth

```
        BIDS (Buyers)                 ASKS (Sellers)
        --------------               ----------------
Qty     Price                        Price     Qty
886     769.40 ←── Best Bid    Best Ask ──→ 769.60    767
212     769.35                              769.65    115
351     769.30                              769.70    162
343     769.25                              769.75    1121
399     769.20                              769.80    430
```

## Notes

* Depth shows the **order book** structure for a symbol
* **Bid-Ask spread** indicates liquidity (tighter = more liquid)
* **totalbuyqty vs totalsellqty** shows demand-supply balance
* For F\&O, **oi** (open interest) is available
* The REST call returns one broker snapshot. Use WebSocket Depth for continuous updates.

## Use Cases

* **Scalping strategies**: Identify immediate support/resistance
* **Order placement**: Decide limit price based on depth
* **Liquidity analysis**: Assess ease of entry/exit

## Related Endpoints

* [Quotes](/api-documentation/v1/data-api/quotes.md) - Basic quote data
* [WebSocket Depth](/api-documentation/v1/websockets.md) - Real-time depth streaming

***

**Back to**: [API Documentation](/api-documentation/v1.md)