IRESS Web Services - DepthXMLReq Reference

Description
Get the bids and asks for the particular security.

Syntax

String Results = [object].GetDepth ( String SessionKey, String Security, String Exchange, Long Options )

Input Parameters
Name		Type	Description
SessionKey		String	The session key obtained from the CreateSessionKey method of Logon object.
Security		String	Security code. Eg. "BHP"
Exchange		String	Security exchange. Eg. "ASX"
Options		Long	Extra output options. 0 - None, 1 - Use XML in-line XDR schema, 4 - Use XML schema in a file, 256 - Delayed Depth, 16777216 - Depth Summary.
Output
Type		Description
String		The result string contains an encoded XML document. Below describes the elements and attributes of this XML document.
Output Attributes
Name	Element	Type	Description
DataSource	Depth	String	DataSource code indicating the source of the data.
UpdateDate	Depth	String	Depth update time.
UpdateDateTime	Depth	Date	Depth update date time.
UpdateTime	Depth	String	Depth update time.
Count	Depth\Asks\Ask	Long	Number of asks at the ask price(only shown for summary option).
Flag	Depth\Asks\Ask	string	Undisclosed ask flag. Displays u for ask volumes >200,000.
OrdNoHigh	Depth\Asks\Ask	Long	The highest market order number for a given ask price(not shown for summary option).
OrdNoLow	Depth\Asks\Ask	Long	The lowest market order number for a given ask price(not shown for summary option).
Price	Depth\Asks\Ask	Single	Ask price.
Volume	Depth\Asks\Ask	Single	Ask volume.
Count	Depth\Bids\Bid	Long	Number of bids at the bid price(only shown for summary option).
Flag	Depth\Bids\Bid	string	Undisclosed bid flag. Displays u for ask volumes >200,000.
OrdNoHigh	Depth\Bids\Bid	Long	The highest market order number for a given bid price(not shown for summary option).
OrdNoLow	Depth\Bids\Bid	Long	The lowest market order number for a given bid price(not shown for summary option).
Price	Depth\Bids\Bid	Single	Bid price.
Volume	Depth\Bids\Bid	Single	Bid volume.

SOAP
SOAPAction header: http://webservices.iress.com.au/xmldata/200304/action/DepthXMLReq.GetDepth
End Point URL: http://webservices.iress.com.au/xmldata/200304/DepthXMLReq.asp
WSDL File: DepthXMLReq.wsdl

Description
Get the bids and asks for the particular security up to the level specified.

Syntax

String Results = [object].GetDepthToLevel ( String SessionKey, String Security, String Exchange, Long BidLevel, Long AskLevel, Long Options )

Input Parameters
Name		Type	Description
SessionKey		String	The session key obtained from the CreateSessionKey method of Logon object.
Security		String	Security code. Eg. "BHP"
Exchange		String	Security exchange. Eg. "ASX"
BidLevel		Long	The level of bid results to be returned. Eg. 10 will return the first 10 bid results.
AskLevel		Long	The level of ask results to be returned. Eg. 10 will return the first 10 ask results.
Options		Long	Extra output options. 0 - None, 1 - Use XML in-line XDR schema, 4 - Use XML schema in a file, 256 - Delayed Depth, 16777216 - Depth Summary.
Output
Type		Description
String		The result string contains an encoded XML document. Below describes the elements and attributes of this XML document.
Output Attributes
Name	Element	Type	Description
DataSource	Depth	String	DataSource code indicating the source of the data.
UpdateDate	Depth	String	Depth update time.
UpdateDateTime	Depth	Date	Depth update date time.
UpdateTime	Depth	String	Depth update time.
Count	Depth\Asks\Ask	Long	Number of asks at the ask price(only shown for summary option).
Flag	Depth\Asks\Ask	string	Undisclosed ask flag. Displays u for ask volumes >200,000.
OrdNoHigh	Depth\Asks\Ask	Long	The highest market order number for a given ask price(not shown for summary option).
OrdNoLow	Depth\Asks\Ask	Long	The lowest market order number for a given ask price(not shown for summary option).
Price	Depth\Asks\Ask	Single	Ask price.
Volume	Depth\Asks\Ask	Single	Ask volume.
Count	Depth\Bids\Bid	Long	Number of bids at the bid price(only shown for summary option).
Flag	Depth\Bids\Bid	string	Undisclosed bid flag. Displays u for ask volumes >200,000.
OrdNoHigh	Depth\Bids\Bid	Long	The highest market order number for a given bid price(not shown for summary option).
OrdNoLow	Depth\Bids\Bid	Long	The lowest market order number for a given bid price(not shown for summary option).
Price	Depth\Bids\Bid	Single	Bid price.
Volume	Depth\Bids\Bid	Single	Bid volume.

SOAP
SOAPAction header: http://webservices.iress.com.au/xmldata/200304/action/DepthXMLReq.GetDepthToLevel
End Point URL: http://webservices.iress.com.au/xmldata/200304/DepthXMLReq.asp
WSDL File: DepthXMLReq.wsdl

Error Id	Error Description
0	No Error.
1	Server Error (The server may be down or in maintenance).
2	Access Error (User do not have permission to retrieve particular data).
3	Security ID Error (Security ID entered could not be found).
6	No Error - Data Incomplete.
9	Error Occured In XML Body (Check XML body for a more specific error code).
31	No security code given when adding securities to a watchlist or user portfolio.
32	Invalid security code given when adding securities to a watchlist or user portfolio.
33	The security code entered already exist specified watchlist or user portfolio.
41	Watchlist Code Input Error (No watchlist code was entered or the code is missing a '$' symbol for a user watchlist or a '/' symbol for a global watchlist).
42	Watchlist, User Portfolio or Watchlist Group Does Not Exist Error (The watchlist or watchlist group entered does not exist in the database).
51	The IOS Portfolio Does Not Exist.

Description
OptionsXML is an optional parameter for some methods. Its purpose is to allow additional settings to be specified for the method call.
It is specified as an XML element, <OptionsXML>, with child elements for each setting.
The parameter is of type String, so the element must be encoded as a string according to the SOAP encoding specifications.

Example

For the follwoing xml element:

<OptionsXML>
<PortfolioBalanceUpdate>1</PortfolioBalanceUpdate>
<RequestSource>Net</RequestSource>
</OptionsXML>

The encoded string would be:

"<OptionsXML><PortfolioBalanceUpdate>1</PortfolioBalanceUpdate><RequestSource>Net</RequestSource></OptionsXML>"

When part of a SOAP request, it should look like:

<OptionsXML><OptionsXML><PortfolioBalanceUpdate>1</PortfolioBalanceUpdate><RequestSource>Net</RequestSource></OptionsXML></OptionsXML>

OptionsXML Child Elements
Name	Type	Description	Example
Advisor	String	Sets an orders Advisor.	<Advisor>ADMIN</Advisor>
AdvisorWorking	Integer	Only used in ClientOrderCreate to indicate whether the new client order is an advisor working order. 1 - Advisor working order, 0 - Not advisor working order	<AdvisorWorking>1</AdvisorWorking>
BOInstructions	String	Sets an orders back office instructions.	<BOInstructions>12A Request</BOInstructions>
BPO	Long	Indicates if an order will be a BPO order. 1 - BPO Order, 0 - Not a BPO Order	<BPO>1</BPO>
CommissionCategoryID	Integer	Sets an orders commission category.	<CommissionCategoryID>43</CommissionCategoryID>
CommissionMin	Double	A manually entered commission amount that overrides the default commission.	<CommissionMin>12.00</CommissionMin>
CommissionRate	Double	A manually entered commission percentage that overrides the default commission.	<CommissionRate>11.00</CommissionRate>
NZXCapitalOrder	Integer	Capital order value for NZ retail orders, can either be 1 for on or 0 for off.	<NZXCapitalOrder>1</NZXCapitalOrder>
NZXCSN	String	CSN for NZ retail orders.	<NZXCSN>912891298</NZXCSN>
NZXEstateWindup	Integer	Estate windup value for NZ retail orders, can either be 1 for on or 0 for off.	<NZXEstateWindup>1</NZXEstateWindup>
NZXOneOffSale	Integer	One off sale value for NZ retail orders, can either be 1 for on or 0 for off.	<NZXOneOffSale>1</NZXOneOffSale>
NZXPrescribedPersons	Integer	Prescribed persons value for NZ retail orders, can either be 1 for on or 0 for off.	<NZXPrescribedPersons>1</NZXPrescribedPersons>
NZXShortSell	Integer	Short sell value for NZ retail orders, can either be 1 for on or 0 for off.	<NZXShortSell>1</NZXShortSell>
NZXMultipleClientAggregatedOrder	Integer	Multiple value for NZ retail orders, can either be 1 for on or 0 for off.	<NZXMultipleClientAggregatedOrder>1</NZXMultipleClientAggregatedOrder>
NZXClientHoldingInNZClear	Integer	NZCSD value for NZ retail orders, can either be 1 for on or 0 for off.	<NZXClientHoldingInNZClear>1</NZXClientHoldingInNZClear>
NZXAustralianClient	Integer	Australia value for NZ retail orders, can either be 1 for on or 0 for off.	<NZXAustralianClient>1</NZXAustralianClient>
OPInstructions	String	Sets an orders instructions.	<OPInstructions>Test</OPInstructions>
OrderGiver	String	Sets an orders OrderGiver.	<OrderGiver>ADMIN</OrderGiver>
PortfolioBalanceUpdate	Integer	Indicates whether balances should be updated before returned.	<PortfolioBalanceUpdate>1</PortfolioBalanceUpdate>
RequestSource	String	Sent with some method calls, to indicate the source of the request	<RequestSource>Net</RequestSource>
SellType	String	Sets an ask orders Sell Type. S - Short, L - Long	<SellType>S</SellType>
SettlementMethod	String	Sets an orders settlement method.	<SettlementMethod>ISSUER</SettlementMethod>
SRN	String	Security reference numbers and the corresponding volume.	<SRN>srn1(100shs), srn2(200shs)</SRN>
TransactionBasis	String	Sets an orders Transaction Basis.	<TransactionBasis>Test</TransactionBasis>
ExternalID	String	Sets the ExternalID for the order.	<ExternalID>Ex123</ExternalID>

Status Id	Status Description
2	Access Error (User does not have permission to use paticular method)
17	Request was successful - synchronous.
18	Request was successful - asynchronous.
19	Request was successful - default.
33	Unidentified error.
34	Request was improperly formatted.
35	Unknown IOS address or IOSWeb offline./Internal error.

IRESS Web Services Reference

DepthXMLReq Methods