IRESS Web Services Reference

Object Reference

DepthXMLReq Methods

Last Updated Wednesday, 9 January 2013

  Collapse All

  GetDepth Method 

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

  GetDepthToLevel Method 

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 Attribute 

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.

  Status Attribute 

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. If the request was not intended to be asynchronous then this could indicated a timeout error.
19 Request was successful - default.
33 Unidentified error.
34 Request was improperly formatted.
35 Unknown IOS address or IOSWeb offline./Internal error.

  OptionsXML Parameter 

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:

"&lt;OptionsXML&gt;&lt;PortfolioBalanceUpdate&gt;1&lt;/PortfolioBalanceUpdate&gt;&lt;RequestSource&gt;Net&lt;/RequestSource&gt;&lt;/OptionsXML&gt;"

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

<OptionsXML>&lt;OptionsXML&gt;&lt;PortfolioBalanceUpdate&gt;1&lt;/PortfolioBalanceUpdate&gt;&lt;RequestSource&gt;Net&lt;/RequestSource&gt;&lt;/OptionsXML&gt;</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>