mt5.market_book_get() in MetaTrader5 Python: read the order book of a symbol

Signature

mt5.market_book_get(symbol)

What it does

Each level in the result has a type that says whether it is a buy or a sell level, a price, and a volume at that price.

Call market_book_add() for the symbol before the first read, or the result is empty.

Parameters

What it returns

• A tuple of depth levels.
• None on failure. Check mt5.last_error().

Example

import MetaTrader5 as mt5

if not mt5.initialize():
    raise SystemExit(mt5.last_error())

mt5.market_book_add("EURUSD")
levels = mt5.market_book_get("EURUSD")
if not levels:
    print("no depth for this symbol:", mt5.last_error())
else:
    for lv in levels:
        print(lv.type, lv.price, lv.volume)
mt5.market_book_release("EURUSD")
mt5.shutdown()

Common mistakes

• An empty tuple is a real answer: the broker publishes no depth for that symbol.
• The book changes many times a second. Each call is a snapshot of one moment.

The same with Tickwire on Linux

The package needs a Windows terminal on the same machine. Tickwire runs the terminal for you and gives you a REST API, so the code below runs on Linux, macOS or a server.

Tickwire's current-book route returns the levels as JSON, each with type, price and volume. A symbol with no published depth answers 404 depth_unavailable. MT4 accounts answer not_supported_on_mt4.

• GET /users/current/accounts/{account_id}/symbols/{symbol}/current-book

import os, requests

API = "https://api.tickwire.io"
h = {"auth-token": os.environ["TW_KEY"]}      # your Tickwire key
base = f"{API}/users/current/accounts/{os.environ['TW_ACCOUNT']}"

r = requests.get(f"{base}/symbols/EURUSD/current-book", headers=h)
if r.ok:
    for lv in r.json()["book"]:
        print(lv["type"], lv["price"], lv["volume"])
else:
    print(r.json()["error"])

Related functions

• mt5.market_book_add() in MetaTrader5 Python: subscribe to market depth
• mt5.market_book_release() in MetaTrader5 Python: stop a market depth subscription
• mt5.symbol_info_tick() in MetaTrader5 Python: get the latest bid and ask

Related error codes

• MT5 Python error -1: Generic failure (RES_E_FAIL)
• MT5 Python error -4: Not found (RES_E_NOT_FOUND)

All MetaTrader5 Python functions