Get KLSI Orderbook Analytics

Retrieve pre-computed analytics derived from orderbook snapshots. This provides processed metrics that save you from computing them yourself.

What you get

• Time-series orderbook metrics
• Aggregated depth and liquidity data
• Spread and imbalance indicators

Use cases

• Track liquidity changes over time
• Identify optimal entry/exit points
• Build market quality dashboards

Example

• Request: GET /api/v1/klsi/KXNCAAFTOTAL-25NOV29NDSTAN-41/orderbook_analytics?limit=10
• Header: X-API-Key: YOUR_API_KEY