finance
Financial Data
Order Book (L2/L3)
Order Book (L2/L3) is a financial data capability available through Databento — Institutional Market Data (OPRA + CME + Nasdaq Tick) on Aweb. Market-by-price and market-by-order book reconstruction. Access it through a single unified API with automatic failover and intelligent routing.
Best for
Highest quality
Databento — Institutional Market Data (OPRA + CME + Nasdaq Tick)
Premium tier
Contract
Providers (1)
Quick start
Call Order Book (L2/L3) through Aweb — automatic provider selection, failover, and load balancing included.
cURL
curl -X POST https://api.aweb.studio/v1/execute \
-H "Authorization: Bearer $AWEB_API_KEY" \
-H "Content-Type: application/json" \
-d '{
"capability": "finance.order-book",
"input": { "prompt": "Hello world" }
}'TypeScript
import { Aweb } from '@aweb/core';
const aweb = new Aweb({ apiKey: process.env.AWEB_API_KEY });
// Aweb automatically selects the best provider
const result = await aweb.execute({
capability: 'finance.order-book',
input: { prompt: 'Hello world' },
});
console.log(result.output);Orchestration pipeline
import { Aweb } from '@aweb/core';
const aweb = new Aweb({ apiKey: process.env.AWEB_API_KEY });
// Multi-step pipeline with automatic failover
const result = await aweb.orchestrate({
steps: [
{ id: 'step1', capability: 'finance.order-book', input: { prompt: 'Hello world' } },
{ id: 'step2', capability: 'llm.chat', dependsOn: ['step1'],
input: { prompt: 'Summarize: $step1.output' } },
],
});