> For the complete documentation index, see [llms.txt](https://developer.barchart.com/llms.txt). Markdown versions of documentation pages are available by appending `.md` to page URLs; this page is available as [Markdown](https://developer.barchart.com/getting-started/subscription-types/market-depth-order-book.md).

# Market Depth (Order Book)

Subscribe to `DEPTH_PRICE` to receive the current order book and its changes. Openfeed first sends a `marketSnapshot` containing the current `DepthPriceLevel` state.

Openfeed then streams `marketUpdate` messages for added, modified, and deleted price levels. Use these updates to keep a local order book synchronized.

The following messages show December Corn order book updates.

### Market depth message examples

#### Modify a price level

```protobuf
marketUpdate {
  marketId: 1596974561793814014
  transactionTime: 1634158256994980207
  marketSequence: 3197968
  depthPriceLevel {
    levels {
      modifyPriceLevel {
        level: 9
        side: BID
        price: 509250000000
        quantity: 34
        orderCount: 5
      }
    }
  }
}

marketUpdate {
  marketId: 1596974561793814014
  transactionTime: 1634158672038681591
  marketSequence: 3197969
  depthPriceLevel {
    levels {
      modifyPriceLevel {
        level: 4
        side: OFFER
        price: 512000000000
        quantity: 53
        orderCount: 15
      }
    }
  }
}
```

#### Add price levels

```protobuf
marketUpdate {
  marketId: 1596974561793814014
  transactionTime: 1634221610752143733
  marketSequence: 3705745
  depthPriceLevel {
    levels {
      addPriceLevel {
        level: 10
        side: BID
        price: 514000000000
        quantity: 120
        orderCount: 31
      }
    }
    levels {
      addPriceLevel {
        level: 1
        side: OFFER
        price: 516500000000
        quantity: 3
        orderCount: 1
      }
    }
  }
}
```

#### Delete a price level

```protobuf
marketUpdate {
  marketId: 1596974561793814014
  transactionTime: 1634221666379685925
  marketSequence: 3710810
  depthPriceLevel {
    levels {
      deletePriceLevel {
        level: 1
        side: BID
      }
    }
  }
}
```


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