def get_deep(symbols=None, **kwargs):
"""
DEEP data for a symbol or list of symbols
DEEP is used to receive real-time depth of book quotations direct from IEX.
The depth of book quotations received via DEEP provide an aggregated size
of resting displayed orders at a price and side, and do not indicate the
size or number of individual orders at any price level. Non-displayed
orders and non-displayed portions of reserve orders are not represented in
DEEP.
DEEP also provides last trade price and size information. Trades resulting
from either displayed or non-displayed orders matching on IEX will be
reported. Routed executions will not be reported.
Reference: https://iexcloud.io/docs/api/#deep
Data Weighting: ``Free``
Parameters
----------
symbols: str or list-like (list, tuple, pandas.Series, pandas.Index),
default ``None``, optional
kwargs:
Additional Request Parameters (see base class)
Notes
-----
Pandas not supported as an output format for the DEEP endpoint.
"""
return DEEP(symbols, **kwargs).fetch()
def get_market_deep(symbols=None, **kwargs):
"""
MOVED to iexfinance.iexdata.get_deep
"""
import warnings
warnings.warn(WNG_MSG % ("get_market_deep", "iexdata.get_deep"))
return DEEP(symbols, **kwargs).fetch()