MarketData

 MarketDepth md = MarketData.GetMarketDepth(Symbol);

 using cAlgo.API;
 using cAlgo.API.Internals;
 namespace cAlgo
 {
     // This sample indicator shows how to get a symbol and time frame market data
     [Indicator(IsOverlay = true, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
     public class MarketDataSample : Indicator
     {
         private Bars _bars;
         private Ticks _ticks;
         private MarketDepth _marketDepth;
         [Parameter("Use Current Symbol", DefaultValue = true)]
         public bool UseCurrentSymbol { get; set; }
         [Parameter("Other Symbol Name", DefaultValue = "GBPUSD")]
         public string OtherSymbolName { get; set; }
         [Parameter("Use Current TimeFrame", DefaultValue = true)]
         public bool UseCurrentTimeFrame { get; set; }
         [Parameter("Other TimeFrame", DefaultValue = "Daily")]
         public TimeFrame OtherTimeFrame { get; set; }
         protected override void Initialize()
         {
             var symbol = UseCurrentSymbol ? Symbol : Symbols.GetSymbol(OtherSymbolName);
             var timeframe = UseCurrentTimeFrame ? TimeFrame : OtherTimeFrame;
             // You can use GetBarsAsync instead of GetBars
             _bars = MarketData.GetBars(timeframe, symbol.Name);
             // You can use GetTicksAsync instead of GetTicks
             _ticks = MarketData.GetTicks(symbol.Name);
             _marketDepth = MarketData.GetMarketDepth(symbol.Name);
         }
         public override void Calculate(int index)
         {
         }
     }
 }

 md = api.MarketData.GetMarketDepth(api.Symbol)

 import clr
 clr.AddReference("cAlgo.API")
 from cAlgo.API import *
 class MarketDataSample():
     def initialize(self):
         symbol = api.Symbol if api.UseCurrentSymbol else api.Symbols.GetSymbol(api.OtherSymbolName)
         timeframe = api.TimeFrame if api.UseCurrentTimeFrame else api.OtherTimeFrame
         # You can use GetBarsAsync instead of GetBars
         self.bars = api.MarketData.GetBars(timeframe, symbol.Name)
         # You can use GetTicksAsync instead of GetTicks
         self.ticks = api.MarketData.GetTicks(symbol.Name)
         # Getting market depth data
         self.marketDepth = api.MarketData.GetMarketDepth(symbol.Name)

 var md = MarketData.GetMarketDepth("EURUSD");

 md = api.MarketData.GetMarketDepth("EURUSD")