Although you can request multiple markets from listMarketBook, listMarketCatalogue and listMarketProfitandLoss, there are limits on the amount of data requested in one request.
The following tables explain the "weighting" of data for each MarketProjection or PriceProjection. If you exceed the maximum weighting of 200 points, the API will return a TOO_MUCH_DATA error.
Please note: specific combinations of priceProjections will carry different weights that aren't the sum of their individual weights. Please see a summary of these below:
If exBestOffersOverrides is used the weight is is calculated by weight *(requestedDepth/3).