Refinitive Real-Time C++ SDK trying to fetch market data for some HK equities, e.g. 0700.HKd.

I'm using Refinitive Real-Time C++ SDK trying to fetch market data for some HK equities, e.g. 0700.HKd.

I'm using subscription domain MMT_MARKET_PRICE, should I expect last trade price, and trading volume coming back using this domain? If not, what domain should I use?

Find more posts tagged with

c++

refinitiv-realtime-sdk

#technology

Accepted answers

Jirapongse

@marianolorenzo.coronel

Thanks for reaching out to us.

I think that 0700.HKd provides legacy level 2 data.

You need to use 0700.HK with the MMT_MARKET_PRICE domain.

The data will look like this:

Otherwise, please contact the content support team directly via MyRefinitiv to get RICs that can provide the required data.

I hope that this information is of help.

All comments

Jirapongse

@marianolorenzo.coronel

Thanks for reaching out to us.

I think that 0700.HKd provides legacy level 2 data.

You need to use 0700.HK with the MMT_MARKET_PRICE domain.

The data will look like this:

Otherwise, please contact the content support team directly via MyRefinitiv to get RICs that can provide the required data.

I hope that this information is of help.

marianolorenzo.coronel

Hi Jirapongse,

Just to confirm the domain is correct but it can only fetch data for L1 rics?

Best,

marianolorenzo.coronel

Hi Jirapongse,

Not sure, if this is a content related question but for the domain MMT_MARKET_PRICE will they get both 10 levels of market data and trade information using 0700.HK?

marianolorenzo.coronel

Hi @Jirapongse content team confirmed that 0700.HKd will allow the client to get 10 levels book and trade price/qty. However, can we confirm from the dev's end if the domain MMT_MARKET_PRICE domain is the correct value to retrieve the data?

Jirapongse

@marianolorenzo.coronel

I don't think that the MMT_MARKET_PRICE of 0700.HK can provide 10 levels of market data and trade information. The Market Price domain provides access to Level I market information such as trades, indicative quotes, and top-of-book quotes. You need to contact the content support team to confirm this.

You can use the Market By Order domain (MMT_MARKET_BY_ORDER) to access Level II full order books or the Market By Price domain (MMT_MARKET_BY_PRICE) to access Level II market depth information.

EXPLORE OUR SITES