Information about ask and bid

guilherme.schuwarten

Hi,

I'm new and I would like help about DataScope.

I need information about book, especially I need the last five and the first five positions/orders of ask and bid, in a certain point on time? What is the best way to extract this information? Tick history, or Tick History Raw, or other?

Thank you

Jirapongse

@guilherme.schuwarten

Thanks for reaching out to us.

It could be the Tick History Market Depth report template. This report template provides aggregated market by price level quotes messages that represent the depth of the market (Level II) by price at each price level (1- 25). For more information, please refer to the REST API Tutorial 5: On Demand market depth extraction tutorial.

You can check the Data Dictionary - Refinitiv Tick History Custom Reporting document to verify all fields available in each report template.

However, please contact the Refinitiv Tick History support team directly via MyRefinitiv to confirm which report template that can provide the required data.

I hope that this information is of help.