How to get market depth for NYMEX products?

Hi. I am trying to get market depth on instruments like CLZ7, which trade on the NYM exchange.

For many instruments, it seems that putting just an "m" after the RIC gives you access to market depth. E.g., ESZ7m.

But that approach is not working for NYM RICs. Is there some trick to those? When I try 0#CLZ7+, I am getting an "Access Denied" message. Not sure if this is the right approach and I just don't have permissions, or if something else is going on.

Any help would be appreciated.

Thanks!

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Accepted answers

Zhenya Kovalyov

0#CLZ7+ is the option chain, the depth can be found at 0#CLZ7, which in itself is a chain consisting of two RICs: CLZ7 and CLZ7m (depth). Are you able to see CLZ7m ?

All comments

Zhenya Kovalyov

0#CLZ7+ is the option chain, the depth can be found at 0#CLZ7, which in itself is a chain consisting of two RICs: CLZ7 and CLZ7m (depth). Are you able to see CLZ7m ?

mbarr

I cannot see CLZ7m. When I enter that RIC I get the message "QCLZ7m Access Denied: User req to PE(7961)". Is that a permissions issue perhaps? If so, is there a way I can get permissions expanded to see market depth on NYM products? Thanks for your help!

Alex Putkov.1

Hi @mbarr,

It is indeed a permissioning issue. Exchanges that provide market depth typically have two tier permissioning structure commonly known in market data industry as Level 1 and Level 2. Level 1 provides best bid/offer (or top of the book). Level 2 provides deeper view of the book, which depending on the exchange can be a market by price view or a market by order. NYMEX provides market by price view 10 price levels deep. To get permissions for NYMEX Level 2 data you need to contact your Thomson Reuters account manager, as there's cost (exchange fee) involved.

mbarr

Okay, thanks for all the info!

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