Can I use the mechanisms and the APIs that you describe in your responses below, to access marke...

...t-by-order for India equities and futures?
Can I use the mechanisms and the APIs that you describe in your responses below, to access market-by-order for India equities and futures?
Information Provided below:
The RTSDK(ETA and EMA) supports market by order data consume. You must ensure that they request the RIC from the market by order (MBO) domain. And the RIC is an MBO RIC.
you may refer to tutorials on the API page. For example, RTSDK C++:
ETA C++ tutorials > ETA Consumer - Retrieving and decoding level 2 content
EMA C++ tutorials > EMA Consumer - Requesting and processing MarketByOrder data
Or try the example, ETA – VAConsumer or EMA - 210_MBO_Streaming
Best Answer
-
Hello @LanceGabriel.Villacrusis
Yes, those resources can help the client to understand how to use the API to consume and parse MarketByOder data.
Additionally, I suggest you give the following information to client before those API tutorial resources.
Step 1:
Suggest the client checks the API Quick Start Guide.
- RTSDK C/C++: https://developers.lseg.com/en/api-catalog/refinitiv-real-time-opnsrc/rt-sdk-cc/quick-start
- RTSDK Java: https://developers.lseg.com/en/api-catalog/refinitiv-real-time-opnsrc/rt-sdk-java/quick-start
- RTSDK C#: https://developers.lseg.com/en/api-catalog/refinitiv-real-time-opnsrc/refinitiv-real-time-csharp-sdk/quick-start
Step 2:
Suggest the client checks the EMA API MarketByOrder example (run and study the code, result)
- EMA C++: https://github.com/Refinitiv/Real-Time-SDK/tree/master/Cpp-C/Ema/Examples/Training/Consumer/100_Series/140_MBO_Streaming
- EMA Java: https://github.com/Refinitiv/Real-Time-SDK/tree/master/Java/Ema/Examples/src/main/java/com/refinitiv/ema/examples/training/consumer/series100/ex140_MBO_Streaming
- EMA C#: https://github.com/Refinitiv/Real-Time-SDK/tree/master/CSharp/Ema/Examples/Training/Consumer/100_Series/140_MBO_Streaming
Note: The example is available in the SDK package too
Step 3:
Suggest the client checks the EMA API Level 2 tutorial to understand the API interfaces in detail:
- EMA C++: https://developers.lseg.com/en/api-catalog/refinitiv-real-time-opnsrc/rt-sdk-cc/tutorials#ema-consumer-requesting-and-processing-market-by-order-data
- EMA Java: https://developers.lseg.com/en/api-catalog/refinitiv-real-time-opnsrc/rt-sdk-java/tutorials#ema-consumer-requesting-parsing-and-decoding-level-2-data
- EMA C#: https://developers.lseg.com/en/api-catalog/refinitiv-real-time-opnsrc/refinitiv-real-time-csharp-sdk/tutorials#ema-consumer-requesting-and-processing-market-by-order-data
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