Failed to extract market depth

liu.chen
liu.chen Newcomer
edited November 2024 in Refinitiv Data Platform

Hi,

I can successfully download tick history with following code while for market depth, for depth it always returns empty df. Could you shad some light on why it doesn't work? Thank you!

Screenshot 2024-11-28 at 17.59.21.png

Screenshot 2024-11-28 at 17.59.34.png Screenshot 2024-11-28 at 18.01.32.png Screenshot 2024-11-28 at 18.01.58.png

Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    @liu.chen

    Thank you for reaching out to us.

    The application should check the Notes in the response.

    I tried this request in Postman.

    image.png

    The Notes is:

    image.png

    This indicates that this RIC doesn't support Market Depth data. You can contact the Tick History support team directly via MyAccount to verify it.

Answers