Description:Hang Seng Bank wants to retrieve the HKEX Broker Queue data via API/Feed. RIC eg "0005bk.HKd". Inderstand the HKEX broker queue data in Eikon is in Page format. Could you help to check if these data can be delivered in API/Feed format? Any chance to deliver these in Record format? Thanks.
Researched and bit and found this page for the above query
Working with real-time data to retrieve Broker Queue Page data | Devportal
But not 100% if it is it and can share it with client. Need assistance if I can send the above link and below info to client for their query.
To retrieve the HKEX Broker Queue data for Hang Seng Bank, you can use the Refinitiv Real-Time SDK (RTSDK) with the Enterprise Message API (EMA) in Java. The broker queue data is available in the real-time feed and can be retrieved using Refinitiv's APIs. You can create consumers using the EMA API to subscribe to the "Broker Information" and "Broker Queue" data. The broker queue data contains the broker ID of brokers in the order queue with orders of the best bid/ask price minus/plus 'n' spread(s).
Here's a high-level overview of the process:
- Create a mapping of Broker ID and Broker Names using the data retrieved from the Refinitiv Real-time data feed, focusing on Hong Kong Equities.
- Access the broker's information via HKBK pages (e.g. HKBK01, HKBK02...).
- Use the EMA API to create consumers and subscribe to the "Broker Information" and "Broker Queue" data.
- Process the received data and create a mapping between Broker ID and Broker Name/Broker Short Name.
- Print the Broker Queue with the Broker Names looked up from the Broker Information HashMap.
For more detailed information, you can refer to the article "Retrieving and Parsing Hong Kong Stock Exchange Broker's Information and Broker Queue Page from the real-time data feed" in the LSEG knowledge repositories.
Please note that this is a high-level overview, and you may need to adjust the process according to your specific requirements and the API documentation.
