Can you use EMA legacy market price model for L2 data like in PinkSheet market ?
Hello @andrzej.strak
The answer depends on the particular data source. Some legacy sources provided 10 level deep books, using the Market Price data model. You will need to check with the content team by raising a ticket at LSEG MyAccount.
Thank you for your very general answer. What I have heard was that L2 data somehow is not available for Pinksheet with market price modelĀ . I use EMA C++ with that model for all the markets and all data types.
I find it very hard to believe that Pinksheet would be an exception. Can you confirm ?
For content related questions, please check with the content team directly by raising a ticket at LSEG MyAccount.
Otherwise, you can check it with the Data Model Discovery tool.
