10 levels market depth via python API in datascope

onionw

Hello,

I would like to query market data of RIC = LCOc1 and 10 levels market depth via python API.

this is Json file I used, but no instrument error shown below. please advise?

secondly what to add in Json for 10 levels market depth?

Extraction Services Version 18.3.1.48082 (0d5e6bbb8e4a), Built Jan 10 2025 19:16:51User ID: 9038901Extraction ID: 2000000882037631Correlation ID: CiD/9038901/AAAAAA.09515249d80aee81/RASchedule: 0x09515249d81aee81 (ID = 0x0000000000000000)Input List (1 items): (ID = 0x09515249d81aee81) Created: 17-03-2025 12:36:11 Last Modified: 17-03-2025 12:36:11Report Template: _OnD_0x09515249d81aee81 (ID = 0x09515249d82aee81) Created: 17-03-2025 12:36:09 Last Modified: 17-03-2025 12:36:09Schedule dispatched via message queue (0x09515249d81aee81)Schedule Time: 17-03-2025 12:36:10Processing started at 17-03-2025 12:36:10Processing completed successfully at 17-03-2025 12:36:11Extraction finished at 17-03-2025 12:36:11 UTC, with servers: xc18qrtpQ10Instrument <RIC,LCOc1> expanded to 0 RICS.Report suppressed because there are no instruments

Gurpreet

Hello @onionw

It might be because you didn't specify the view. Try this following query to get market depth for LCOc1:

{
  "ExtractionRequest": {
    "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryMarketDepthExtractionRequest",
    "ContentFieldNames": [
      "Ask Price",
      "Bid Price",
      "Number of Buyers",
      "Number of Sellers"
    ],
    "IdentifierList": {
      "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
      "InstrumentIdentifiers": [{
          "Identifier": "LCOc1",
          "IdentifierType": "Ric"
        }
      ],
      "ValidationOptions": None,
      "UseUserPreferencesForValidationOptions": False
    },
    "Condition": {
      "View": "NormalizedLL2",
      "NumberOfLevels": 10,
      "MessageTimeStampIn": "GmtUtc",
      "ReportDateRangeType": "Range",
      "QueryStartDate": "2025-03-03T15:00:00.000Z",
      "QueryEndDate": "2025-03-03T15:01:00.000Z",
      "DisplaySourceRIC": False
    }
  }
}

Result:

#RIC,Domain,Date-Time,GMT Offset,Type,L1-BidPrice,L1-BuyNo,L1-AskPrice,L1-SellNo,L2-BidPrice,L2-BuyNo,L2-AskPrice,L2-SellNo,L3-BidPrice,L3-BuyNo,L3-AskPrice,L3-SellNo,L4-BidPrice,L4-BuyNo,L4-AskPrice,L4-SellNo,L5-BidPrice,L5-BuyNo,L5-AskPrice,L5-SellNo,L6-BidPrice,L6-BuyNo,L6-AskPrice,L6-SellNo,L7-BidPrice,L7-BuyNo,L7-AskPrice,L7-SellNo,L8-BidPrice,L8-BuyNo,L8-AskPrice,L8-SellNo,L9-BidPrice,L9-BuyNo,L9-AskPrice,L9-SellNo,L10-BidPrice,L10-BuyNo,L10-AskPrice,L10-SellNo
LCOc1,Market Price,2025-03-03T20:00:00.009285927Z,+0,Normalized LL2,71.41,17,71.43,9,71.4,20,71.44,19,71.39,18,71.45,9,71.38,16,71.46,14,71.37,17,71.47,12,71.36,14,71.48,13,71.35,12,71.49,9,71.34,11,71.5,9,71.33,13,71.51,11,71.32,11,71.52,12
LCOc1,Market Price,2025-03-03T20:00:00.064120724Z,+0,Normalized LL2,71.41,17,71.43,9,71.4,20,71.44,19,71.39,18,71.45,9,71.38,16,71.46,14,71.37,18,71.47,12,71.36,14,71.48,13,71.35,12,71.49,9,71.34,11,71.5,11,71.33,13,71.51,11,71.32,11,71.52,12
LCOc1,Market Price,2025-03-03T20:00:00.089162764Z,+0,Normalized LL2,71.41,17,71.43,10,71.4,20,71.44,19,71.39,18,71.45,9,71.38,16,71.46,14,71.37,18,71.47,12,71.36,14,71.48,13,71.35,12,71.49,9,71.34,11,71.5,11,71.33,13,71.51,11,71.32,11,71.52,12
LCOc1,Market Price,2025-03-03T20:00:00.099030024Z,+0,Normalized LL2,71.41,17,71.42,1,71.4,20,71.43,10,71.39,18,71.44,19,71.38,16,71.45,9,71.37,18,71.46,14,71.36,14,71.47,12,71.35,12,71.48,13,71.34,11,71.49,9,71.33,13,71.5,11,71.32,11,71.51,11
LCOc1,Market Price,2025-03-03T20:00:00.114284336Z,+0,Normalized LL2,71.41,16,71.42,1,71.4,21,71.43,10,71.39,18,71.44,18,71.38,16,71.45,9,71.37,18,71.46,14,71.36,14,71.47,12,71.35,12,71.48,13,71.34,10,71.49,9,71.33,13,71.5,11,71.32,11,71.51,11
LCOc1,Market Price,2025-03-03T20:00:00.124292726Z,+0,Normalized LL2,71.41,14,71.42,1,71.4,22,71.43,10,71.39,18,71.44,18,71.38,16,71.45,9,71.37,18,71.46,14,71.36,14,71.47,12,71.35,12,71.48,13,71.34,10,71.49,9,71.33,13,71.5,11,71.32,11,71.51,11
…

The view can be one of the following -