How to retrieve full order book (bid and ask) for Osaka (i.e. JNIRH6) using domain MBP or MBO ?

ryusuke.kamimura
ryusuke.kamimura Newcomer
edited June 4 in TREP APIs

HI Lseg Team,

How to retrieve full order book (bid and ask) for Osaka (i.e. JNIRH6) using domain MBP or MBO using TREP API ?

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Answers

  • Jirapongse
    Jirapongse ✭✭✭✭✭

    @ryusuke.kamimura

    Thank you for reaching out to us.

    You need to specify a domain when registering an item. You can refer to the 210_MBO_Streaming example in the package. For example:

    consumer.registerClient( ReqMsg().domainType( MMT_MARKET_BY_ORDER ).serviceName( "ELEKTRON_DD" ).name( "JNIRH6" ) , client );

    For the MBP, you can use MMT_MARKET_BY_PRICE for the domainType. However, that RIC must support the MBP and MBO domain. Otherwise, you will get the Record could not be found error.

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