MM files download

Ayan

We are looking to download Market by Maker files. What API do we need to use. Attaching a code snippet for MBO. I believe it will not a lot of differences between MBO and MM.

allcom.txt

allricsfile.txt

Jirapongse

To request raw Market Maker data, you just change the value of View from RawMarketByOrder to RawMarketMaker.

{
  "ExtractionRequest": {
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryMarketDepthExtractionRequest",
    "IdentifierList": {
      "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
      "InstrumentIdentifiers": [
        {
          "@odata.type": "#ThomsonReuters.Dss.Api.Search.HistoricalSearchResult",
          "Identifier": "AAPC.O",
          "IdentifierType": "Ric"
        }
      ],
      "ValidationOptions": {
        "AllowHistoricalInstruments": true
      }
    },
    "Condition": {
      "View": "RawMarketMaker",
      "MessageTimeStampIn": "GmtUtc",
      "ReportDateRangeType": "Range",
      "QueryStartDate": "2017-08-07T00:00:00.000Z",
      "QueryEndDate": "2017-08-07T23:59:59.000Z",
      "DisplaySourceRIC": true
    }
  }
}

As mentioned by Rakesh.Singh, MM data is only available for the NASDAQ Consolidated exchanges i.e. NAQ, NSQ and NMQ.

All valid options for View are:

<EnumType Name="TickHistoryMarketDepthViewOptions">
<Member Name="RawMarketByPrice" Value="0"/>
<Member Name="RawMarketByOrder" Value="1"/>
<Member Name="RawMarketMaker" Value="2"/>
<Member Name="LegacyLevel2" Value="3"/>
<Member Name="NormalizedLL2" Value="4"/>
</EnumType>