MM and MBO difference
MM and MBO data request, polling, response style looks similar in terms of API. But the only difference I could find out is that the view only got changed while requesting the data.
For MBO:
"Condition":{"View": "RawMarketByOrder"
For MM:
"Condition":{"View": "RawMarketMaker"
Please confirm the same and also let us know, if we are missing anything.
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Best Answer
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Yes, you are correct. Those options are for TickHistoryMarketDepthExtractionRequest.
<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>However, the availability of data depends on exchanges. Please refer to TICK HISTORY 11.1 DATA COVERAGE GUIDE in the Market Depth sheet for more information.
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