NASDAQ TotalView L2

cedre.casey
cedre.casey Newcomer
in TRTH

how to download the totalview data (market depth) for Apple and Microsoft stocks for example? I tried all the features in market depth, but I have not been able to get more then the top prices (level 2).

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Best Answer

  • Tim Smith
    Tim Smith LSEG
    Answer ✓

    @cedre.casey This smells like a permissioning issue. The Totalview Service is directly permissionable by the exchange so I suspect you either dont have permission, or something has got lost in the admin if you do have permission to see the content.

    I dont want to be slopey shoulders here, but I think this is best solved by the Support desk for Tick History. Could you click Contact Us and ask them to confirm why you cant see this content. Because it is directly billed I also cant access it here.

Answers

  • Tim Smith
    Tim Smith LSEG

    Could you check if you are accessing the level 2 data using the correct RIC. The USA equity market has a slightly different setup to other countries where you have the consolidated Tape RIC (eg <AAPL.O> for Apple) but to access some of the proprietary feed level 2 data you need to access other RICs.

    The Nasdaq Totalview ITCH RIC is AAPL.ITC (the suffix is .ITC so also works for Microsoft MSFT.ITC etc etc). If you try to look at the level 2 data using this RIC, are you able to see anything?

  • cedre.casey
    cedre.casey Newcomer

    Hi Tim,

    thanks for the reply.

    No, I can't download the NASDAQ Totalview ITCH data, even after using the RICs with .ITC suffix. I used to be able to do so on the TRTH v1. all I need is few days of data, but I have no idea why I can't no longer have access to this data. do you have an idea how I can get this data?

    thanks

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