We need price & quantity with Broker ID in SEHK in orderbook per L2 market feed? is there such ki...

steve.lau

...nd of information?

We are using Java EMA library to subscribe L2 orderbook. e.g. 0005.HK & 0#0005.HK

We need price & quantity with Broker ID in SEHK in orderbook per L2 market feed?

is there such kind of information?

Tim Smith

Hi @steve.lau

I have taken a look through the data model for Level 2 (Market by Price and Market by Order) and cant see any broker id fields, you just get the price and quantity so I am assuming this means the exchange dont make this available.

Data Model MBO (where it is most likely to have broker ids):

https://refinitiv.fixspec.com/specserver/specs/elektron/apac/hong-kong-hkse/5-5-tew851N8/2399-the-stock-exchange-of-hong-kong-limited-sehk-omm-market-by-order-ertl2-mbo

I also took a look at the Level 2 Flat RIC <0005.HKd> as well as the MBP and MBO domains in Elektron and cant see anything so it looks like that we dont get the attributed broker details.

However if you want to confirm you could use contact us to contact our support teams.

Tim