Is there a way to get market depth/book depth from the JET Quote service in App Studio- Web SDK?

cherndon

I see that you can get BID_1, BID_2, etc. and ASK_1, ASK_2, etc. But there are no sizes/volumes that seem be associated with those fields. And while some RICs have a BEST_BID1 and accompanying BEST_BSIZ1, etc., those seem rare and usually are all 0 when I've tested.

Zhenya Kovalyov

@cherndon it largely depends on the asset that you are after and the exchange where it is traded. Usually, if you add a 0# before the RIC for an exchange traded instrument, it will show you the order book.

0# sign means that the requested entity is a series, or a chain. The chain contains a link to the market depth RIC. For example, 0#BARC.L is the order book for Barclays on LSE, it contains BARC.LO, that has the order book with the price and the size.

There is a separate call in JET for those. The following call will give you all RICs on a chain:

JET.Quotes.create()
		.chain("0#BARC.L")
		.formattedFields("X_RIC_NAME")
		.onNewRow(onNewRow)
		.onUpdate(onUpdate)
		.start();

Once you get the depth RIC, you can create a regular JET subscription with BEST_BIDx and BEST_BSIZx fields (where x is the field's number)

For more information, you can open the JET.js API Demo (Eikon Menu > Developer tab), select Quotes plugin and then Chains.