EMA Webinar Nov 2: Can the Market By Price domain be used?

veerapath.rungruengrayubkul
veerapath.rungruengrayubkul LSEG
in EMA

For Bid/Ask, BidSize/AskSize upto 5 levels, can the Market By Price domain be used?

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Best Answer

  • veerapath.rungruengrayubkul
    veerapath.rungruengrayubkul LSEG
    Answer ✓

    Ema supports the Market By Price domain. It can send an item request for this domain to data feed.

    However, the data feed needs to support this domain for the requested item. Currently, Elektron supports this domain for some Exhanges (i.e. LSE, HKE). Also, the level of depth can be various.

Answers

  • harsidab.patel
    harsidab.patel LSEG

    Yes,
    Ema supports the Market By Price domain. See also the RDM Usage Guide that is
    distributed with the release.

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