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

veerapath.rungruengrayubkul

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

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Accepted answers

veerapath.rungruengrayubkul

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.

All comments

harsidab.patel

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

veerapath.rungruengrayubkul

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.

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