Handling Data Depth

eladC
eladC Newcomer
in Eikon Data APIs

Hi.

I'm using Eikon eta for receiving real time market data.

I would like to know if there is a specification file for how to use the data, specially depth.

I have some trouble figuring out the correct way to handle depth since I don't get all depth level is a single message (sometimes update for some level field i.e. level 2 only the bid size ... )

Should I erase of all levels from the last the received level ( Delete from ) ?

Shouldn't I get full update for the current level ? i.e. both price & size ?

How can I know how many levels are provided for a specific market ?

Thanks


Elad.


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  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    @eladC

    The payload of MBP is an RsslMap. The RsslMap is a uniform container type of associated key-value pair entries. Each entry, known as an RsslMapEntry, contains an entry key, which is a base primitive type and value. Each map entry contains an action that helps to manage change processing rules and tells the consumer how to apply the information contained in the entry.

    The available actions are:

    1683023226315.png

    You need to process the data in a map according to the map actions. For more informtion, you can refer to the ETA Developer Guide and RDM Usage Guide in the API package.


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