We are using RFA 8.1 C++ api to consume Level2 market data. Can you tell me if my following assu...

LanceGabriel.Villacrusis
LanceGabriel.Villacrusis LSEG
in RFA

...mptions about LL2-MP domain are correct?

Empty levels in Limited Level 2(LL2 MP) domain


We are using RFA 8.1 C++ api to consume Level2 market data. Can you tell me if my following assumptions about LL2-MP domain are correct. If incorrect then advise me about correct approach. Please reply against each bullet point.


1. If price is blank and size is non zero then it is a market order, is that correct?

2. Under what scenarios we can receive an update with price and size both blank.

3. Under what scenarios we can receive REFRESH message with ClearCache flag during trading session

4. Is it possible to receive REFRESH message with 10 levels but last few levels have price and size both blank

5. If current snapshot has 5 levels then how below updates(A & B) are published - A. Snapshot changes to 7 levels i.e. 2 new levels are added B. Snapshot changes to 3 levels i.e. 2 levels are deleted

6. Is there any article that explains how to handle LL2 MP domain updateEdit Description


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Best Answer

  • Gurpreet
    Gurpreet admin
    Answer ✓

    Hello @LanceGabriel.Villacrusis,

    Unfortunately, our expertise on these developers forums is limited to technical help with API questions only. For these content questions, please raise a ticket at my.refinitiv.com, and directly speak to a content expert.

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