Hang Seng Bank wants to understand if Market By Order data is available via MBO data domain. They wa

dwarika.natham
dwarika.natham LSEG
edited December 2024 in EMA

Hang Seng Bank wants to understand if Market By Order data is available via MBO data domain. They want to understand if the order can be mapped to the broker ID; such that they can identity which order is belong too Hang Seng Bank (2313)

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  • nick.zincone
    nick.zincone admin

    Hi @dwarika.natham

    I would suggest you open a content ticket within the helpdesk to understand the expected data coming through for orders within an orderbook. For example, looking at the screenshot below when I retrieved the order book for Hang Seng Bank, I don't see a broker ID.

    image.png
  • K011434
    K011434 Newcomer

    Hi @nick.zincone

    While i am also also looking at SEHK MBO.
    From the spec i see only FID 6520 (PR_TIM_MS)
    (https://refinitiv.fixspec.com/stack/specs/elektron/apac/hong-kong-hkse/11-0-9/2399-the-stock-exchange-of-hong-kong-limited-sehk-omm-market-by-order-refinitiv-real-timel2-mbo)

    However from your screenshot i see PR_TIM_NS, may i ask which fid is it?

  • Jirapongse
    Jirapongse ✭✭✭✭✭

    @K011434

    The FIDs are 14275 and 14276.

    PR_TIM_NS  "PRIORITY TIME NS"   14275  NULL        INTEGER            15  TIME             8

OR_TIM_NS  "ORDER ACT TIME NS"  14276  NULL        INTEGER            15  TIME             8

    However, data availability is determined by the exchanges. To confirm whether the subscribed RICs include those fields, please contact the content support team directly via LSEG Support.

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