Legacy Market Depth Data

Kapil
Kapil Newcomer
edited February 4 in RFA

On the select.datascope.refinitiv.com portal, in the Tick History Market Depth Report, we can extract and download the "Legacy Market Depth" view of the L2 data. How can we download this data using the RFA API in C++

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Answers

  • Gurpreet
    Gurpreet admin

    Hello @Kapil

    The RFA SDK will allow an application to consume real-time streaming data only. The realtime data can be L1 or L2 Market by Order, and Market by Price. These real time SDK and the infrastructure will not provide historical data - i.e. any data that has streamed before the application subscribed to it, is not available.

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