i want to get 5 bid/ask quot use by RSSL OMM,Is the account only required, the service name is co...

crystal-za.xu Newcomer

April 2018 in RFA

i want to get 5 bid/ask quot use by RSSL OMM,Is the account only required, the service name is correct, and can be received through marketprice?

Tagged:

• trep
• rfa
• rfa-api

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Best Answer

• 

  warat.boonyanit LSEG

  April 2018 Answer ✓

  Hi @crystal-za.xu

  Market by Price: Each order is combined at the price level but you can view how many orders at each price level.

  Market by Order: Show each and every order for each price. None of the orders are combined at the price level.

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Answers

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  crystal-za.xu Newcomer

  April 2018

  sorry,HK exchange,LV2

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• 

  Gurpreet admin

  April 2018

  To get order book data (top N Bid/Ask), you will need MarketByOrder OMM domain. Just like marketprice, API needs the Service Name and the RIC for the instrument.

  Try RFA example StarterConsumer, and use -mmt MARKET_BY_ORDER.

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  crystal-za.xu Newcomer

  April 2018

  @Gurpreet yesterday,i try to use marketByPrice can get the top 5 bid/ask quot,

  just try the marketbyorder,it seems to be that order by order detail?

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  crystal-za.xu Newcomer

  April 2018

  https://community.developers.refinitiv.com/discussion/comment/26457#Comment_26457

  thank you for your reply

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  crystal-za.xu Newcomer

  April 2018

  https://community.developers.refinitiv.com/discussion/comment/26505#Comment_26505

  well, I see. Thank you very much.

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  crystal-za.xu Newcomer

  April 2018

  @warat.boonyanit

  well, I see. Thank you very much.

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