MarketByOrder - Websockets API

I submit the below request to websockets
SENT on session1:
{
"Domain":"MarketByOrder",
"ID":2,
"Key":{
"Name":"FB.O"
}
and I receive this below. Note that the default domain works just fine. I have level 2 package (NAS2) entitled on my ID. Can you please suggest what may be wrong?
}
RECEIVED on session1:
[
{
"Domain":"MarketByOrder",
"ID":2,
"Key":{
"Name":"FB.O",
"Service":"ELEKTRON_DD"
},
"State":{
"Code":"NotFound",
"Data":"Suspect",
"Stream":"Closed",
"Text":"*The record could not be found"
},
"Type":"Status"
}
]
Best Answer
-
Not all exchanges will provide level 2 data. For example, instead of FB.O, try BB.TO (which does provide level2 data on the TSX).
I would reach out to the Refinitiv support desk to understand/find out where level 2 data is provided.
0
Answers
-
thanks @nick.zincone.1
If I have to receive to Trade and order Entries from Nasdaq and Nyse, do you know which Domain I have to subscribe to? Note, I am not referring to MarketPrice domain.
thanks
Prashanth
0 -
The MARKET_BY_ORDER domain provides all buy side and ask side orders. The MARKET_BY_PRICE provides all the orders at a specific price level. You can see the different domains available within the Websocket API documentation: https://developers.refinitiv.com/elektron/websocket-api/docs
0 -
You may also find this article useful - on processing Level 2 orderbook data
0
Categories
- All Categories
- 6 AHS
- 36 Alpha
- 166 App Studio
- 6 Block Chain
- 4 Bot Platform
- 18 Connected Risk APIs
- 47 Data Fusion
- 34 Data Model Discovery
- 684 Datastream
- 1.4K DSS
- 613 Eikon COM
- 5.2K Eikon Data APIs
- 10 Electronic Trading
- Generic FIX
- 7 Local Bank Node API
- 3 Trading API
- 2.9K Elektron
- 1.4K EMA
- 248 ETA
- 552 WebSocket API
- 37 FX Venues
- 14 FX Market Data
- 1 FX Post Trade
- 1 FX Trading - Matching
- 12 FX Trading – RFQ Maker
- 5 Intelligent Tagging
- 2 Legal One
- 23 Messenger Bot
- 3 Messenger Side by Side
- 9 ONESOURCE
- 7 Indirect Tax
- 60 Open Calais
- 275 Open PermID
- 44 Entity Search
- 2 Org ID
- 1 PAM
- PAM - Logging
- 6 Product Insight
- Project Tracking
- ProView
- ProView Internal
- 22 RDMS
- 1.9K Refinitiv Data Platform
- 630 Refinitiv Data Platform Libraries
- 4 LSEG Due Diligence
- LSEG Due Diligence Portal API
- 4 Refinitiv Due Dilligence Centre
- Rose's Space
- 1.2K Screening
- 18 Qual-ID API
- 13 Screening Deployed
- 23 Screening Online
- 12 World-Check Customer Risk Screener
- 1K World-Check One
- 46 World-Check One Zero Footprint
- 45 Side by Side Integration API
- 2 Test Space
- 3 Thomson One Smart
- 10 TR Knowledge Graph
- 151 Transactions
- 143 REDI API
- 1.8K TREP APIs
- 4 CAT
- 26 DACS Station
- 121 Open DACS
- 1.1K RFA
- 104 UPA
- 191 TREP Infrastructure
- 228 TRKD
- 915 TRTH
- 5 Velocity Analytics
- 9 Wealth Management Web Services
- 86 Workspace SDK
- 11 Element Framework
- 5 Grid
- 18 World-Check Data File
- 1 Yield Book Analytics
- 46 中文论坛