Domain Models for exchange

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manucharfinalsi
manucharfinalsi Newcomer
in EMA

The document enumtype.def has a list of exchanges in the world.

Question:

Refinitiv has Domain Model:

MarketPrice

MarketByPrice

MarketByOrder

Are these standard domain models appropriate for the entire list of exchanges that are in the enumtype.def document?

Are these three domain models standard for all market participants?

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Best Answer

  • nick.zincone
    nick.zincone admin
    Answer ✓

    Hi @manucharfinalsi

    The Domain models are exchange agnostic. As far as the specific models, the MarketPrice model will be available globally for all exchanges supported. The level2 models (MarketByPrice/MarketByOrder) are not available for every exchange - this is dependent on whether the exchange supports level 2 data or whether we have built the feed handlers to support level2 data for that exchange.

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