order-book

Discussion List

• RawMarketByPrice B-M and A-M fields with no ORDER_PRC

  Answered 21 views 4 comments 0 points Most recent by Jirapongse September 26TRTH
• In refinitiv RawMarketByPrice is acc_size in round lots or shares?

  Answered 11 views 1 comment 0 points Most recent by Jirapongse August 21TRTH
• Why does RawMarketByView return data for other LV_DATES than requested?

  Answered 1 view 1 comment 0 points Most recent by Jirapongse June 16TRTH
• For futures ExtractRaw CSVs, what does this DELETE message mean?

  Answered 11 views 5 comments 0 points Most recent by Jirapongse May 9TRTH
• How to get Treasury Order Book History data? TY not working, neither is ZN

  Answered 11 views 3 comments 0 points Most recent by Jirapongse April 17Refinitiv Data Platform
• How to get futures market depth data for DJIA, SP500, and NASDAQ?

  Answered 21 views 1 comment 0 points Most recent by Jirapongse March 12TRTH
• what is wrong with my futures request for BTC and ES?

  Answered 21 views 3 comments 0 points Most recent by Jirapongse March 12TRTH
• Crossed order books between venues issue. Using RawMarketByPrice

  Answered 21 views 5 comments 0 points Most recent by Jirapongse March 11DSS
• Why am not seeing anything in the response.text for this TickHistoryMarketDepthExtractionRequest

  Answered 11 views 3 comments 0 points Most recent by Jirapongse March 11DSS
• How to get futures data for ES and BTC and AAPL?

  Answered 31 views 1 comment 0 points Most recent by Jirapongse March 10TRTH
• Difference between A_PRICE_2 and BEST_ASK2 fields

  Answered 11 views 1 comment 0 points Most recent by Gurpreet March 7RFA
• When do CSVs become available for download for all exchanges? I'm download ticker order book ric

  Answered 11 views 9 comments 0 points Most recent by Gurpreet February 26TRTH
• How can I get the key in string type?

  Answered Accepted ✓ 21 views 3 comments 0 points Most recent by Jirapongse December 2024Elektron
• How to access Level 2 data via SDK API?

  Answered 253 views 1 comment 0 points Most recent by jason.ramchandani01 September 2022TREP APIs
• Historical Bid/Ask price and size at 10 levels

  Answered Accepted ✓ 553 views 3 comments 0 points Most recent by Jirapongse August 2022Refinitiv Data Platform
• How can I get the data of Order Book using Eikon Data Api in R Studio?

  Answered Accepted ✓ 1.1K views 5 comments 0 points Most recent by Alex Putkov.1 February 2021Eikon Data APIs
• Retrieving full orderbook data via Data API (C# .Net)

  Answered Accepted ✓ 917 views 7 comments 0 points Most recent by umer.nalla September 2020Elektron
• zero price but positive accumulated size on EMA L2 orderbook feed

  Answered Accepted ✓ 544 views 9 comments 0 points Most recent by umer.nalla July 2020EMA
• We need price & quantity with Broker ID in SEHK in orderbook per L2 market feed? is there such ki...

  Answered Accepted ✓ 530 views 1 comment 0 points Most recent by Tim Smith August 2019EMA
• How can I find the [decimal locator] and [ask/bid flag]?

  Answered Accepted ✓ 312 views 1 comment 0 points Most recent by umer.nalla July 2019Elektron
• Eikon Python API - get live Blended Order Book Data

  Answered Accepted ✓ 1.4K views 3 comments 0 points Most recent by Alex Putkov.1 May 2019Eikon Data APIs
• RE: Orderbook snapshot failed | Case 06640276 [ ref:_00D30602X._5001W1FwHoS:ref ]

  Answered Accepted ✓ 667 views 1 comment 0 points Most recent by pimchaya.wongrukun01 June 2018RFA
• Does ELEKTRON Market By Price data have trade information?

  Answered Accepted ✓ 1.1K views 5 comments 0 points Most recent by umer.nalla June 2017Elektron
• How to build and keep full order book snapshot using EMA MarketByPrice domain - C++

  Answered Accepted ✓ 1.6K views 5 comments 0 points Most recent by mojtaba.danai May 2017Elektron