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Hi, I am trying to use DataScope REST API to retrieve Market Maker and Market by Order data via Tick History. I tried both `TickHistoryMarketDepthExtractionRequest` as well as `TickHistoryRawExtractionRequest` templates, but both fail to expand to any RICs. Request URL:…
Hi Guys, Are there an example how to create the book with Python using Tick History Market Depth by order? Best resgards
Hi, We do receive MBO order data, when requesting for RICs under a chained RIC. However we do not receive any trade activity flowing in at all. We did wait for the end of trading day before making the analysis, so there should be some trades happening at least. Am I missing something? { "ID": 3, "Domain": "MarketByOrder",…
Hi, When receiving a request from the Chain Ric, what does the "ID" field refer to, does it need to match the "ID" field in the batch request of all the LONKLINK's as well? Right now I did match them because I found this in the doc ID = "Integer value(s) representing the event stream. It can also be used to match the…
Can you kindly advise how can a client access L2 data via SDK API please? The query is raised for the RIC details provided below, where a client is interested to access L20 data RIC <MOLB.BUf> MBP Domain, PE 3445
Hi Community, I have been using C# RFA on MMT_MARKET_PRICE for long. Recently I have started to do some work on MMT_MARKET_BY_ORDER. Upon Process Event, I see that I received Map objects containing MapEntry. All MapEntry Actions are Add/Update/Delete, which is quite close to what I expect. May I know if there is any…
Hi - I am working with L2 MBO from oslo equities exchange. Its been suggested to me that one can derive trade info from the MBO delete key action. For example if I recieve a "delete key F0" and that removes 1000@1.32 of liquidity from the BID side....can I generate a SELL1000@1.32? If each delete action in the MBO data…
Hi Im subscribing to LEVEL 2 MBO equity pricing from Oslo exchange, (example RIC AKA.NO). How can I find the trade/order type in this price stream? Do I need to change my domain to get trade type or is it the case that trade data is delivered in the L1 MARKET_PRICE domain?
Hi - Im looking at L2 MBO data for OSLO, and I notice that at the end of day we recieve a IMAGE message followed by a series of delete messages, presumably to generate an empty order book. Do you have any documentation or explanation of how the MBO feed behaves at the end of day? Is this the right forum for TREP RFA MBO?
Are 0 price rungs allowed? I saw an answer which suggested they are accumulation of all orders outside the llowed L2 market depth, per exchange? for example is this correct? For example for depth=2 ASK 0.0 5000 ASK 22.1 1000 ASK 22.05 740 BID 22.0 1100 BID 21.90 2902 BID 0.0 4023 so the two rungs with 0 price represent the…
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