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Hello! Could you please help me with testserver tool (3.5.3.L1)? I'm trying to use testserver to replay binary file recorded by testclient. I refered to https://developers.lseg.com/en/article-catalog/article/quick-start-guide-recording-and-playback-refinitiv-real-time-data#Instrument, but it seem that's not quite I really…
Hello, I am looking trying to find the specification for pulling the level 2 data for treasury futures contracts, i.e. TYU24, for all best bid and best ask as well as each of the respective volumes for each of the levels. I would like to receive a response with the most granular intraday timing for a specified date (I…
Is possible to include several domains in the same item request to received all in the same stream? For example, domain "MarketPrice" and "MarketByPrice" to receive L1 and L2 in the same stream. Thank you.
Hi, We are using RFA 8.1 API. Is there a way for us to have an exhaustive list of exchanges that supports price data model domains other that MBO but not MBO.
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, We are using RFA 8.1 API's with MarketByPrice domain. This is in regards with level 2 data. We received an add entry for an order id that already exists in our local book. Symbol : APPS.MC Timestamp : 20220907-06:30:17 EST Order Id : 6.6350B Similarly an update entry was received for an order ID that was not present in…
Hi Zoya, I am trying to run the level 2 market data with market depth and exchange information in excel using REDI plugin. Not sure if it is supported?
Hi, I am using refinitiv data's get_history() function to retrieve historical bids/asks (1 minute frequency) along with sizes/depth. I only managed to get best bid/asks but not at level 2, 3, 4 and so on (I need upto 10 levels ideally). Please see the code snippet below. Can someone help as to what should I add more to get…
Hello everyone, I read this article How to Sort & Process Level 2....., now I have some general understanding as to how to process level2 orderbook message. Some extra problem I want to know more : First, Is there any flag for the first RefreshMsg just like the Complete flag for the last RefreshMsg ? As I see, application…
In RDP API, how do we retrieve exchanges' level 2 market data which are in MBP (Market by Price) and MBO (Market by Order)?
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