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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:…
Hello, We are working on a Java application from scratch that connects to Refinitiv / LSEG Workspace Websocket API and subscribes to market data. While testing it, we noticed the following unexpected status message:…
I am trying to get level 2 data using ETA API for mic:ROCO on "Market_Price" domainusing IDN_SELECTFEED service for ric "D3227.TWO". I am unable to get any data. Could you please let me know what needs to be done?
Hi Guys, Are there an example how to create the book with Python using Tick History Market Depth by order? Best resgards
Hi Team, We are planning to extract the market data using Refinitiv DataScope Select API for our Shareholding Disclosure application. We are reviewing the available fields in "Refinitiv DataScope Select 17.1 - Fields by Report Template" to get the information for all the required fields. We need the information such as…
Hi. I'm using Eikon eta for receiving real time market data. I would like to know if there is a specification file for how to use the data, specially depth. I have some trouble figuring out the correct way to handle depth since I don't get all depth level is a single message (sometimes update for some level field i.e.…
I can connect and get real time data by using below, but I can not find how to get volume and market board information(depth) by using websocket API. I am using this python file [market_price_rdpgw_service_discovery.py]. As for FX(ric = 'JPY='), I can not see the volume at all. I am glad if you tell me how to get these…
Hi, I am consuming market depth via MMT_MARKET_PRICE message model and like to know how to process when a level is removed? For example, if I process BEST_BID1... BEST_BID5 fields and let say level 5 bid has been removed, how is this delete indicated in the message? An example RIC is XU030Z6d.
Hi all, I am using `TRTH`s Historical Market Depth API endpoint to retrieve some depth information about ES options, but I would like to know whether the quotes are in OPEN, CLOSED or AUCTION trading state for example. Is that possible and how would one get that information? Cheers
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?
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