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Hi, I am working on a monitoring tool for SAFEX contracts. I'm trying to pull the blended order book and log the transactions per broker in excel. I'm stuck on the data stream though, I cant find a way to get the data to pull the data from the "BY order" tab seen in Refinitiv Workspace, it keeps pulling from the first tab…
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…
I am trying to download depth data from Tick History Market Depth/Legacy market depth using REST API from this post. As you already know, depth data is quite large. so I would like to save the files by date. i.e. instead of having 1 giant file, I have one file for each day that contains depth data for all stocks in the…
... and EndOfDay data Hi, We are retrieving intraday/end-of-day/depth prices for the same instrument list and time interval (11th of June) As we were not getting data from the intraday-data access, we had a look at its related Notes file, that indicated that some of the instruments from that list were inactive (i.e.…
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