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kunitaka.tsukamoto avatar image
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Real time optimized - How to get volume and market board information(depth) in websocket ?

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 data(volume and market depth) or what parameters I should set up, etc. Or In order to get market depth(board infomation) in real time, Should I use other services, etc.


https://developers.refinitiv.com/en/api-catalog/refinitiv-real-time-opnsrc/refinitiv-websocket-api/quick-start#connecting-to-refinitiv-real-time-optimized

cap2.png


cap1.png


<Market Depth or Board Information Image>

BuyPrice1 100 BuySize1 1M SellPrice1 105 SellSize1 2M

BuyPrice2 101 BuySize2 1.1M SellPrice2 104 SellSize2 2.4M

websocketsrefinitiv-realtime-optimisedforexmarket-depthvolume
cap1.png (69.9 KiB)
cap2.png (64.8 KiB)
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Jirapongse avatar image
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@kunitaka.tsukamoto

Thanks for reaching out to us.

I found the answer in the FAQ on MyRefinitiv. 

FX spot rates will not have trade size or trade volume. The prices displayed on sport rates are indicative prices.

However, you need to contact the Refinitiv Real-Time - Optimized support team directly via MyRefinitiv to confirm if the required data is available on the Refintiv Real-Time - Optimized. You need to ask for RICs and domains that can provide the required data.

I hope that this information is of help.

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kunitaka.tsukamoto avatar image
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@Jirapongse Thank you for your continual support. I got it.

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