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Refinitive Real-Time C++ SDK trying to fetch market data for some HK equities, e.g. 0700.HKd.

I'm using Refinitive Real-Time C++ SDK trying to fetch market data for some HK equities, e.g. 0700.HKd.

I'm using subscription domain MMT_MARKET_PRICE, should I expect last trade price, and trading volume coming back using this domain? If not, what domain should I use?

#technologyc++refinitiv-realtime-sdk
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@marianolorenzo.coronel

Thanks for reaching out to us.

I think that 0700.HKd provides legacy level 2 data.

You need to use 0700.HK with the MMT_MARKET_PRICE domain.

The data will look like this:

1683108482996.png

Otherwise, please contact the content support team directly via MyRefinitiv to get RICs that can provide the required data.

I hope that this information is of help.


1683108482996.png (50.8 KiB)
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Hi @Jirapongse content team confirmed that 0700.HKd will allow the client to get 10 levels book and trade price/qty. However, can we confirm from the dev's end if the domain MMT_MARKET_PRICE domain is the correct value to retrieve the data?

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Hi Jirapongse,


Just to confirm the domain is correct but it can only fetch data for L1 rics?


Best,

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Hi Jirapongse,


Not sure, if this is a content related question but for the domain MMT_MARKET_PRICE will they get both 10 levels of market data and trade information using 0700.HK?

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@marianolorenzo.coronel

I don't think that the MMT_MARKET_PRICE of 0700.HK can provide 10 levels of market data and trade information. The Market Price domain provides access to Level I market information such as trades, indicative quotes, and top-of-book quotes. You need to contact the content support team to confirm this.

You can use the Market By Order domain (MMT_MARKET_BY_ORDER) to access Level II full order books or the Market By Price domain (MMT_MARKET_BY_PRICE) to access Level II market depth information.


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