question

Upvotes
Accepted
marianolorenzo.coronel avatar image
1 ●0 ●0 ●1

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
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

raksina.samasiri avatar image   raksina.samasiri

Hi @marianolorenzo.coronel ,

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?

If so please can you click the 'Accept' text next to the appropriate reply? This will guide all community members who have a similar question.

Thanks,
AHS

Jirapongse avatar image   Jirapongse

@marianolorenzo.coronel

Hi,

Please be informed that a reply has been verified as correct in answering the question, and marked as such.

Thanks,

AHS

3 Answers

· Write an Answer
Upvotes
Accepted
Jirapongse avatar image
79.2k ●251 ●52 ●74

@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)
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

marianolorenzo.coronel avatar image marianolorenzo.coronel

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?

Upvotes
marianolorenzo.coronel avatar image
1 ●0 ●0 ●1

Hi Jirapongse,


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


Best,

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

marianolorenzo.coronel avatar image marianolorenzo.coronel

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?

Upvotes
Jirapongse avatar image
79.2k ●251 ●52 ●74

@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.


icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.