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mktdata avatar image
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Not able to pull L2 data for Equity using MBP domain for following exchanges

Hello, we are using RFA C++ 8.1 api's. We tried pulling Equity Level2 data for following exchanges but it got rejected from api with "hash5Astatus-*The record could not be found' error which suggest RIC was not valid but when I searched those RICS on Ric search tool, those were valid equity RICS.

I also searched data model page for respective exchanges but it did not suggest RIC structure to use for Level2 data.

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Jirapongse avatar image
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@mktdata

You can use the Data Model Discovery tool to check which exchanges support L2 domains. 1710999039063.png

For example, Munich Stock Exchange Equities and Funds supports the Market Price (MP) domain.

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nick.zincone avatar image
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Hi @mktdata

I don't believe level 2 (MBP) data is available for the above RICs. Only level 1 (Market Price) data is available. Within the level 1 structure, there may be values reported within level 1 for the last 5 trades. You can see these values within the RDMFieldDictionary:

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mktdata avatar image mktdata
@nick.zincone Is there any tool which I can use to determine if given RICs has MBP Level2 data or not?
nick.zincone avatar image nick.zincone mktdata
Hi @mktdata

I'm not aware of a downloadable tool specifically used to pull down MBP data. However, you should be able to easily generate your own based on the MBP Tutorial.

mktdata avatar image mktdata nick.zincone
@nick.zincone What I mean is, is there any tool that tells us if given RICs support MBP, MBO or LL2 MP domain?

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