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bneway avatar image
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Does the RDM Market by Order refresh/update payload contain ticks?

Currently, my application gets its understanding of ticks from the market price payload, setting the QoS rate to RSSL_QOS_RATE_TICK_BY_TICK and the timeliness to RSSL_QOS_TIME_REALTIME. The tick price and quantity come on the "LAST" and "TRADE VOL" fields. I am wondering if these fields are also placed in the payloads for the market by order update messages. Or, if we want both full order books as well as ticks, do we need to request both market price and market by order domains? Thank you

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Jirapongse avatar image
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@bneway

Thank you for reaching out to us.

This is the sample map entries of the Market By Order domain.

1721373717730.png

However, the data may be different among exchanges. Please contact the content support team directly via MyAccount to check the content.


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