Can I use the mechanisms and the APIs that you describe in your responses below, to access market-by-order for India equities and futures?
Information Provided below:
The RTSDK(ETA and EMA) supports market by order data consume. You must ensure that they request the RIC from the market by order (MBO) domain. And the RIC is an MBO RIC.
you may refer to tutorials on the API page. For example, RTSDK C++:
ETA C++ tutorials > ETA Consumer - Retrieving and decoding level 2 content
EMA C++ tutorials > EMA Consumer - Requesting and processing MarketByOrder data
Or try the example, ETA – VAConsumer or EMA - 210_MBO_Streaming