Hi,
Would you please advise how can I subscribe to real time market depth for Hong Kong stocks?
I Tried this Dric thing already but it doesn't seem to work.
Looking forward to a reply
Best Regards
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Hi,
Would you please advise how can I subscribe to real time market depth for Hong Kong stocks?
I Tried this Dric thing already but it doesn't seem to work.
Looking forward to a reply
Best Regards
I understand that you would like to know the RIC name format for HK exchange market depth. The market depth RIC format is <level one RIC name> + 'd'. For example: 0001.HKd
If you are looking at dRics as part of a new development, then I would recommend you look at using OMM and the MarketByPrice domain to get your market depth - rather than the older dRIC delivery mechanism.
For one thing, the MarketByPrice RDM should be easier to manipulate as it is delivered as a Map structure rather than a flat fieldlist. Also, you can get fuller depth with MarketByPrice.
In addition to this, I know of at least one site where developers using dRICs are having to rewrite their apps to use MarketByPrice - as the dRICs are being disabled on that site to reduce CPU overhead on the incoming feed server.