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
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.