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Market by Price: Each order is combined at the price level but you can view how many orders at each price level.
Market by Order: Show each and every order for each price. None of the orders are combined at the price level.
well, I see. Thank you very much.
To get order book data (top N Bid/Ask), you will need MarketByOrder OMM domain. Just like marketprice, API needs the Service Name and the RIC for the instrument.
Try RFA example StarterConsumer, and use -mmt MARKET_BY_ORDER.
thank you for your reply
@Gurpreet. yesterday,i try to use marketByPrice can get the top 5 bid/ask quot,
just try the marketbyorder,it seems to be that order by order detail?
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