5
●1 ●3 ●2
i want to get 5 bid/ask quot use by RSSL OMM,Is the account only required, the service name is correct, and can be received through marketprice?
4.4k
●10 ●6 ●9
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.
22.1k
●59 ●14 ●21
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.
5
●1 ●3 ●2
@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?
