We are looking into getting Elektron and currently doing research on what Elektron SDK (C++ version) could provide. More specifically, we would like to double confirm with you if the following information can be retrieved from the Elektron API.
Can you help pin-point the place (a document or a source file, etc.) where we could get all the fields that are available to retrieve from the Elektron SDK? (i.e. except for the usual market data - Bid/Ask Price and Volume, what are the other information we could get from Elektron?).
Thanks in advance.
Yes, Elektron SDK can retrieve all of the above information, providing that the information is available on that exchange.
In Elektron, the information is available in form of a field-value pair. You can view the venue field lists, field definitions, and enumerations for Elektron from the data model discovery tool.
Alternatively, you can check the field dictionary file for the list of all fields. The file is inside Elektron SDK package under /etc folder.
If you cannot find specific fields or information, please feel free to contacting the content specialist team directly via Contact Us. In the product field, please select Elektron Edge or Elektron Realtime.