Discover Refinitiv
MyRefinitiv Refinitiv Perspectives Careers
Created with Sketch.
All APIs Questions & Answers  Register |  Login
Ask a question
  • Questions
  • Tags
  • Badges
  • Unanswered
Search:
  • Home /
  • Elektron /
avatar image
Question by neo7664 · Aug 09, 2018 at 06:06 AM · level 2market_by_orderrequeset

Can not get streaming data with MARKET_BY_ORDER model by level 2 ric in HKSE

Hi,

We are struggling with requesting Hong Kong level 2 data(sample ric<0700.HKd>) with RDMMsgTypes.MARKET_BY_ORDER message type.

Last week your team confirmed that the DACS ID: NJ2_02_RHB_US69740 is permission to HKG. After working with the SDK, we still can not get data by *.HKd ric with MARKET_BY_ORDER model. In general, we got two questions.

First, we need your team to check again that the DACS account does have the permission to subscribe *.HKd ric with MARKET_BY_ORDER model. Form our DACS control panel, it shows "HKEX - HONG KONG STOCK EXCHANGE L1 L2". Our main DACS account is CustAdmin_US69740, the client name is NJ2-Cell37-TRHP-US69740.

The second question may need your tech team to help us with the Robust Foundation API development. We have reviewed the develop guide documentation and the example code from the tutorial (https://developers.thomsonreuters.com/thomson-reuters-enterprise-platform/robust-foundation-api-rfa-0/learning?content=3130&type=learning_material_item). In our understanding that requesting MARKET_BY_ORDER model is nothing different with requesting the usual MARKETPRICE except changing OMMMsg.setMsgModelType method when register the .HKd ric (like 0700.HKd). We have several issues when testing different requesting method with level 1 ric and level 2 ric.

First, we found that the OMMMsg response we get from .HKd MARKET_BY_ORDER subscribe type is a final message which determined by its isFinal() method. Also, the payload of OMMMsg is empty and the OMMTypes is NO_DATA.

However, requesting .HKd ric with MARKETPRICE model is normal and it can get streaming data. If there is no problem with .HKd ric' permission to request MARKET_BY_ORDER model, than why we can not get stream data with MARKET_BY_ORDER model?

Last is the strangest, using level 1 ric (like 0700.HK) to request MARKET_BY_ORDER can get stream data but with meaningless data.

Please see our implementation code of rfa Client attachment below and give any suggestion that might help us. Another attachment is the MARKET_BY_ORDER response with 0700.HKd ric and 0700.HK ric log and MARKETPRICE response log with 0700.HKd ric.

Thanks for your time.

responese-log.txt

responese-log.txt (4.7 KiB)

People who like this

0 Show 1
Comment
10 |1500 characters needed characters left characters exceeded
▼
  • Viewable by all users
  • Viewable by moderators
  • Viewable by moderators and the original poster
  • Advanced visibility
Viewable by all users

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

avatar image
REFINITIV
steven.peng ♦♦ · Aug 17, 2018 at 01:44 PM 0
Share

Hi @neo7664,

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?

If so please can you click the 'Accept' text next to the appropriate reply. This will guide all community members who have a similar question.

Thanks,

AHS

2 Replies

  • Sort: 
avatar image
REFINITIV
Best Answer
Answer by warat.boonyanit · Aug 09, 2018 at 06:45 AM

Hi @neo7664

There are two categories of Level 2 data:

  1. Legacy Level 2 data on MARKET_PRICE domain
    This is typically restricted to the top of the Order Book due to the flat structure which uses unique fields for each Orderbook entry e.g. BEST_BID1, BEST_ASK1, BEST_BID2, BEST_ASK2, BEST_BID3, BEST_ASK3 and so on...
  2. New Level 2 data on MARKET_BY_ORDER and MARKET_BY_PRICE domain
    Which allows full depth due to its use of hierarchical / nested data structures.

New Level 2 use the same RIC as Level 1 RIC, while Legacy level 2 use <Level 1 RIC> + <special suffix>, i.e. 0700.HKd.

And as mentioned, new Level 2 data contains nested data structures.

I would suggest checking the level 2 tutorial for how to decode the level 2 data.


mbo.png (60.8 KiB)
Comment

People who like this

0 Show 4 · Share
10 |1500 characters needed characters left characters exceeded
▼
  • Viewable by all users
  • Viewable by moderators
  • Viewable by moderators and the original poster
  • Advanced visibility
Viewable by all users

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

avatar image
neo7664 · Aug 09, 2018 at 06:54 AM 0
Share

Wow, the ric category explanation really help us a lot! Thank you so much.

According to the tutorial tha decoding the level 2 data is the same with MARKETPRICE data, so this would be no problem.

avatar image
REFINITIV
warat.boonyanit ♦♦ neo7664 · Aug 09, 2018 at 07:01 AM 0
Share

The MbO level 2 data is different from MarketPrice level 1, so be sure to check the tutorial code and the example code that @Umer Nalla suggested.

avatar image
REFINITIV
warat.boonyanit ♦♦ warat.boonyanit ♦♦ · Aug 09, 2018 at 07:04 AM 0
Share

@neo7664

Mainly, you must decode a map container before decode the field list container inside it.

Also, the application must be able to handle the map action such as add, update, or delete map entry.

avatar image
REFINITIV
Answer by umer.nalla · Aug 09, 2018 at 06:55 AM

Hi @neo7664

You need to drop the small d suffix and use the base RIC when requesting RDM Level 2 data such as MarketByPrice and MarketByOrder - i.e. just use 0700.HK

The 0700.HKd means you want legacy Top of order book (L2) data - which is only available in MarketPrice format.

Also, try testing with a example application such as 'Consumer' example (RFA C++) or 'com.reuters.rfa.example.omm.cons' (RFA Java) - to help confirm if the issue lies with your code or your permissions.

Comment

People who like this

0 Show 0 · Share
10 |1500 characters needed characters left characters exceeded
▼
  • Viewable by all users
  • Viewable by moderators
  • Viewable by moderators and the original poster
  • Advanced visibility
Viewable by all users

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Watch this question

Add to watch list
Add to your watch list to receive emailed updates for this question. Too many emails? Change your settings >
9 People are following this question.

Related Questions

How do I get Level 2 multiple bids/offers for the same price level using Java SFC library?

How to build and keep full order book snapshot using EMA MarketByPrice domain - C++

Over / Under Level in May Entry Class

trailing junk characters in market price data

MBO L2 data : can I truncate keys?

  • Feedback
  • Copyright
  • Cookie Policy
  • Privacy Statement
  • Terms of Use
  • Careers
  • Anonymous
  • Sign in
  • Create
  • Ask a question
  • Spaces
  • Alpha
  • App Studio
  • Block Chain
  • Bot Platform
  • Calais
  • Connected Risk APIs
  • DSS
  • Data Fusion
  • Data Model Discovery
  • Datastream
  • Eikon COM
  • Eikon Data APIs
  • Electronic Trading
    • Generic FIX
    • Local Bank Node API
    • Trading API
  • Elektron
    • EMA
    • ETA
    • WebSocket API
  • Legal One
  • Messenger Bot
  • Messenger Side by Side
  • ONESOURCE
    • Indirect Tax
  • Open PermID
    • Entity Search
  • Org ID
  • PAM
    • PAM - Logging
  • ProView
  • ProView Internal
  • Product Insight
  • Project Tracking
  • Refinitiv Data Platform
    • Refinitiv Data Platform Libraries
  • Rose's Space
  • Screening
    • Qual-ID API
    • Screening Deployed
    • Screening Online
    • World-Check One
    • World-Check One Zero Footprint
  • Side by Side Integration API
  • TR Knowledge Graph
  • TREP APIs
    • CAT
    • DACS Station
    • Open DACS
    • RFA
    • UPA
  • TREP Infrastructure
  • TRIT
  • TRKD
  • TRTH
  • Thomson One Smart
  • Transactions
    • REDI API
  • Velocity Analytics
  • Wealth Management Web Services
  • World-Check Data File
  • Explore
  • Tags
  • Questions
  • Badges