question

Upvotes
Accepted
3 2 4 4

We need price & quantity with Broker ID in SEHK in orderbook per L2 market feed? is there such kind of information?

We are using Java EMA library to subscribe L2 orderbook. e.g. 0005.HK & 0#0005.HK

We need price & quantity with Broker ID in SEHK in orderbook per L2 market feed?

is there such kind of information?

elektronrefinitiv-realtimeelektron-sdkrrtema-apielektron-message-apijavaorder-book
icon clock
10 |1500

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

1 Answer

Upvotes
Accepted
895 3 8 3

Hi @steve.lau

I have taken a look through the data model for Level 2 (Market by Price and Market by Order) and cant see any broker id fields, you just get the price and quantity so I am assuming this means the exchange dont make this available.

Data Model MBO (where it is most likely to have broker ids):

https://refinitiv.fixspec.com/specserver/specs/elektron/apac/hong-kong-hkse/5-5-tew851N8/2399-the-stock-exchange-of-hong-kong-limited-sehk-omm-market-by-order-ertl2-mbo

I also took a look at the Level 2 Flat RIC <0005.HKd> as well as the MBP and MBO domains in Elektron and cant see anything so it looks like that we dont get the attributed broker details.

However if you want to confirm you could use contact us to contact our support teams.

Tim

icon clock
10 |1500

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