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bansalshah avatar image
26 ●15 ●22 ●25

Lusaka Level 2 data does not stream

Hi team,

Recently my account was enabled with proper Level 1 and 2 access to the Lusaka Stock Exchange. I confirmed this with our customer manager. I tried making a MarketByOrder & MarketByPrice for varied securities but get the same "The record could not be found". Level 1 data works fine but Level 2 not properly. Can you please look into the matter?

Request:

{
  "ID": 2,
  "Domain": "MarketByPrice",
  "Key": {"Name": "PMDZ.LZ"}
}

Response:

[{
  "Type": "Status",
  "State": {
    "Stream": "Closed",
    "Data": "Suspect",
    "Text": "*The record could not be found",
    "Code": "NotFound"
  },
  "ID": 2,
  "Domain": "MarketByPrice",
  "Key": {
    "Service": "ELEKTRON_DD",
    "Name": "PMDZ.LZ"
  }
}]

Thank you

treprdp-apiwebsocketsrrtolevel-2market-by-order
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moragodkrit.chumsri_1 avatar image   moragodkrit.chumsri_1

@bansalshah

Hi,

Thank you for your participation in the forum.

Are any of the replies below satisfactory in resolving your query?

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

Otherwise please post again offering further insight into your question.

Thanks,

AHS

2 Answers

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nick.zincone avatar image
17.2k ●82 ●39 ●63

Hi @bansalshah,

I don't believe there is level 2 data available for this item: PMDZ.LZ. You know it is a permission issue if you receive a message back stating you are not authorized to see this data. You can try the symbol "BB.TO" as this does contain both level 1 and level 2 data on Toronto Stock Exchange. You may actually get level 2 data back or a not authorized message.

The best way to determine what level 2 content is available on the Lusaka Stock Exchange is to reach out the Refinitiv Helpdesk as they are best suited to answer content questions.

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bansalshah avatar image bansalshah

Hi @nick.zincone.1

I tried with the symbol "BB.TO" but as expected got Access Denied. Not Entitled.

Yeah I will reach out to the helpdesk to see what type of level 2 data is supported by Lusaka because that is the only exchange currently with permission for me.

Thank you for the help.

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Gurpreet avatar image
22k ●58 ●14 ●21

Hi @bansalshah, Unfortunately, this venue has not been migrated to ERT collections, and Market-By-Price domain is not available for Lusaka. You can get top 10 market by price book entries, but it will be disseminated as Market-Price domain. Use symbol ```PMDZ.LZd```, and look for fields BEST_BID1..n, BEST_ASK1..10 etc.

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