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petru.marginean avatar image
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more than 5 levels for RFA L2 client

I'm using RFA (rfa-7.6.0.L1) to get L2 market data.

Is it possible to get more than "five best bid/ask levels"?


Regards,

Petru


Example:

RIC = '000002.SZ'

BEST_BID1=27.35
BEST_BID2=27.34
BEST_BID3=27.33
BEST_BID4=27.32
BEST_BID5=27.31

BEST_BSIZ1=83825
BEST_BSIZ2=62600
BEST_BSIZ3=32000
BEST_BSIZ4=39600
BEST_BSIZ5=134800
treprfarfa-api
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pimchaya.wongrukun01 avatar image   pimchaya.wongrukun01

Hello @petru.marginean

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

If yes, please click the 'Accept' text next to the reply. This will guide all community members who have a similar question. Otherwise please post again offering further insight into your question.

Thanks,

AHS

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nick.zincone avatar image
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Hi @petru.marginean,

Yes, you can get the full order book and price book when using the OMM MarketByPrice or MarketByOrder domains. There is a tutorial that will provide instructions and coding samples to do this. You can also refer to the RFA documentation and search for these domains to provide additional details.

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