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prashanth.suresh1 avatar image
3 ●1 ●2 ●3

MarketByOrder - Websockets API

I submit the below request to websockets

SENT on session1:

{

"Domain":"MarketByOrder",

"ID":2,

"Key":{

"Name":"FB.O"

}


and I receive this below. Note that the default domain works just fine. I have level 2 package (NAS2) entitled on my ID. Can you please suggest what may be wrong?

}

RECEIVED on session1:

[

{

"Domain":"MarketByOrder",

"ID":2,

"Key":{

"Name":"FB.O",

"Service":"ELEKTRON_DD"

},

"State":{

"Code":"NotFound",

"Data":"Suspect",

"Stream":"Closed",

"Text":"*The record could not be found"

},

"Type":"Status"

}

]


treprdp-apiwebsocketsrrtomarket-by-order
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moragodkrit.chumsri_1 avatar image   moragodkrit.chumsri_1

@prashanth.suresh1

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

1 Answer

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

Hi @prashanth.suresh1,

Not all exchanges will provide level 2 data. For example, instead of FB.O, try BB.TO (which does provide level2 data on the TSX).

I would reach out to the Refinitiv support desk to understand/find out where level 2 data is provided.

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prashanth.suresh1 avatar image prashanth.suresh1

thanks @nick.zincone.1

If I have to receive to Trade and order Entries from Nasdaq and Nyse, do you know which Domain I have to subscribe to? Note, I am not referring to MarketPrice domain.


thanks

Prashanth

nick.zincone avatar image nick.zincone prashanth.suresh1

Hi @prashanth.suresh1,

The MARKET_BY_ORDER domain provides all buy side and ask side orders. The MARKET_BY_PRICE provides all the orders at a specific price level. You can see the different domains available within the Websocket API documentation: https://developers.refinitiv.com/elektron/websocket-api/docs

umer.nalla avatar image umer.nalla prashanth.suresh1

Hi @prashanth.suresh1

You may also find this article useful - on processing Level 2 orderbook data

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