I tried to use the websocket API "MarketByPrice" or "MarketByOrder" to get data, but all of response shown the error message "*The record could not be found". And Currently only can use the "MarketPrice" to get data.
The "The record could not be found" error message means the item name is not exist or invalid for the service and domain that the application try to subscribe.
Not every venue supports level 2 data or support in the same item name, please refer to the answers in this RIC request works for MP Domain but doesn't work with MBO or MBP domain. post .
I used the MBP RIC "DHMTNQ0", "DHMXJU0", "DHMTWQ0" to get MBP data from service ELEKTRON_DD, but all of request failed with error message "*The record could not be found", is that mean the venue doesn't support level2 data, or MBP RIC is invalid?