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Max Avramenko avatar image
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How do I get Level 2 multiple bids/offers for the same price level using Java SFC library?

How do I get Level 2 multiple bids/offers for the same price level

using Java SFC library? I am only seeing BEST_ASK1-ASK10, BEST_BID1-BID10 which are different price levels. Are these consolidated? Judgin by small sizes for each price level it does not look like it. I want ot see all liquidity at each particular price level please?

Thank you,

-Max

elektronrefinitiv-realtimeelektron-sdkjavafieldslevel-2
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Jirapongse avatar image   Jirapongse

@Max Avramenko

Could you please provide sample RICs for this question? After that, I will contact the data team to clarify the content.

Jirapongse avatar image   Jirapongse

@Max Avramenko

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AHS

Jirapongse avatar image   Jirapongse

@Max Avramenko

Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.

Thanks,

AHS

2 Answers

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Jonathan Haruni - Refinitiv avatar image
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The SFC API provides 10 price levels. If you want them all you should use our newer Elektron SDK. It can be downloaded from this site and includes sample code showing how to consume order book data. Make sure to log in to this site before trying to download the SDK.

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Gurpreet avatar image
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You will need to subscribe to Market by Order (OrderBook) which is delivered in OMM datatype. Use a newer API like EMA or RFA to subscribe to it.

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