For a deeper look into our Elektron API, look into:

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials |  Articles

question

Upvotes
Accepted
1 0 1 3

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
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvote
Accepted
476 6 15 18

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.

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvotes
20.3k 53 14 20

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.

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.