question

Upvotes
Accepted
drachev avatar image
0 ●0 ●1 ●1

NASDAQ totalview market depth data

Hello,

I am using ETA API 3.2.0 and need to create an order book for multiple instruments. I am currently doing so by requesting a stream with RDM MMT_MARKET_PRICE for fields 436- 445 and 730-740(RWF_BEST_BID1-5 and RWF_BEST_ASK1-5 and corresponding sizes).

For the NASDAQ totalview RICs ending in .ITC(eg. AAPL.ITC) however there seems to be no data for market depth when using RDM MMT_MARKET_PRICE. With the rdmstestclient I saw that there is some level2 data when using RDM MMT_MARKET_BY_PRICE but it is not ideal for my use case.


Is there another way to get market depth data for these RICs ?
Are there other RICS that provide market depth for stocks with the fields mentioned above that I can consider ?

Thank you in advance for your help.

ricseta-api
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.

1 Answer

· Write an Answer
Upvotes
Accepted
umer.nalla avatar image
25.4k ●90 ●12 ●25

Hi @drachev

This forum is primarily aimed at answering "how to" types of questions about using Refinitiv APIs and the moderators are not Content/Data specialists. The Refinitiv Real-time feeds carry over 80million RICs from 10,000+ sources - and we have Content specialists covering specific content sets.

Therefore, for Content type questions please raise a Content Ticket with My.Refinitiv e.g. (I cannot find content I am looking for) so that the right specialist can help you. I would recommend attaching a list of RICs you are interested in - so the query gets routed to the best team.



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.