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.