In RDP API, how do we retrieve exchanges' level 2 market data which are in MBP (Market by Price) and MBO (Market by Order)?
To access level 2 data, you would need a licence/access to a real-time streaming data service such as Refinitiv Real-Time Optimised - do you have a MachineID - which looks something like : GE-A-01103123-3-1234?
If you do have access to the above, then you can refer to the relevant tutorials e.g.
A few useful articles and examples:
Github Examples using the RD Libraries:
Example.DataLibrary.Python/EX-3.02.02-OMMStream-MarkeByPrice.ipynb at main · Refinitiv-API-Samples/Example.DataLibrary.Python · GitHub
Example.DataLibrary.DotNet/src/3. Delivery/3.1-Streaming/3.1.02-Streaming-MarketByPrice at main · Refinitiv-API-Samples/Example.DataLibrary.DotNet · GitHub