Tick History API: Sample java code to create a "Tick History Market Depth-->Legacy Market Depth" ...

...report

Tick History API: Sample java code to create a "Tick History Market Depth-->Legacy Market Depth" report

https://developers.refinitiv.com/en/api-catalog/refinitiv-tick-history/refinitiv-tick-history-rth-rest-api/tutorials#rest-api-tutorial-5-on-demand-market-depth-extraction

Could you please provide us sample java code to create TickHistoryMarketDepthExtractionRequest using view NormalizedLL2.

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Accepted answers

zoya faberov

Hello @Vinod A ,

Rigged an RTH MarketDepth Java example, please find it attached- let me know if this is what you are looking for:

DSSOnDemandMarketDepth.20220804.zip

All comments

zoya faberov

Hello @Vinod A ,

We provide Tick History starter Java samples for developers as RTH Java Code Examples, the most common requests are included, rather then every available RTH request.

The Java handling of other HTTP REST requests, once the request and the response for the specific request are understood, is analogous.

To better understand Market Depth request, please refer to tutorial REST API Tutorial 5: On Demand market depth extraction.

The approach to implement MarketDepth or any other not included request in Java is:

To verify the request that is required, this best done with Postman. Postman starter example collection available as RTH REST Tutorials Postman collection includes Market Depth request, that can be copied and used a starting point, updated with a required instrument and required fields, and result verified.
Copy one of the Java code examples (I would copy DSSOnDemandIntradayBarsRTH) and modify the request to be the valid MarketDepth that is required.

Does this approach make sense, if this is how you proceeding, are you running into issues tuning the required MarketDepth request or when you apply the verified request?

zoya faberov

Hello @Vinod A ,

Rigged an RTH MarketDepth Java example, please find it attached- let me know if this is what you are looking for:

DSSOnDemandMarketDepth.20220804.zip

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