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Vinod A avatar image
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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.

javatrth-rest-api
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zoya faberov avatar image   zoya faberov

Hello @Vinod A ,

Thank you for your participation in the forum.

Is the reply below satisfactory in resolving your query?

If yes please click the 'Accept' text next to the appropriate reply. This will guide all community members who have a similar question. Otherwise please post again offering further insight into your question.

Thanks,

-AHS

raksina.samasiri avatar image   raksina.samasiri

Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.

Thanks,
AHS

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zoya faberov avatar image
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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


dssondemandmarketdepth20220804.zip (4.9 KiB)
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zoya faberov avatar image
32.2k ●40 ●11 ●20

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:

  1. 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.
  2. 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?

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