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Hang Seng Bank wants to understand if Market By Order data is available via MBO data domain. They wa
Hang Seng Bank wants to understand if Market By Order data is available via MBO data domain. They want to understand if the order can be mapped to the broker ID; such that they can identity which order is belong too Hang Seng Bank (2313)
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Tick History get Market Maker and Market by Order Data
Hi, I am trying to use DataScope REST API to retrieve Market Maker and Market by Order data via Tick History. I tried both `TickHistoryMarketDepthExtractionRequest` as well as `TickHistoryRawExtractionRequest` templates, but both fail to expand to any RICs. Request URL:…
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Tick History Market Depth by order
Hi Guys, Are there an example how to create the book with Python using Tick History Market Depth by order? Best resgards
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MBO stream receiving MBO orders but not receiving Trades
Hi, We do receive MBO order data, when requesting for RICs under a chained RIC. However we do not receive any trade activity flowing in at all. We did wait for the end of trading day before making the analysis, so there should be some trades happening at least. Am I missing something? { "ID": 3, "Domain": "MarketByOrder",…
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Does the "ID" need to match the reply & request?
Hi, When receiving a request from the Chain Ric, what does the "ID" field refer to, does it need to match the "ID" field in the batch request of all the LONKLINK's as well? Right now I did match them because I found this in the doc ID = "Integer value(s) representing the event stream. It can also be used to match the…
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How to access Level 2 data via SDK API?
Can you kindly advise how can a client access L2 data via SDK API please? The query is raised for the RIC details provided below, where a client is interested to access L20 data RIC <MOLB.BUf> MBP Domain, PE 3445
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C# RFA MMT_MARKET_BY_ORDER Documentation or Tutorials
Hi Community, I have been using C# RFA on MMT_MARKET_PRICE for long. Recently I have started to do some work on MMT_MARKET_BY_ORDER. Upon Process Event, I see that I received Map objects containing MapEntry. All MapEntry Actions are Add/Update/Delete, which is quite close to what I expect. May I know if there is any…
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How do I derive trade info from level2 MBO?
Hi - I am working with L2 MBO from oslo equities exchange. Its been suggested to me that one can derive trade info from the MBO delete key action. For example if I recieve a "delete key F0" and that removes 1000@1.32 of liquidity from the BID side....can I generate a SELL1000@1.32? If each delete action in the MBO data…
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LEVEL 2 EQUITY DATA - WHERE IS TRADE TYPE?
Hi Im subscribing to LEVEL 2 MBO equity pricing from Oslo exchange, (example RIC AKA.NO). How can I find the trade/order type in this price stream? Do I need to change my domain to get trade type or is it the case that trade data is delivered in the L1 MARKET_PRICE domain?
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L2 MBO OSLO - market close behaviour
Hi - Im looking at L2 MBO data for OSLO, and I notice that at the end of day we recieve a IMAGE message followed by a series of delete messages, presumably to generate an empty order book. Do you have any documentation or explanation of how the MBO feed behaves at the end of day? Is this the right forum for TREP RFA MBO?
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L2 MBO 0 price rungs
Are 0 price rungs allowed? I saw an answer which suggested they are accumulation of all orders outside the llowed L2 market depth, per exchange? for example is this correct? For example for depth=2 ASK 0.0 5000 ASK 22.1 1000 ASK 22.05 740 BID 22.0 1100 BID 21.90 2902 BID 0.0 4023 so the two rungs with 0 price represent the…
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MBO L2 data : can I truncate keys?
Im looking at MBO L2 data and I can see that the "action" keys can be printed, and look like: '3339 6563*******************************39ec' '3330*************************30' '1****************************1' (where * are spaces and pad key to 50 chars wide) however, when I look at the keys in Refinitiv app OMMViewer, you…
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MarketByOrder - Websockets API
I submit the below request to websockets SENT on session1: { "Domain":"MarketByOrder", "ID":2, "Key":{ "Name":"FB.O" } and I receive this below. Note that the default domain works just fine. I have level 2 package (NAS2) entitled on my ID. Can you please suggest what may be wrong? } RECEIVED on session1: [ {…
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RIC request works for MP Domain but doesn't work with MBO or MBP domain.
Hi, I have a consumer client written using EMA C++ library. The consumer works fine and receive refresh and update messages when use MP Domain. However when I try to change the domain to Market by Order or Market by Price to read level 2 data I have an error as "The record could not be found". Maybe I need to use a…
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Lusaka Level 2 data does not stream
Hi team, Recently my account was enabled with proper Level 1 and 2 access to the Lusaka Stock Exchange. I confirmed this with our customer manager. I tried making a MarketByOrder & MarketByPrice for varied securities but get the same "The record could not be found". Level 1 data works fine but Level 2 not properly. Can you…
