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Testserver replay
Hello! Could you please help me with testserver tool (3.5.3.L1)? I'm trying to use testserver to replay binary file recorded by testclient. I refered to https://developers.lseg.com/en/article-catalog/article/quick-start-guide-recording-and-playback-refinitiv-real-time-data#Instrument, but it seem that's not quite I really…
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Treasury futures level 2 historical nanosecond data access on-demand via Python API
Hello, I am looking trying to find the specification for pulling the level 2 data for treasury futures contracts, i.e. TYU24, for all best bid and best ask as well as each of the respective volumes for each of the levels. I would like to receive a response with the most granular intraday timing for a specified date (I…
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Several domains in an item request?
Is possible to include several domains in the same item request to received all in the same stream? For example, domain "MarketPrice" and "MarketByPrice" to receive L1 and L2 in the same stream. Thank you.
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List of exchanges that supports domains other than MBP
Hi, We are using RFA 8.1 API. Is there a way for us to have an exhaustive list of exchanges that supports price data model domains other that MBO but not MBO.
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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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Getting add entry for already existing levels. Getting update entry for non existing levels.
Hi, We are using RFA 8.1 API's with MarketByPrice domain. This is in regards with level 2 data. We received an add entry for an order id that already exists in our local book. Symbol : APPS.MC Timestamp : 20220907-06:30:17 EST Order Id : 6.6350B Similarly an update entry was received for an order ID that was not present in…
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Does REDI API support Level 2 market data?
Hi Zoya, I am trying to run the level 2 market data with market depth and exchange information in excel using REDI plugin. Not sure if it is supported?
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Historical Bid/Ask price and size at 10 levels
Hi, I am using refinitiv data's get_history() function to retrieve historical bids/asks (1 minute frequency) along with sizes/depth. I only managed to get best bid/asks but not at level 2, 3, 4 and so on (I need upto 10 levels ideally). Please see the code snippet below. Can someone help as to what should I add more to get…
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leve2 orderbook processing problem
Hello everyone, I read this article How to Sort & Process Level 2....., now I have some general understanding as to how to process level2 orderbook message. Some extra problem I want to know more : First, Is there any flag for the first RefreshMsg just like the Complete flag for the last RefreshMsg ? As I see, application…
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How to access level 2 data (MBP and MBO) in RDP?
In RDP API, how do we retrieve exchanges' level 2 market data which are in MBP (Market by Price) and MBO (Market by Order)?
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OMM L2 start of trading day
We have a binary using RFA C++ 8.2.1.L1. We use OMM L2 to get L2 data. Our client subscribe during the morning to L2 data and everything is fine. We get a stream of L2 data. On the next day, during opening we still have order book from previous day present. How can we know it's a new day and order book has to be cleared ?
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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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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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.Net example to request Level2 data does not work
Using example: 3.1.1 - Streaming - MarketByPrice Connecting using DesktopSession via Eikon4 Desktop Command Line output: 20.04.2020 14:40:51:Session is Pending. (State: Pending) 20.04.2020 14:40:51:{ "Contents": "Desktop Session Successfully Authenticated" }. (Event: SessionAuthenticationSuccess) 20.04.2020…
