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Failed to extract market depth
Hi, I can successfully download tick history with following code while for market depth, for depth it always returns empty df. Could you shad some light on why it doesn't work? Thank you!
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Failed to extract market depth
Hi, I can successfully download tick history with following code while for market depth, for depth it always returns empty df. Could you shad some light on why it doesn't work? Thank you!
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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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Unexpected status message received after subscribing to market data
Hello, We are working on a Java application from scratch that connects to Refinitiv / LSEG Workspace Websocket API and subscribes to market data. While testing it, we noticed the following unexpected status message:…
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LEVEL 2 data for ROCO on "MARKET_PRICE" domain
I am trying to get level 2 data using ETA API for mic:ROCO on "Market_Price" domainusing IDN_SELECTFEED service for ric "D3227.TWO". I am unable to get any data. Could you please let me know what needs to be done?
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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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Market data extraction using DSS API
Hi Team, We are planning to extract the market data using Refinitiv DataScope Select API for our Shareholding Disclosure application. We are reviewing the available fields in "Refinitiv DataScope Select 17.1 - Fields by Report Template" to get the information for all the required fields. We need the information such as…
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Handling Data Depth
Hi. I'm using Eikon eta for receiving real time market data. I would like to know if there is a specification file for how to use the data, specially depth. I have some trouble figuring out the correct way to handle depth since I don't get all depth level is a single message (sometimes update for some level field i.e.…
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Real time optimized - How to get volume and market board information(depth) in websocket ?
I can connect and get real time data by using below, but I can not find how to get volume and market board information(depth) by using websocket API. I am using this python file [market_price_rdpgw_service_discovery.py]. As for FX(ric = 'JPY='), I can not see the volume at all. I am glad if you tell me how to get these…
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Market depth level via MarketPrice
Hi, I am consuming market depth via MMT_MARKET_PRICE message model and like to know how to process when a level is removed? For example, if I process BEST_BID1... BEST_BID5 fields and let say level 5 bid has been removed, how is this delete indicated in the message? An example RIC is XU030Z6d.
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How would I get a trading state of a book?
Hi all, I am using `TRTH`s Historical Market Depth API endpoint to retrieve some depth information about ES options, but I would like to know whether the quotes are in OPEN, CLOSED or AUCTION trading state for example. Is that possible and how would one get that information? Cheers
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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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Why are Intraday summaries not showing when the market is pulled?
Comparing the Market depth feed and Intraday summaries feed, I have noticed that Intraday summaries will not report empty when the market is pulled right before the end of the interval. For example, in the RIC ES100R7 these were the market depth feed: ES100R7,Market Price,2017-04-11T23:09:34.885504017Z,-5,Normalized…
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Get opening quote price for all identifiers for each trading day
Hi everyone, It seems like that when I do an API call to TickMarketDepthData with a list of identifiers, I don't get/see all identifiers in the API response. Could there be that some identifiers don't trade on specific days, so there is no price change and hence there are no mentions of those identifiers in the results? If…
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Is it possible to retrieve market cap and daily volume for US equities by GICS sector?
Hi, I want to retrieve the market cap. and the ADV/daily volume for US equity market by GICS sector for a specific day. It would be also useful to know how to deal with markets at varying levels of aggregation, so not stock by stock but sector, region etc. Is there a bunch of metrics that does this? Thanks!
