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I am currently receiving market information for the RIC codes NQZ4 and ESZ4, with the domain type set to MARKET_BY_PRICE. The code I am using generates a unique key for each order in the order book entry, followed by the associated fields. Map.getEntry().getKey().getBuffer() Item Name: ESZ24 Service Name: hEDD Map Summary…
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
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…
* I already installed library("eikonapir") * I already have the key (set_app_id) * I want the information contained in the image below:
I'm new to this, but I'm writing a custom app (in C# .Net, but potentially C++) to retrieve market data using the Data API. I can get price data, but I can't find out how to get full order book data - are there any examples of this anywhere please? I could potentially use the RFA API (either C# or C++), but I can't find…
I am using EMA to subscribe HKFE for L2 order book options feed, using the following IDN_SELECTFEED, MARKET_BY_PRICE, Ric: HSI30000D9.HF I encounter sometimes the orderbook I captured is not aligned with what showing in Eikon 0#HSI30000D9.HF One thing I noticed that, I regularly receive an UpdateMsg that something on the…
...nd of information? We are using Java EMA library to subscribe L2 orderbook. e.g. 0005.HK & 0#0005.HK We need price & quantity with Broker ID in SEHK in orderbook per L2 market feed? is there such kind of information?
I'm currently receive market infomation of RICs code: NQU9. The code I'm using : Map.getEntry().getKey().getBuffer() Question 1: The problem is that ask price and bid price that I got is wrong. such like: wrong price: 786750 right price: 7867.50 I thought TRD_UNITS is the the decimal locator (wrong price/(10^2)=right…
Hi all, As per the title, I am trying to pull the Blended Order Book data for a given commodity straight into python. I can see the data in Eikon so hopefully this should be doable Any ideas where to start please? Thanks S
Ryan, Additional information from user Hi Babita, We had snapshot failed multiples times today on the same contract. Below are few more examples. Something is not right, please let us know once you hear from Reuters 2018-06-05 08:30:02.164_087 [127-c629db38:62d2eadc33:24829] [ULFLOW] (DEBUG) Order book snapshot for…
Hi, we're subscribing to TSE (Tokyo Stock Exchange) via Reuters Elektron Market By Price book, with the hope of getting all quotes and trades. However, it looks like the messages don't include the trades. Can somebody clarify if we should have received trades information when subscribing to Reuter's Elektron via…
Hi, We are using Elektron Message API C++ edition to receive level 1 and level 2 market data. In case of level 2 or order book retrieval, the call back messages contain a Map with which defines an action (Add, Update or Delete) for each map entry for an order book level. In case of Delete action there is no FieldList…
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