Not able to pull L2 data for Equity using MBP domain for following exchanges
Hello, we are using RFA C++ 8.1 api's. We tried pulling Equity Level2 data for following exchanges but it got rejected from api with "hash5Astatus-*The record could not be found' error which suggest RIC was not valid but when I searched those RICS on Ric search tool, those were valid equity RICS.
I also searched data model page for respective exchanges but it did not suggest RIC structure to use for Level2 data.
Best Answer
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You can use the Data Model Discovery tool to check which exchanges support L2 domains.
For example, Munich Stock Exchange Equities and Funds supports the Market Price (MP) domain.
1
Answers
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Hi @mktdata
I don't believe level 2 (MBP) data is available for the above RICs. Only level 1 (Market Price) data is available. Within the level 1 structure, there may be values reported within level 1 for the last 5 trades. You can see these values within the RDMFieldDictionary:
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@nick.zincone Is there any tool which I can use to determine if given RICs has MBP Level2 data or not?0
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Hi @mktdata
I'm not aware of a downloadable tool specifically used to pull down MBP data. However, you should be able to easily generate your own based on the MBP Tutorial.
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@nick.zincone What I mean is, is there any tool that tells us if given RICs support MBP, MBO or LL2 MP domain?0
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