How to get level 2 data via Eikon .net ? Is there any exampel or documentation ?

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How to get level 2 data via Eikon .net ? Is there any exampel or documentation ?
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  • Alex Putkov.1
    Alex Putkov.1
    Answer ✓

    There's no specific documentation or examples for consuming Level 2 data using Eikon .NET SDK. You retrieve it the same way you would retrieve Level 1 data, just use Level 2 chain RICs, e.g. 0#VOD.L. The structure of Level 2 data differs dramatically by exchange. To view the structure of the data in Level 2 RIC call it up in a Quote app in Eikon application, right click within the app and select Templates - Display All Fields. This will give you the raw view of the data in the form of fields name/value pairs. For 0#VOD.L you'll see that the field LONGLINK3 contains the value of VOD.LO. This is the RIC where Level 2 payload is for VOD.L. If you call up VOD.LO in a Quote app and switch to Display All Fields view you'll see fields BEST_BID1, ..., BEST_BID10 etc. If you need explanation of the Level 2 data structure for the exchange you're interested in, please call Thomson Reuters Helpdesk number in your country.

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  • Matthew.Logterman
    Matthew.Logterman

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