Lusaka Level 2 data does not stream

bansalshah
bansalshah
in WebSocket API

Hi team,

Recently my account was enabled with proper Level 1 and 2 access to the Lusaka Stock Exchange. I confirmed this with our customer manager. I tried making a MarketByOrder & MarketByPrice for varied securities but get the same "The record could not be found". Level 1 data works fine but Level 2 not properly. Can you please look into the matter?

Request:

{
  "ID": 2,
  "Domain": "MarketByPrice",
  "Key": {"Name": "PMDZ.LZ"}
}

Response:

[{
  "Type": "Status",
  "State": {
    "Stream": "Closed",
    "Data": "Suspect",
    "Text": "*The record could not be found",
    "Code": "NotFound"
  },
  "ID": 2,
  "Domain": "MarketByPrice",
  "Key": {
    "Service": "ELEKTRON_DD",
    "Name": "PMDZ.LZ"
  }
}]

Thank you

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Best Answer

  • nick.zincone
    nick.zincone
    Answer ✓

    Hi @bansalshah,

    I don't believe there is level 2 data available for this item: PMDZ.LZ. You know it is a permission issue if you receive a message back stating you are not authorized to see this data. You can try the symbol "BB.TO" as this does contain both level 1 and level 2 data on Toronto Stock Exchange. You may actually get level 2 data back or a not authorized message.

    The best way to determine what level 2 content is available on the Lusaka Stock Exchange is to reach out the Refinitiv Helpdesk as they are best suited to answer content questions.

Answers

  • Gurpreet
    Gurpreet

    Hi @bansalshah, Unfortunately, this venue has not been migrated to ERT collections, and Market-By-Price domain is not available for Lusaka. You can get top 10 market by price book entries, but it will be disseminated as Market-Price domain. Use symbol ```PMDZ.LZd```, and look for fields BEST_BID1..n, BEST_ASK1..10 etc.

  • bansalshah
    bansalshah

    Hi @nick.zincone.1

    I tried with the symbol "BB.TO" but as expected got Access Denied. Not Entitled.

    Yeah I will reach out to the helpdesk to see what type of level 2 data is supported by Lusaka because that is the only exchange currently with permission for me.

    Thank you for the help.

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