MarketByOrder - Websockets API
I submit the below request to websockets
SENT on session1:
{
"Domain":"MarketByOrder",
"ID":2,
"Key":{
"Name":"FB.O"
}
and I receive this below. Note that the default domain works just fine. I have level 2 package (NAS2) entitled on my ID. Can you please suggest what may be wrong?
}
RECEIVED on session1:
[
{
"Domain":"MarketByOrder",
"ID":2,
"Key":{
"Name":"FB.O",
"Service":"ELEKTRON_DD"
},
"State":{
"Code":"NotFound",
"Data":"Suspect",
"Stream":"Closed",
"Text":"*The record could not be found"
},
"Type":"Status"
}
]
Best Answer
-
Not all exchanges will provide level 2 data. For example, instead of FB.O, try BB.TO (which does provide level2 data on the TSX).
I would reach out to the Refinitiv support desk to understand/find out where level 2 data is provided.
0
Answers
-
thanks @nick.zincone.1
If I have to receive to Trade and order Entries from Nasdaq and Nyse, do you know which Domain I have to subscribe to? Note, I am not referring to MarketPrice domain.
thanks
Prashanth
0 -
thanks @nick.zincone.1
If I have to receive to Trade and order Entries from Nasdaq and Nyse, do you know which Domain I have to subscribe to? Note, I am not referring to MarketPrice domain.
thanks
Prashanth
0 -
thanks @nick.zincone.1
If I have to receive to Trade and order Entries from Nasdaq and Nyse, do you know which Domain I have to subscribe to? Note, I am not referring to MarketPrice domain.
thanks
Prashanth
0 -
The MARKET_BY_ORDER domain provides all buy side and ask side orders. The MARKET_BY_PRICE provides all the orders at a specific price level. You can see the different domains available within the Websocket API documentation: https://developers.refinitiv.com/elektron/websocket-api/docs
0 -
You may also find this article useful - on processing Level 2 orderbook data
0
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