Raw Legacy Level 2 Raw MBP in Electron real-time

s61670

In history I get Raw Legacy Market Depth

code

           var extractionResult = ExtractionsContext.ExtractRaw(
              new TickHistoryMarketDepthExtractionRequest
              {
                  Condition = new TickHistoryMarketDepthCondition
                  {
                      ReportDateRangeType = ReportDateRangeType.Range,
                      QueryStartDate = startDate, //new DateTimeOffset(2016, 07, 25, 20, 0, 0, TimeSpan.Zero),
                      QueryEndDate = lastDate, //new DateTimeOffset(2016, 08, 02, 19, 59, 59, TimeSpan.Zero),
                      NumberOfLevels = 10,
                      ExtractBy = TickHistoryExtractByMode.Ric,
                      MessageTimeStampIn = TickHistoryTimeOptions.GmtUtc,
                      SortBy = TickHistorySort.SingleByRic,
                      View = TickHistoryMarketDepthViewOptions.LegacyLevel2,

                  },
                  ContentFieldNames = availableLL2Fields.Select(f => f.Name).ToArray(),
                  IdentifierList = new InstrumentIdentifierList
                  {
                      InstrumentIdentifiers = new[]
                      {
                         InstrumentIdentifier.Create( result.IdentifierType, result.Identifier)
                      },
                      ValidationOptions = new InstrumentValidationOptions
                      {
                          AllowHistoricalInstruments = true
                      }
                  },

How to get data in real time Raw Legacy Level 2

Help with code examples !!!!

Example RIC:1UROH1m (Level 2)

zoya faberov

Hello @s61670,

RIC 1UROH1m carries legacy level 2 comprised of 10 levels of order book via Market Price domain.

If your organization has Refinitiv Real-Time service ( formerly Elektron) , depending on what Refinitiv Real-Time connectivity your organization has ( I am going to assume Refinitiv Real-Time Optimized) and your language preferences you will be able to use one of several realtime examples to consume the same content in Real-Time.

If you are looking to consume in C#, that would be over Refinitiv Real-Time Websocket API:

WEBSOCKET API DEVELOPERS GUIDE and

Refinitiv Real-Time — Optimized: Websocket API Sample Applications -> CSharp

If you are interested in Java C/C++, the available options include

Refinitiv Real-Time SDK Java:

EMA Quickstart Connecting to Refinitiv Real-Time Optimized

and

Refinitiv Real-Time SDK C/C++

EMA Quick Start - Connecting to Refinitiv Real-Time -- Optimized