Does Eikon Data API provide capability to retrieve Market By Price data?

hiroko.yamaguchi1
hiroko.yamaguchi1
in Eikon Data APIs

Does Eikon Data API provide capability to retrieve Market By Price data?

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Best Answer

  • umer.nalla
    umer.nalla
    Answer ✓

    Hi @hiroko.yamaguchi1

    The Refinitiv MarketByPrice Domain provides a full depth order book.

    Eikon cannot provide this data - either via the Eikon Data API or the RDP Library.

    To access this data you would need a Real-Time streaming service such as Refintiv Real-Time Optimised or Refinitiv Real-Time.

    Please discuss with your Refinitiv account team for further details.


Answers

  • Alex Putkov.1
    Alex Putkov.1

    To add to the answer by @umer.nalla, while Eikon cannot provide full depth order book, for most exchanges it does provide the top of the book (typically top 5 or 10 price levels) through chains like 0#7269.T, which can be consumed using StreamingChain class in RDP library.

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