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Tick History get Market Maker and Market by Order Data
Hi, I am trying to use DataScope REST API to retrieve Market Maker and Market by Order data via Tick History. I tried both `TickHistoryMarketDepthExtractionRequest` as well as `TickHistoryRawExtractionRequest` templates, but both fail to expand to any RICs. Request URL:…
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Tick History Market Depth by order
Hi Guys, Are there an example how to create the book with Python using Tick History Market Depth by order? Best resgards
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Does the "ID" need to match the reply & request?
Hi, When receiving a request from the Chain Ric, what does the "ID" field refer to, does it need to match the "ID" field in the batch request of all the LONKLINK's as well? Right now I did match them because I found this in the doc ID = "Integer value(s) representing the event stream. It can also be used to match the…
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MBO stream receiving MBO orders but not receiving Trades
Hi, We do receive MBO order data, when requesting for RICs under a chained RIC. However we do not receive any trade activity flowing in at all. We did wait for the end of trading day before making the analysis, so there should be some trades happening at least. Am I missing something? { "ID": 3, "Domain": "MarketByOrder",…
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How to access Level 2 data via SDK API?
Can you kindly advise how can a client access L2 data via SDK API please? The query is raised for the RIC details provided below, where a client is interested to access L20 data RIC <MOLB.BUf> MBP Domain, PE 3445
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C# RFA MMT_MARKET_BY_ORDER Documentation or Tutorials
Hi Community, I have been using C# RFA on MMT_MARKET_PRICE for long. Recently I have started to do some work on MMT_MARKET_BY_ORDER. Upon Process Event, I see that I received Map objects containing MapEntry. All MapEntry Actions are Add/Update/Delete, which is quite close to what I expect. May I know if there is any…
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How do I derive trade info from level2 MBO?
Hi - I am working with L2 MBO from oslo equities exchange. Its been suggested to me that one can derive trade info from the MBO delete key action. For example if I recieve a "delete key F0" and that removes 1000@1.32 of liquidity from the BID side....can I generate a SELL1000@1.32? If each delete action in the MBO data…
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LEVEL 2 EQUITY DATA - WHERE IS TRADE TYPE?
Hi Im subscribing to LEVEL 2 MBO equity pricing from Oslo exchange, (example RIC AKA.NO). How can I find the trade/order type in this price stream? Do I need to change my domain to get trade type or is it the case that trade data is delivered in the L1 MARKET_PRICE domain?
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L2 MBO OSLO - market close behaviour
Hi - Im looking at L2 MBO data for OSLO, and I notice that at the end of day we recieve a IMAGE message followed by a series of delete messages, presumably to generate an empty order book. Do you have any documentation or explanation of how the MBO feed behaves at the end of day? Is this the right forum for TREP RFA MBO?
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L2 MBO 0 price rungs
Are 0 price rungs allowed? I saw an answer which suggested they are accumulation of all orders outside the llowed L2 market depth, per exchange? for example is this correct? For example for depth=2 ASK 0.0 5000 ASK 22.1 1000 ASK 22.05 740 BID 22.0 1100 BID 21.90 2902 BID 0.0 4023 so the two rungs with 0 price represent the…
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MBO L2 data : can I truncate keys?
Im looking at MBO L2 data and I can see that the "action" keys can be printed, and look like: '3339 6563*******************************39ec' '3330*************************30' '1****************************1' (where * are spaces and pad key to 50 chars wide) however, when I look at the keys in Refinitiv app OMMViewer, you…
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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: [ {…
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RIC request works for MP Domain but doesn't work with MBO or MBP domain.
Hi, I have a consumer client written using EMA C++ library. The consumer works fine and receive refresh and update messages when use MP Domain. However when I try to change the domain to Market by Order or Market by Price to read level 2 data I have an error as "The record could not be found". Maybe I need to use a…
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Lusaka Level 2 data does not stream
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…
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Missing keys in delete action when dealing with MarketByOrder domain.
I'm trying to build a book based on Market-By-Order. But I've observed there are missing keys. For example, as for key "NzI2ODM0MjZCNzE2MTk3MDU0MTQ3MjQ4MjQyNw==", {"Action":"Delete","Key":"NzI2ODM0MjZCNzE2MTk3MDU0MTQ3MjQ4MjQyNw=="} was received but there was no existing entry for the key thsin9.txto delete. There were a…
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Can not get streaming data with MARKET_BY_ORDER model by level 2 ric in HKSE
Hi, We are struggling with requesting Hong Kong level 2 data(sample ric<0700.HKd>) with RDMMsgTypes.MARKET_BY_ORDER message type. Last week your team confirmed that the DACS ID: NJ2_02_RHB_US69740 is permission to HKG. After working with the SDK, we still can not get data by *.HKd ric with MARKET_BY_ORDER model. In…
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Not able to generate Market By Order data
After submitting below request from 6th Nov 21:30 GMT, we are not getting 200 message. However same request for for other exchanges peformed till before 6th Nov 21:30 GMT went fine. curl -vk -X POST -H "Content-Type: application/json" -H "Prefer: respond-async" -H "Authorization: Token <SCB TOKEN >"…
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MM and MBO difference
MM and MBO data request, polling, response style looks similar in terms of API. But the only difference I could find out is that the view only got changed while requesting the data. For MBO: "Condition":{"View": "RawMarketByOrder" For MM: "Condition":{"View": "RawMarketMaker" Please confirm the same and also let us know,…
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AWS URL is not getting generated while downloading MBO data through AWS
We are facing issue with AWS-MBO download (https://community.developers.refinitiv.com/questions/16520/mbo-file-type-template.html). In few cases such as the download of MBO data for 2nd to 6th parts of AEX exchange of the date 18-08-2017 the below command is not generating AWS link to download the MBO data. curl -Ik -L -H…
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MBO data generation is taking good amount of time for 5K RICs
We are trying to poll data applying a limit of 5K RICs per request in MBO. We tried for HKG exchange of date 18-08-2017 and for the first request it took around 18 minutes to poll the data alone. Considering the number of RICs we have the limit is small. Is there any way to do the polling faster? However while we try to go…
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Downloading MBO, MM data with custonized set of columns
We want to download MBO/MM data for given column names only. Please help.
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MBO file issue with IUS exchange.
We are not able to generate MBO file for IUS exchange for 7th Aug 2017 file. Attaching first 1000 Ric's taken from the Instruments as below. ius-mbo-20170807.txt
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MBO file download issue continues
curl -k -X GET -H "Content-Type: application/json" -H "Prefer: respond-async" -H "Authorization: Token xxxxxxxxxxxxxxxxxx" https://10.192.6.221/RestApi/v1/Extractions/RawExtractionResults('0x05d3eddcecab2f86')/$value -o IUS-2017-08-07-MBO-Data.csv.gz Though the response code is 200 it is not downloading any data from TRTH…
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MBO file download
We are looking to download MBO files for different exchanges. Now each exchange has its own start and end time. And accordingly we need to send a request to TRTH REST API. A few question regarding the same. 1. Is there any API to send a request for MBO and as well as other types of requests such as MM and MBP? 2. If we…
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How to Label field for the Content Fields of Market Depth and Time/Sales report template of TRTHv2 v
I have tried the following: JSONOrderedObject reportTemplateJSONObject = new JSONOrderedObject() .put("@odata.type", "#ThomsonReuters.Dss.Api.Extractions.ReportTemplates.TickHistoryTimeAndSalesReportTemplate") .put("ShowColumnHeaders",true) .put("Name", trthTickReportTemplateName ) .put("Headers", new JSONArray() )…
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Market_by_price/by_order How to differentiate between market orders and others
Hello, Im subscribed to lvl 2 market data, however I need to differentiate market orders at market price and all other orders. Im trying to implement a IEP/IEV calculator for the Tokyo market since Reuters does not supply that data, and to do this I need use the Itayose method, which in turn needs to differentiate between…
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By when we can get Elektron data
Hi Guys, May us know by when we can retrieve other domain data in Elektron since that is quite useful for us to develop useful APP for clients?