Real-Time-SDK : Market L2 Price

Question

We are currently running the Refinitiv JAVA Real-Time-SDK to retrive the best bid1 and best ask1 prices of multiple tickers. But we are also eligible to get the L2 prices such as bid2,bid3,bid4,etc. Could you guide us on how to retrieve the L2 data? Currently we can retrieve only the L1 prices as seen from the image below.

Jirapongse · Accepted Answer

@terapon1

Thank you for reaching out to us.

You need to use the L2 domains, such as Market By Price, or Market By Order to retrieve L2 data.

Please refer to the ex140_MBO_Streaming example.

Otherwise, you can try following RICs with the Market Price domain to get the legacy level 2 data.

3750bk.HKd

3750os.HKd

3750.HKd

umer.nalla02 · Accepted Answer

Hi @terapon1

You may also find the following article useful

https://developers.lseg.com/en/article-catalog/article/how-sort-process-level-2-orderbook-data-using-ema-c-api

Whilst it is based on EMA C++, the L2 related information is just as applicable for EMA Java.

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