Hi Team,
We are working with LSEG real-time market data (via RFA/EMA APIs) and need to determine which Level 2 domain is supported for different exchanges.
Specifically, we would like to understand:
- How can we identify whether a given exchange (MIC or RIC) supports:
- MarketByPrice (MBP)
- MarketByOrder (MBO)
- MarketPrice (MP) (derived Level 2)
- Is there any official documentation, data model reference, or metadata field that indicates the supported domain for a particular exchange or instrument?
- Are there any recommended approaches to determine this programmatically (e.g., via service directory, domain availability, or subscription response behavior)?
Any guidance or best practices would be very helpful.
I also have the list of exchanges
XLON
BCXE
TRQX
XNYS
XASX
XSHG
XSHE
XKLS
XKRX
XAMS
XPAR
XMIL
CCXE
TQEX
AQEU
AQXE
XETR
MIHI
MEMX
XSTU
XMUN
XFRA
IEXG
XOSL
XSTO
BMEX
XDUS
XHAN
XTAL
XHAM
XLIS
XCSE
OTCM
XCBO
XNAS
XHKG
XDUB
XHEL
XWAR
XSWX
XBUL
XWBO
XBRN
XLJU
XBRU
XBSE
XLIT
XPRA
XSES
XTSE
XNGM
XNZE
XMEX
XSAU
ECHO
XSAT
ASEX
XNSA
XADS
XCAI
XCAS
XKUW
XDFM
XZAG
XIST
XTSX
XICE
XMUS
DSMD
XLIM
XTAE
XCNQ
XLUX
XBOM
XNSE
XBOT
XMAU
XBUD
XNAI
AQSE
XCOL
XBKK
XTAI
ROCO
XSTC
NEOE
XSGO
XBOG
BVMF
XDHA
XKAR
HSTC
XBCL
XBAH
XAMM
XSAP
XJPX
XNGO
XFKA
XIDX
XGHA
XTUN
DIFX
XNEC
XPHS
XJSE
FINR
SGMX
SGMU
Thanks in advance!
