L2 Access (MBP and MBO) Support via ERT_FD3_LF1 service (3 sec conflated)

mohamed.noohaboo

Hi Dev,

I’m looking for some clarification on the expected behaviour of MarketByPrice and MarketByOrder domains when using the ERT_FD3_LF1 service.

When requesting MarketByPrice on a RIC such as AAPL.ITC with ERT_FD3_LF1, the response returned is:

{  "Type":"Status",  "Domain":"MarketByPrice",  "State":{    "Stream":"Open",    "Data":"Suspect",    "Text":"No servers available that support this domain."  }}

I can retrieve MarketByPrice successfully when using ELEKTRON_DD.

Would it be correct to interpret the above error as meaning that MarketByPrice and MarketByOrder are simply not supported by ERT_FD3_LF1, and that these domains are expected to be accessed via ELEKTRON_DD instead?

Or is there anything else that should be inferred from the message "No servers available that support this domain"?

Jirapongse Phuriphanvichai

@mohamed.noohaboo

Thank you for reaching out to us.

I checked the supported domains directly from the source response of the ERT_FD3_LF1 service.

  "Name": "ERT_FD3_LF1",
                                    "SupportsQoSRange": 0,
                                    "QoS": {
                                        "Type": "Array",
                                        "Data": {
                                            "Type": "Qos",
                                            "Data": [
                                                {
                                                    "Timeliness": "Realtime",
                                                    "Rate": "TimeConflated",
                                                    "RateInfo": 3000
                                                }
                                            ]
                                        }
                                    },
                                    "Capabilities": {
                                        "Type": "Array",
                                        "Data": {
                                            "Type": "UInt",
                                            "Data": [
                                                5,
                                                6,
                                                10
                                            ]

It supports MARKET_PRICE (6) but it doesn't support L2 domains, MARKET_BY_ORDER (7), MARKET_BY_PRICE (8) and MARKET_MAKER (9).,