A number of TRTH endpoints return data which as "DomainCode" in it. This is often set to "6", though sometimes I see a value of "8". What are the possible values which DomainCode can take and what do they mean?
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Refer to the API Reference Tree regarding Search/HistoricalSearch, DomainCode is a string which can have the following values.
6 is Market Price and 8 is Market By Price. They represents the domain models available on Elektron. For example:
- The Market Price domain provides access to Level I market information such as trades, indicative quotes, and top-ofbook quotes
- The Market By Price domain provides access to Level II market depth information
- The Market By Order domain provides access to Level II full order books
- The Market Maker domain provides access to market maker quotes and trade information
