For a deeper look into our Eikon Data API, look into:
Overview | Quickstart | Documentation | Downloads | Tutorials | Articles
Hi,
I am in the processing of writing a proof of concept for submitting FX orders via a python api for a buy side client. I have an eikon login (trial).
I have experimented with the eikon api in Python and it see to stream only top of book (level 1) market data.
Please point me to examples that achieve the folowwing:
Does this become a TREP/DACS issue, which requires more that an eikon user?
Thanks
Hi @Mugu.m
- send/manage orders to market in Python
This is not in the API capability
- stream/process market depth orderbook.
On TREP, you can specific domain when subscribing to an instrument.
However, on Eikon Data API - StreamingPrices, it only allows you to subscribe to the MARKET_PRICE domain.
The workaround to get level 2 data is to use the RIC carrying level 2 data.
For example, VOD.L has VOD.LO as the level 2 RIC code and the data is in BEST_BID<x>, BEST_ASK<x>, BEST_BSIZ<x> or BEST_ASIZ<x> fields.
Please note that different exchange may use different RIC name.
Thank you for the response @chavalit.jintamalit.
I am getting Access denied error when I try the level 2 symbol option for retrieving market depth
Secondly:What are my options then for order send/managing if api does not enable me to do this?
Hi @Mugu.m
Please contact your Refinitiv CSM or Refinitiv Account Manager for your company.
So they can help you with the following questions:
- The access denied is due to your account permission on the data content.
- I am not familiar with order submission, so CSM or Account Manager would be able to link you with an appropriate team.
