In history I get Raw Legacy Market Depth
code
var extractionResult = ExtractionsContext.ExtractRaw( new TickHistoryMarketDepthExtractionRequest { Condition = new TickHistoryMarketDepthCondition { ReportDateRangeType = ReportDateRangeType.Range, QueryStartDate = startDate, //new DateTimeOffset(2016, 07, 25, 20, 0, 0, TimeSpan.Zero), QueryEndDate = lastDate, //new DateTimeOffset(2016, 08, 02, 19, 59, 59, TimeSpan.Zero), NumberOfLevels = 10, ExtractBy = TickHistoryExtractByMode.Ric, MessageTimeStampIn = TickHistoryTimeOptions.GmtUtc, SortBy = TickHistorySort.SingleByRic, View = TickHistoryMarketDepthViewOptions.LegacyLevel2, }, ContentFieldNames = availableLL2Fields.Select(f => f.Name).ToArray(), IdentifierList = new InstrumentIdentifierList { InstrumentIdentifiers = new[] { InstrumentIdentifier.Create( result.IdentifierType, result.Identifier) }, ValidationOptions = new InstrumentValidationOptions { AllowHistoricalInstruments = true } },
How to get data in real time Raw Legacy Level 2
Help with code examples !!!!
Example RIC:1UROH1m (Level 2)