Does Eikon Data API provide capability to retrieve Market By Price data?
For a deeper look into our Eikon Data API, look into:
Overview | Quickstart | Documentation | Downloads | Tutorials | Articles
27
●1 ●2 ●6
Does Eikon Data API provide capability to retrieve Market By Price data?
20.3k
●73 ●10 ●20
The Refinitiv MarketByPrice Domain provides a full depth order book.
Eikon cannot provide this data - either via the Eikon Data API or the RDP Library.
To access this data you would need a Real-Time streaming service such as Refintiv Real-Time Optimised or Refinitiv Real-Time.
Please discuss with your Refinitiv account team for further details.
To add to the answer by @umer.nalla, while Eikon cannot provide full depth order book, for most exchanges it does provide the top of the book (typically top 5 or 10 price levels) through chains like 0#7269.T, which can be consumed using StreamingChain class in RDP library.
