For Bid/Ask, BidSize/AskSize upto 5 levels, can the Market By Price domain be used?
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EMA Webinar Nov 2: Can the Market By Price domain be used?
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Ema supports the Market By Price domain. It can send an item request for this domain to data feed.
However, the data feed needs to support this domain for the requested item. Currently, Elektron supports this domain for some Exhanges (i.e. LSE, HKE). Also, the level of depth can be various.
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Yes, Ema supports the Market By Price domain. See also the RDM Usage Guide that is distributed with the release.
