Prerequisite – Must have an understanding of a Reuters streaming API such as EMA, RFA and familiarity with consuming OMM Market Price data.
This article provides a high level overview of Level 2 data and then explains how to sort the data.
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That receptor will be useless for all the other criminals in the body.LO will provide the legacy format record with only the top 10 orders for Vodafone from LSE.Making a Market By Price request (see later) for VOD. Because of the limited nature of the Legacy Level 2 data, it is possible to provide the data in sorted / ranked order.Firstly by covering the theory and then illustrating with some sample code Many of you use our streaming APIs to consume Market Price data i.e.Trade and Quote prices - often referred to as Level 1 Data – from our Elektron feed.