32.1 Market by Order Domain Overview
The Market By Order domain provides access to Level II full order books. The list of orders is sent in the form of a Map. Each MapEntry represents one order (using the order’s Id as its key) and contains a FieldList describing information related to that order (such as price, whether it is a bid/ask order, size, quote time, and market maker identifier).
NOTE: GenericMsg(s) are not supported for MarketByOrder Refinitiv Domain Models. |
Refer to the following topics for details on Market by Order domain message types: