Level 2 Market Depth Data

In all the examples thus far we have requested the default MarketPrice domain which represents Quote & Trade data and is also referred to as Level 1 data.

In addition to MarketPrice data, it is also possible to request Level 2 data from the Real-Time platform which represents a more comprehensive and deeper representation of current Market activity.

In this tutorial we look at how to request Level 2 data such as Market Depth, Market Participants etc.

If you are a TREP user you may be interested in the the next Tutorial on Contributing data - otherwise please skip to the Closing Summary where you will also find links to examples, documentation etc:

Contributing Data to the Real-Time Distribution System (RTDS)   Skip to Closing Summary