Hello,
I want to develop a plugin for Bookmap, and I need to get data similar to DOM Pro. I have already managed to retrieve some information, but I haven't figured out how to access the fields for Recent Ask, Recent Bid, and Last Traded Quantity.
I am working with data from Rithmic, so I assume there shouldn't be any issues with data availability.
Also, I am using Java for this.
Could you please advise if it's possible to access these fields using the Bookmap API? If yes, any pointers or examples would be greatly appreciated.
Thank you!
LB, LTQ, RA
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Andry API support
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Re: LB, LTQ, RA
Hi, sorry for a delayed response.
Recent Ask and Recent Bid
You need to use Layer1ApiMboDataListener (Core API) or MarketByOrderDepthDataListener (Simplified API).
For both, the onMboSend method represents the recent order placed.
LastTradedQuantity
Implement Layer1ApiDataListener (Core API) or TradeDataListener (Simplified API). The onTrade method will give you the last traded quantity.
Recent Ask and Recent Bid
You need to use Layer1ApiMboDataListener (Core API) or MarketByOrderDepthDataListener (Simplified API).
For both, the onMboSend method represents the recent order placed.
LastTradedQuantity
Implement Layer1ApiDataListener (Core API) or TradeDataListener (Simplified API). The onTrade method will give you the last traded quantity.