MM and MBO data request, polling, response style looks similar in terms of API. But the only difference I could find out is that the view only got changed while requesting the data.
For MBO:
"Condition":{"View": "RawMarketByOrder"
For MM:
"Condition":{"View": "RawMarketMaker"
Please confirm the same and also let us know, if we are missing anything.
Yes, you are correct. Those options are for TickHistoryMarketDepthExtractionRequest.
<EnumType Name="TickHistoryMarketDepthViewOptions"> <Member Name="RawMarketByPrice" Value="0"/> <Member Name="RawMarketByOrder" Value="1"/> <Member Name="RawMarketMaker" Value="2"/> <Member Name="LegacyLevel2" Value="3"/> <Member Name="NormalizedLL2" Value="4"/> </EnumType>
However, the availability of data depends on exchanges. Please refer to TICK HISTORY 11.1 DATA COVERAGE GUIDE in the Market Depth sheet for more information.
