Capital Markets Adapters 10.3.1 | Apama Capital Markets Adapters Documentation 10.3.1 | Reuters RFA Adapter | Retrieving Level 2 Data From MARKET PRICE model
 
Retrieving Level 2 Data From MARKET PRICE model
Clients from Mexico/South Africa are intersted in retriving level 2 market data from MARKET PRICE model. According to Reuters, those exchanges are what they call consolidated data (meaning Reuters first sends exchange's market data to one of its datacenters and then redistribute it to others), they will send it always as MARKET_PRICE, both for Level 1 and Level 2.
<property name="Depth.BID.Price" value="436,437,438,439,440"/>
<property name="Depth.BID.Quantity" value="730,731,732,733,734"/>
<property name="Depth.ASK.Price" value="441,442,443,444,445"/>
<property name="Depth.ASK.Quantity" value="735,736,737,738,739"/>