This sample demonstrates methods for requesting and processing market depth data. There is a link to download the sample at the end of this article.
Before you run the sample, you need to have the following:
- Java Runtime Environment (JRE) 1.8 or higher
- A current Interactive Data client account. If you do not yet have an account, click here to find out about setting up a trial.
To run the sample executable jar from a command line, go to the folder in which you unzipped the sample (see attachment below) and enter the following command:
> java -cp .;JStandardSamples.jar;lib/* MarketDepthManager.MarketDepthSample.Main [-h <host>] -u <username> -p <pwd> [-t <type> -x <source> -s <symbols>]
$ java -cp .:JStandardSamples.jar:lib/* MarketDepthManager.MarketDepthSample.Main [-h <host>] -u <username> -p <pwd> [-t <type> -x <source> -s <symbols>]
|-h||<host>||is the address to use to connect to the Interactive Data Consolidated Feed Network.|
|-u||<username>||is the username for your client (required field)|
|-p||<pwd>||is the password for your client (required field)|
|-t||<depth type>||is the depth type used to get the Level2 data|
|-x||<source>||is the depth source used to get the Level2 data|
|-s||<symbols>||The symbol, or symbols, to use for making the Market Depth request. A single instrument may be entered, or a comma separated list of symbols. Symbols that include a space must be enclosed in quotes. For example:
-s "CL #F"
Multiple symbols must be separated by commas with no spaces. If one of the symbols contains a space, the entire list must be enclosed in quotes. Here are two examples:
Note: If you do not enter a value for <host>, <depth type>, <depth source>, or <symbols> the values listed in the MarketDepthSample.properties file will be used.
<username> and <password> must be entered at the command line.