Where can I find the list of fields available for RFA or Elektron streams for each exchange ?
For exemple I would like to retrieve the list of quotation fields available on HKSE, is there a dedicated page per exchange to get the description of what is available ?
Best Answer
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Thank you very much Tim, I think I am part of ThomsonReuters developer connect community but my login doesn't seem to work on the data dictionnary site, I will contact EDD.ProductTeam@thomsonreuters.com.
In the meantime if you can provide the field list for HKSE it would be useful thank you :-)
Best regards,
Nicolas
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Answers
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Hi @nicolas.hosta at the moment you can access all field lists for exchanges on our separate Elektron Data Dictionary site:
https://datadictionary.thomsonreuters.com/
Here we provide field lists for all Exchanges and some OTC content. To access at the moment you need to be a member of the ThomsonReuters Developer connect community and get a separate login id. Later on this year we are planning to open up access to all users and integrate into this portal.
If you are not a member of the developer Connect program perhaps I can help you in the interim. Is it Equity KSE field lists you are looking for, or other asset classes?
Tim
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that was meant to say...is it equity HKSE field lists you are looking for?
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Hi Nicolas,
I had intended to reply here with the document, but as you have contacted the EDD guys already for login info, I have provided the HKSE Equity field list via email.
Tim
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Hi @Tim Smith is there a new link for the Elektron Data Dictionary site?
The link in your comment is now dead, I guess it got moved somewhere. Im interested as well for the fields that an exchange uses.
Thanks
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Hi,
Yes we have moved the field lists off EDD into a new database within this Developer Portal (called Data Model Discovery). You can access it from the main page but can also get in via the direct link:
https://refinitiv.fixspec.com/specserver/specs/elektron
Its now open to all to use, but the functionality is different so it may take a little bit of getting used to. There are some help files available so let me know if you do need help.
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The new link works. This might be slightly off topic but Id ask here anyway.
Is this a correct use of the data model?
Given I have a RIC: US10YT=TWEB
With RDN_EXCHD2: 79 ("TWB" TRADEWEB)
and have CONTEXT_ID: 4988
The model to find the fields that I should be looking at is: Message Model: 4988 - TWEB UST notes/bonds continues OTR/BMK [ERT/FI Bonds]Thanks
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Yes correct. The Context ID refers to the field list id in the data dictionary.
If you are looking at Tradeweb data, be aware that there are some notifications out at the moment as we are upgrading the venue (in stages per asset type). So you may want to take a look at some of those as we start adding more logical fields for the data and increasing the amount of data we publish. eg DN104054 for US Corporates.
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All,
The data tool websites have been moved to the following URLs instead:
- Data Discovery Tool website: https://refinitiv.fixspec.com/stack/specs/elektron
- RIC Search tool: https://developers.refinitiv.com/en/tools-catalog/ric-search/
The links to all development tools websites are available on the first page of the Developers Community page.
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