Is it possible to get a list of all instruments available for subscription on Reuters Elektron?

mojtaba.danai

Hi,

We are using Elektron Message API C++ edition. We just wonder, if there is a way to retrieve all available instruments that our data feed (using Reuters Elektron API) can subscribe to? I mean, is there any available API call?

Any suggestions?

Thanks

Regards

umer.nalla

Hi @mojtaba.danai

Please bear in mind that Elektron Realtime carries in excess of 50 millions RICs (at the time of writing) - so would probably want to filter the list of RICs to specific exchanges and asset class / instrument type etc. This is possible using the BDS mechanism mentioned in a post above - but requires for your local market data team to be able to access the Elektron Edge device console to make config changes.

An article on how to use the BDS facility should be available on this website in the next few days.

UPDATE: Article now available How can I get a list of all RICs available on Elektron RT?

Jirapongse

Refer to EMA RDM Usage Guide, there is the Symbol List domain which provides access to a set of symbol names, typically from an index, service, or cache. For example, .AV.O is a symbol list RIC for Top 25 By Volume of NASDAQ Capital Market Consolidated.

Therefore, you can EMA to subscribe to symbol list RICs to get the list of items. However, as I know, there is no symbol list RIC for all items in Elektron service.

Fortunately, Thomson Reuters Elektron Edge device does have a feature called Broadcast Data Stream (BDS) which allows users to define user-defined symbol list RICs matching a set of specified criteria. For example, you can define a symbol list RIC in the Elekton Edge device for all RICs in the Eurex exchange.

For more information regarding BDS, please contact your Thomson Reuters' account team.

mojtaba.danai

jirapongse.phuriphanvichai

Thanks for the answer.

So, what you are saying is that, it is possible to retrieve the symbol list for a domain. Correct?

How can we then get list of all domains, sources or exchanges?

Is there a way to get this list programatically?

Thanks

Jirapongse

In Elektron APIs, Symbol List is a domain. RICs in this domain provides access to set of symbol names, typically from an index, service, or cache.

You need to contact the content team to get a Symbol List RICs which can provide the required list of items. You can use Contact Us to directly contact the content team.

For example, if you would like to get a list of RICs for Top 25 By Volume of NASDAQ Capital Market Consolidated, you need to subscribe to .AV.O with the symbol list domain. The 270_SymbolList example is available in the EMA package demonstrates basic usage of the EMA library for accessing and parsing of OMM SymbolList data. The output of this example is:

Item Name: .AV.O
Service Name: ELEKTRON_DD
Item State: Open / Ok / None / 'All is well'

Summary :
PROD_PERM       74
RDNDISPLAY      173
DSPLY_NAME      TOP 25 BY VOLUME
RDN_EXCHID
ACTIV_DATE      2 / 9 / 2017
NUM_MOVES       3201
REF_COUNT        blank
RECORDTYPE      117
RDN_EXCHD2      NAQ
TIMACT1 0:0:9:0
CONTEXT_ID      3364
DDS_DSO_ID      8288
SPS_SP_RIC      .[SPSNSDQVAE1

Name    Action
NVDA.O  Add     RANK_POS        19
TLT.O   Add     RANK_POS        12
LULU.O  Add     RANK_POS        16
MOMO.O  Add     RANK_POS        22
UNXL.O  Add     RANK_POS        6
INTC.O  Add     RANK_POS        14
NTNX.O  Add     RANK_POS        7
HIMX.O  Add     RANK_POS        21
TVIX.O  Add     RANK_POS        17
SIRI.O  Add     RANK_POS        13
FB.O    Add     RANK_POS        15
MNKD.O  Add     RANK_POS        24
GILD.O  Add     RANK_POS        11
YNDX.O  Add     RANK_POS        25
DCTH.O  Add     RANK_POS        2
MU.O    Add     RANK_POS        3
QQQ.O   Add     RANK_POS        4
AMBA.O  Add     RANK_POS        9
CSCO.O  Add     RANK_POS        10
AAPL.O  Add     RANK_POS        8
NVAX.O  Add     RANK_POS        23
CMCSA.O Add     RANK_POS        18
APVO.O  Add     RANK_POS        20
MSFT.O  Add     RANK_POS        5
AMD.O   Add     RANK_POS        1

It returns a list of items in .AV.O.

umer.nalla

Hi @mojtaba.danai

I have an article on the BDS mechanism (mentioned above) which is pending upload to this Developer portal. In the meantime I can email you a PDF copy if you like - let me know.

umer.nalla

UPDATE: Article now available How can I get a list of all RICs available on Elektron RT?