RFA.NET - RDMFieldDictionary. How do I get a list of all the definitions?

RFA.NET - RDMFieldDictionary. How do I get a list of all the definitions?

is it a case of iterating over all the possible fieldids using GetFidDef(fieldId), catching (and ignoring) exceptions from MinNegFieldId to MaxFieldId?
Is there a way to find the field defs that are market price specfic?

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Best Answer

  • Gurpreet
    Answer ✓

    Hi @richard.veitch, You can an example of how field decoding is implemented in Examples\Common\Decoder.cs shipped with RFA .NET SDK.

    There are no MarketPrice specific fields, and the fields you get in response message will depend on the instrument asset class and trading venue etc.

    If you are interested in checking out which fields a particular instrument will provide, use the Data Model Discovery tool.