Raw Legacy Market Depth real-time code

s61670
s61670
in Elektron


We have a contract including "Refinitiv Real-Time Managed Distribution-Pricing Streaming ERI FUT FRONT Office " we will connect in April-May

Since now we do not have real-time, please help with the questions of interest to us on the code.

1. RIC: ESH1m (Raw Legacy Market Depth) - does this code work for this RIC? what could be the problem? please help

2. What settings-parameters are needed to receive data in real time, as in the history on the screen? (screen Tick History Rest API)

View = TickHistoryMarketDepthViewOptions.LegacyLevel2,

image

image


3. record 1 minute of messages and which fields and feeds are coming. This information is very necessary. Please, help!!!!!!

code for real-time:

int main(int argc, char* argv[])
{
    EmaString configFile;
    if (argc == 2)
        configFile = argv[1];

    try {
        AppClient client;
        OmmConsumer consumer(OmmConsumerConfig(configFile).
            username("MY_USERNAME").
            password("MY_PASSWORD").
            clientId("MY_CLIENT_ID").
            consumerName("Consumer_4"));
        UInt64 handle = consumer.registerClient( ReqMsg().domainType( MMT_MARKET_PRICE ).serviceName( "ELEKTRON_DD" ).name( "1UROH1m" ), client );
sleep( 60000 );                
    }
    catch ( const OmmException& excp ) {
        cout << excp << endl;
    }
    return 0;
}
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Best Answer

  • zoya faberov
    zoya faberov
    Answer ✓

    Hello @s61670,

    The RIC ESH1m that you list is a valid RIC that is available from Refinitiv Real-Time for subscription, if your user will be permissioned for it/included in the contract.

    If you are planning to code in C++ (?) and build properly with Refinitiv Real-Time SDK C++, something similar to this EMA code should work.

    Please see EMA C++ Quickstart Guide to have a better idea of what you will need to do to integrate.

    I have captured the initial image (complete set of fields) as a sample for you, please find it attached.

    ESH1m.zip

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