How to download market data real time using ema

Neon
Neon
in EMA

Hi there,


I'm writing a listener to download real time market data using the ema lib but there are quite a number of large documents and I found it hard to know which one to look for for what I need..

For instance where do I found all services name available, I'm assuming "DIRECT_FEED" is what I want.

I also I want to retrieve data price and volume for a high number of security so I'm assuming I need to make a batch request but I only want top of book so what do I set for that?

ElementList batch = EmaFactory.createElementList();
OmmArray array = EmaFactory.createOmmArray();
array.add(EmaFactory.createOmmArrayEntry().ascii("TRI.N"));
array.add(EmaFactory.createOmmArrayEntry().ascii("IBM.N"));
batch.add(EmaFactory.createElementEntry().array(EmaRdm.ENAME_BATCH_ITEM_LIST, array));

Additionally assuming "DIRECT_FEED" is what I need how do I know what type of messages it returns and its message protocol like whether I get a finished message at the end of the day and so on.


Much appreciated,
Richard

Tagged:

Best Answer

  • wasin.w
    wasin.w admin
    Answer ✓

    Hello

    The "Service Name" is the Refinitiv Real-Time Distribution System Service name which is based on your Market Data System. The "DIRECT_FEED" is the name used by the RTSDK examples, I suggest you check with your market data team to confirm the service name in your environment.


    I highly recommended you take a step back and check the 10 important things you need to know before you write a Refinitiv Real-Time application article first. This article will give you basic information about Refinitiv Real-Time concept. Once you feel familiar with the concept and data, you can find more resources about the Real-Time SDK from the following pages:


Answers

Categories