Mapping fields between Refinitiv RDP Websocket feed and Quotes exported from DataScope
Hi,
The live data from RDP Websocket feed is in the format of :
JPY10YOIS=,Market Price,2015-01-15T01:42:15.503648000Z,+0,Raw,UPDATE,UNSPECIFIED,,,,2668,,3406,21
,,,,FID,11,,NETCHNG_1,-0.0256,
,,,,FID,22,,BID,0.2469,
,,,,FID,25,,ASK,0.2869,
,,,,FID,56,,PCTCHNG,-9.39,
,,,,FID,130,,DURATION,-9.899,
,,,,FID,134,,MID_PRICE,0.2669,
,,,,FID,270,,ACT_TP_1,27,#42FE#
,,,,FID,275,,SEC_ACT_1,0.2869,
,,,,FID,280,,SC_ACT_TP1,17," A"
,,,,FID,393,,PRIMACT_1,0.2469,
,,,,FID,826,,DLG_CODE1," ",
,,,,FID,831,,CTBTR_1,"BROKER ",
,,,,FID,836,,CTB_LOC1,GFX,
,,,,FID,841,,CTB_PAGE1,BRKR,
,,,,FID,875,,VALUE_DT1,2015-01-15,
,,,,FID,996,,GEN_VAL1,,
,,,,FID,997,,GEN_VAL2,,
,,,,FID,999,,GEN_VAL4,0.2669,
,,,,FID,1010,,VALUE_TS1,01:42:15.000000000,
,,,,FID,1030,,GEN_VAL6,-0.81,
,,,,FID,3838,,PV01,985.6999,
while "quotes" exported from datascope has a format of:
Where can I find mappings between the two format? It's sort of difficult to manually look up specs and try to translate.
Thanks
Best Answer
-
Hello @bhansen ,
This forum is primarily intended for API usage questions, and for content-centered questions, a much better approach for a customer is to refer them directly to Refinitiv content experts via Refinitiv Helpdesk Online -> Content.
Let me share my understanding (I am a developer). If you are a Refinitiv Tick History customer, and the request you issue is of type TickHistoryRawExtractionRequest, the result you get from Tick History will be FID numbers that will match the fids as subscribed from Realtime (via Websocket API) exactly, as raw Tick History this is the capture of Realtime, in raw, for example:
#RIC,Domain,Date-Time,GMT Offset,Type,MsgClass/FID number,UpdateType/Action,FID Name,FID Value,FID Enum String,PE Code,Template Number,Key/Msg Sequence Number,Alias Underlying RIC,Number of FIDs
CARR.PA,Market Price,2016-09-29T12:00:00.942730204Z,+2,Raw,UPDATE,UNSPECIFIED,,,,8132,,2800,,13
,,,,FID,4981,,TRTN,0.89,
,,,,FID,4982,,TRTN_3MT,5.85,
,,,,FID,5615,,YR_TRTN,-5.23,
,,,,FID,5619,,YTD_TRTN,-7.95,
,,,,FID,9257,,ASY_VA_DT,2016-09-29,
,,,,FID,9959,,TRTN_1W,-0.59,
,,,,FID,9960,,TRTN_1M,4.97,
,,,,FID,9961,,TRTN_2Y,1.34,
,,,,FID,9962,,TRTN_3Y,-0.39,
,,,,FID,9963,,TRTN_4Y,60.61,
,,,,FID,9964,,TRTN_5Y,52.58,
,,,,FID,9965,,MTD_TRTN,2.29,
,,,,FID,9966,,QTD_TRTN,3.29,
CARR.PA,Market Price,2016-09-29T12:00:03.161984291Z,+2,Raw,UPDATE,QUOTE,,,,8132,,2816,,14
,,,,FID,3866,,AUC_BID,,
...If you are issuing another type of request, the result will be in that request template specific format, as defined by spec and can be looked up via REST API Reference Tree, for this type of request, and to obtain mapping to realtime, the best approach is to work with Refinitiv content experts to help you obtain and select the content per your requirements.
Hope this information helps
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