Real time websocket API behaviour documentation

aschmied

I am looking for documentation of the behaviour of the WebSockets API. The "Refinitiv_WebsocketAPI_ProtocolSpecification.pdf" document gives a spec for request/response formats and the Data Model Discovery app lets me find field descriptions. In additiona, I want to know how the API behaves. For example, the thread here mentions that Quote events are conflated three times per second and Trade events are not conflated. I want the documentation that describes things like that.

umer.nalla

Hi @aschmied

As you point out, the Websocket API is a spec for request/response for consuming data from Refinitiv.

However, in terms of conflation etc - that would be determined by the data source. e.g. if you are consuming data from our Refinitiv Real-Time Optimized service - then that does provide a BON service with up to 3 Quotes + all Trades - information the RTO service is available on the Websocket API->Documentation page https://developers.refinitiv.com/content/dam/devportal/refinitivrealtimeapi_pdfs/rrt_optimized.pdf

If however, you were to consume Refinitiv data from internal ADS servers deployed at your site - then the update rate/conflation rates etc would be dictated by your internal Market Data team and you would to discuss with them.

aschmied

Thank you @umer.nalla for the very fast reply. The document you link is helpful.