How can I automatically construct a message from csv tick file?

kazim.yildiz
kazim.yildiz
in EMA

I have a csv tick data file from Refinitiv. I would like to replay this csv file and need to convert the each FID value to corresponding FieldEntry object. Is there a sample code or library that does this:

Here is a typical message:

CZ1,Market Price,2021-11-22T19:20:31.016132206Z,-6,Raw,UPDATE,QUOTE,,,,91,,29664,,12

,,,,FID,25,,ASK,576.75,

,,,,FID,31,,ASKSIZE,181,

,,,,FID,3855,,QUOTIM_MS,69631000,

,,,,FID,3516,,ASK_TIME1,19:20:31.000000000,

,,,,FID,4147,,ASK_TIM_MS,69631000,

,,,,FID,6580,,ASK_COND_N,1,

,,,,FID,6554,,NO_ASKORD1,7,

,,,,FID,1697,,SPARE_TS1,19:20:31.000000000,

,,,,FID,118,,PRC_QL_CD,,

,,,,FID,133,,MKT_ST_IND,,

,,,,FID,1021,,SEQNUM,15483844,

,,,,FID,3887,,SEQNUM_QT,15483844,


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Best Answer

  • Jirapongse
    Jirapongse
    Answer ✓

    @kazim.yildiz

    As I know, we don't an example or library that can replay Tick History data.

    I assume that this CSV file is from Refinitiv Tick History.

    You can check ReplayService™ for Enterprise Platform. It has a feature to record data from Refinitiv's Enterprise Platform or import data from Refinitiv's Tick History both locally and remotely.


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