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Time_Horizon MiFID FIeld not being returned in RDP Lipper API
This field is obligatory for EMT 1.0 reporting standard and is currently available via LGDF. LIpperID examples: 68533325, 60033972. thank you,
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Is there a way to get the MIFID tick size liquidity band?
Hi there! In order to know the tick size rule for European exchanges, I have to know the liquidity band classification of the instrument. Is this information available in the Eikon API, so I can turn it automatic? I have searched for it and couldn't find anywhere...
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Time And Sales in Python: select fields to retrieve
Hi, I am trying to pull trades for MiFID RICs. I wrote: df = ek.get_timeseries(["DE0001102408=TWEA"], interval = 'tick', start_date="2018-06-01", end_date="2018-06-30") THis retrieves trade datetime, value and volume. Can someone tell how to retrieve publication time, trade id, trade flags, etc.? Cheers, Emmanuel
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is Elektron 1.0.8 OK with the MiFID II ?
I'm using Elektron 1.0.8 on some Asian markets. Does MiFID II has any impact on this API ? Should I upgrade to another Elektron version ?
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What is the effect of an ADS Dictionary Reload
Customer wants to use the reloadDictionary in adsmon to switch from a Dictionary with _NS fields to a Dictionary without _NS fields in the event of a problem. What is the net effect of having the ADS reload its dictionary. From testing it appears that the ADS will send a status message indicating that the Dictionary is now…
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The impact of the MiFID II on RFA Java 7.6
We are using RFA7.6 and we cannot upgrade from 7.6 to 8 currently. Our application uses the toDate() method only for OMMDateTime and millisecond is enough for our usage. Will our application get any exception when it receives a microsecond or nanosecond timestamp?
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Why do nanosecond time fields match OMMTypes.TIME and not OMMTypes.TIME_8
When I compare data.getType() for nanosecond fields they always equal OMMTypes.TIME. I never see time fields equal the 8 bytes type OMMTypes.TIME_8. Is this correct? When is OMMTypes.TIME_8 used and when should I test for it? if( dataType == OMMTypes.TIME || dataType == OMMTypes.TIME_3 || dataType == OMMTypes.TIME_5 ||…
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What is the advice for Hosted Feed customers? (from MiFID II Webinar Sep 27)
What is the advice for Hosted Feed customers?
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What is the advice for Elektron connect EZD customers? (from MiFID II Webinar Sep 27)
What is the advice for Elektron connect EZD customers?
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Are there any other changes that have been introduced for MiFID II other than the addition of high p
Are there any other changes that have been introduced for MiFID II other than the addition of high precision timestamp fields?
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Is it true that now we have timestamps with precision millis/micros/nanos? _MS are millis, _NS are n
Is it true that now we have timestamps with precision millis/micros/nanos? _MS are millis, _NS are nanos, what about micros?
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Would the old fields still exist after the new fields are introduced? (from MiFID II Webinar Sep 27)
Would the old fields still exist after the new fields are introduced?
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Are the new nano second fields "nanos since midnight" or "nanos since epoch"? (from MiFID II Webinar
Are the new nano second fields "nanos since midnight" or "nanos since epoch"?
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When you enable the HPT on the EED will it change any existing/old FIDs or will this only be applied
When you enable the HPT on the EED will it change any existing/old FIDs or will this only be applied to the new NS FIDs?
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My application use MarketData interfaces in RFA to consume data from TREP. Can it receive the fields
My application use MarketData interfaces in RFA to consume data from TREP. Can it receive the fields with microsecond/nanosecond precision?
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Which version of Elektron Edge Device should be used for the feed to provide microsecond/nanosecond
Which version of Elektron Edge Device should be used for the feed to provide microsecond/nanosecond timestamp to consumers?
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Does the TREP test tool (rmdstestclient) support high precision timestamp? (from MiFID II Webinar Se
Does the TREP test tool (rmdstestclient) support high precision timestamp?
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In RFA and UPA, can we check if the time field contains high precision timestamp before decoding? (f
In RFA and UPA, can we check if the time field contains high precision timestamp before decoding? Therefore, I can skip decoding that field. Using try/catch will hurt performance of the application.
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Do AppStudio.NET and Web SDKs support high precision timestamp? (from MiFID II Webinar Sep 27)
Do AppStudio.NET and Web SDKs support MiFID II high precision timestamp?