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FIDs SALTIM_NS (14266) and TIMACT_NS (14269) given in per-second resolution?
Hello LSEG, I have a developer who is using rfa7.6.2.L1.linux.rrg Library and Marketfeed protocol. They are looking at example ric code ERST.VI and the fields SALTIM_NS (14266) and TIMACT_NS (14269). Although these fields are meant to be available with nanosecond precision, they say they receive a number which seems to be…
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Sequences of trades/quotes/market updates within the same nanosecond
I'm looking at both the refinitiv real time SDK and the CSV per-exchange data. I see a few cases where (on LSE) we see this sequence of events: market status - opening auction ...events trade (MMT class implies it's outside of opening auction) market status - normal trading The sequence of events as delivered to our…
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How would I get a trading state of a book?
Hi all, I am using `TRTH`s Historical Market Depth API endpoint to retrieve some depth information about ES options, but I would like to know whether the quotes are in OPEN, CLOSED or AUCTION trading state for example. Is that possible and how would one get that information? Cheers
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Unable to get any data from Tick Histroy Raw Extraction
Hi, I am trying to get data by hitting the Tick History Raw Extraction API, but I don't get the correct response. This is my request: {'ExtractionRequest': {'@odata.type': '#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryRawExtractionRequest', 'IdentifierList': {'@odata.type':…
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Is there a chain RIC for all S&P 500 mini options (including for quarterly and monthly expiries)?
I have been using the `0#ES+` chain ric to get all identifiers for S&P 500 Mini options. However, this only returns options with quarterly expiration, but it would be preferable if I get monthly expiration. Example: ES2400C8,ES MAR8 2400 C,EIO,USD,,IOM,XCME,C,2400,2018/03/16,A,,2018/03/16,50,INDEX,ES,ESH8, ES2400F7,ES JUN7…
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Not receiving any tick history data for OESX fund (RIC: 0#STXE*.EX)
Hi everyone, I am trying to get historical market depth data for options of Eurostoxx 50 (OESX) and I am using the identifiers I get by using the api.search.historical_chain_resolution(chain_ric, start, end) I get the results and I get a good amount of RIC identifiers: STXE100000F7.EX STXE100000G7.EX STXE100000H7.EX…
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No data for RIC ALPHAX.BK on 10/24/2022
Hello. I am looking at data for RIC "ALPHAX.BK" on 2022/10/24 during the day. There doesn't seem to be a price for this date, as well as the past several days - is there an issue with market data for this RIC?
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REDI L1 market data in Python
Can you provide an example to get L1 market data from python using REDI api? I cannot find any example.
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Field Dictionary for RtContribute
Good Day, our company is uploading the price levels of equity and fixed income indices with the RtContribution-Formula in an Excel-workbook like this: =RtContribute($C$4,D11,$F$10:$H$10,F11:H11,$C$5) Currently we are using the field items 6,21,79 for TRDPRC_1HST_CLOSEHSTCLSDATE Could you help me out with a Field Dictionary…
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Why are Intraday summaries not showing when the market is pulled?
Comparing the Market depth feed and Intraday summaries feed, I have noticed that Intraday summaries will not report empty when the market is pulled right before the end of the interval. For example, in the RIC ES100R7 these were the market depth feed: ES100R7,Market Price,2017-04-11T23:09:34.885504017Z,-5,Normalized…
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Websocket API for AU AG Stop on Sunday
Hi, We are consuming Websocket API to get live updates for precious metals. Following are some of the instruments that we are using. XAU= EUR= One thing that I noticed is that the feed is not working on Sunday and get ack to work from Monday. Is it the normal behavior or am I missing anything. Best Regards, Thilanka
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Request from a perticular market Ex.LSE
I am going to request precious metals(Gold, Silver, etc...) through WebSocket API. Can I request it from a particular market, for example LSE (London Stock Exchange) ? Following is the request Im doing and its working fine but I am not sure the market it is referring to. { "ID": 2, "Key": { "Service": "ELEKTRON_DD",…
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Verify record(318) and Correct record(317) in MarketFeed message
Dear Team, In the MarketFeed messages, the Verify record(318) and Correct record(317) are also distributed from time to time along with the regular Image and Update records. What are the possible causes that will trigger the distribution of Verify record(318) and Correct record(317)? What is the correct way to handle 318 &…
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Empty values in OMM\RSSL
Hi, migrating from an SFC C++ based application to an EMA application, I'm trying to clarify how things have changed on OMM\RSSL regarding the signalling of empty values. In the Marketfeed\SSL protocol, where everything was a string, we understood from Reuters that for price fields: * "+0" means empty value * "-0" means a…
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MarketFeed QOS reported as "Unspecified"
In RFA applicaton the MarketFeed QOS is reported as "unspecified". ADS is configured to publish as RealTime, tick-by-tick. Are there any changes need to be made to the RFA connection? Connection log: Sending MARKET_DATA_SERVICE_STATUS_MSG, Service name = DCS_MARKETLINK, Feed name = DCS_MARKETLINK, Data format = {…
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SSL(MarketFeed) vs RSSL(OMM) message size reduction
Hello Team, We currently have SSL(MarketFeed) consumer application on Linux developed using older version of RFA C++. Approximately real-time data for 50K~60K RICs are consumed/processed by the application. As the volumes have increased, we are seeing an increase in the peak utilization of the bandwidth b/w the application…
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Does Websocket API Support Subscribing from Marketfeed Services
Tried Requesting a symbol from a Marketfeed Service and received the status message below: RECEIVED: [ { "ID" : 2, "Type" : "Status", "State" : { "Stream" : "ClosedRecover", "Data" : "Suspect", "Text" : "Json conversion error." }, "Key" : { "Name" : "_0", "Service" : "DTS" } } ]
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MarketFeed message reference manual
Hello TR Dev Team, Is there a copy of MarketFeed reference manual available for download ? Thank you. NWM
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Marketfeed, SSL, RFA 7.x EOL
Hello, Is there any planned EOL for Marketfeed/SSL distribution by Reuters or an EOL for RFA 7.x which support Marketfeed ? Within the file APICompatibilityMatrix_206.xls we only see past EOL. Thanks best regards,
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Over / Under Level in May Entry Class
hi, can somebody explain what it means by "Over" or "Under" level? See below. thanks,
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Hi, Which version of RFA C++ should we use that supports MarketFeed & 64-bit OS ? Thank you.
Hi, Which version of RFA C++ should we use that supports MarketFeed & 64-bit OS ? Thank you.
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Question about Market Feed message header
When I compared the MarketFeed data recorded from two servers for some analysis. I found the header of the same message could look different sometimes. For example: # From server A # <FS>340<US>XX<GS>ITC.BO<US>7406<US>0<RS> # From server B # <FS>340<US>XX<GS>ITC.BO<US>7406<US>1<RS> I expect the data to be completely…
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Eikon SSL transport demise and Marketfeed
We have a conversion issue when we use Eikon (RSSL) to consume data from a Marketfeed publisher. Here's what we're doing: RTIC (RendezVous/MarketFeed) => ADS (RSSL/MarketFeed) => Eikon (RSSL/OMM) But it seems like MarketFeed treats the date field as a string, but OMM as a data type. So, when we publish a date which doesn't…
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Dictionary of all symbols and services
As a developer who is not familiar with the finance symbols and service names and a newbie in retuers elektron, I wonder where I can get a list of all the symbols and their related service name, Currently with the examples tested, I was able to retrieve currency info for EUR, USD from the he_dd service, while I was unable…
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Migrating application from SSL to ETA; need data from RTL (Record Transaction Level) in IDN/MarketFe
In the process of migrating an application from the SSL to ETA, I've discovered that some consumers of the data published by the application depend on the RTL field present in the IDN/MarketFeed messages 340, 316, 317, 312, and 318 (snapshot, update, correct, close, and verify) messages. I previously asked (and received an…
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*Access Denied: User req to PE(8183) - rate request for RIC's "USDSWFSR=, EONIA=, GBPONFSR="
Whenever we request index rate for RIC's Through RFA api like 1) USDSWFSR=, EONIA=, GBPONFSR= we are thrown with error like *Access Denied: User req to PE(8183), (5433) 2) But for some RIC's like USONFFE= we are able to receive rate. Could you please let us know, are we missing any license or permissions for the user or…
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Migrating application from SSL to ETA; need data from FIELD_LIST_NO in IDN/MarketFeed
We're rewriting an application in ETA since SSL is end of life. Part of the application logic examines the FIELD_LIST_NO field in the MarketFeed Header. For example in Record_Response and Snap_Response (340), the record is defined as: <FS>340<US>TAG<GS>RIC[<RS>R_STATUS]<US>FIELD_LIST_NO<US>RTL{<RS>FID<US>VALUE}<FS> Some…
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Get market-price bid/ask rates
I'm re-integrating into RFA, but I get no data regarding the symbols I ask for. I'm using a working code, based on the tutorial code provided for our trial period and I am able to connect to the service, d/l dictionary and directory files, but I only get a few events, and all of them contains data-type = 128 (meanning…
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What is the min/max numerical values and exponents I can submit in a REAL64 that will be successfull
I have a Non-Interactive Provider submitting live updates to our corporate RMDS infrastructure. These live updates are deltas and we rely on the ADH/ADS cache to supply the complete image when a consumer requests the instruments. This is fine but in some cases then the values exceed certain limits these values are not…
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Does EMA support Marketfeed connections
I'm interested in enhancing and upgrading my old RFA application to EMA. My current application uses the Marketfeed interfaces to subscribe to market data. Will I be able to continue using Marketfeed capabilities within EMA?
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RWF LEN Caching hint?
The RFA documentation describes the RWF length as a caching hint: RWFLEN A caching length hint associated with this field. Does that mean, that also content is correctly cached even when it extends the RWF_LEN specification in the RDMFieldDictionary ? Background: The MF PRICE type is usually defined with a length of 17.…