-
RFA8 consumer initial refresh does not send all fields
Market price updates are provided for custom RICs. Each update will contain data for either the BID or the ASK field, alongside some time fields. Our consumer receives these updates correctly, two examples below, one for BID and one for ASK. However when the consumer is initially started for the same RIC, the refresh…
-
Unconditional Consumer API or stops when no msgs to consume?
Please clarify with below code snippet, when the consumer stops consuming the data from ADS? The reason for this question would be, it consumes the market data continuously when I comment out the finally block below but stops consuming when there is a finally block. I understand the use of finally here but on the other…
-
Is it possible to request for snapshot data from EMA?
We're trying to consume FINANCIAL_PRICES data from refinitiv SDK. While planning this, do we have an option to request for SNAPSHOT of data perhaps when the consumer has gone down and when getting back to normal? Which API provides this option to implement or request for snapshot data? What're the prerequisite…
-
Which recordtypes to select to decode an exchange equity index
Hello, I want to decode an exchange index , example CAC40 0#FCHI and I only want to show the stocks that are part of the index. I do not want to show the RICS: " EUR=, .DJI , /.STOXX50E,.AD.FCHI". The filtering should probably be done by RECORDTYPE. Which are the RECORDTYPES I have to select so that only the RICs that are…
-
interestAfterRefresh() always returning true even for snapshot request.
Hi, I am building a Interactive Provider. In onReqMsg() call back for a MMT_MARKET_PRICE when I check that request is snapshot or streaming using reqMsg.interestAfterRefresh(), it always return true irrespective the request msg is snapshot type or streaming type. Though in xml trace I can see that STREAMING flag is not…
-
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…
-
Pricing stream instrument limit? 5 RICs work, 2300 don't...?
Hi, since I typed my quation 2 times already now and ur website decided to delete it, i won't be doing it again. Here is my original question: Hi , I have a quick question about the API. I am trying to stream the quotes from multiple instruments from multiple exchanges but recieven an error. I was wondering if there is a…
-
Better way to build a database of Snapshot values for a list of RICs using EMA api
Hi, I have a requirement that I need to create a database of snapshot values for a list of RICs in a given interval say 15 minutes. I have the below code that runs for every 15 minutes and it did the job. OmmConsumer consumer = EmaFactory.createOmmConsumer(config); ElementList ricBatch = EmaFactory.createElementList();…
-
How to Get Snapshot Data from open item stream
I am planning to have an open item streams that will send out updates to multiple users. Over time more users may subscribe to updates for the open item stream(s). When a new users subscribes I would like to first send them the current snapshot data at that point in time before they start to get the updates from my open…
-
How do I know Snapshot request using EMA api is fulfilled or completed
Hi, I ran the sample Sample code series100/ex102_MP_Snapshot/Consumer.java to get a Snapshot for a RIC. And I got the below response. inside onRefreshMsg method .. RefreshMsg streamId="5" domain="MarketPrice Domain" solicited RefreshComplete state="Non-streaming / Ok / None / 'All is well'" itemGroup="00 01"…
-
How to request an item SNAPSHOT for a RIC for past date time using java EMA api ?
How to request an item SNAPSHOT for a RIC for historical date time using EMA api ? The below api call doesn't take any time and I believe it returns Snapshot at the current time. consumer.registerClient(reqMsg.serviceName("IDN_RDF").name("JPY=").interestAfterRefresh(false), appClient, "snapshotDemo"); Is there a way to get…
-
Retrieval of Snapshot data with RDP for Python
We are new to the RDP library and try to setup a retrieval of snapshot data from Refinitiv. Currently it looks like my code is able to log on correctly - but the call to get_snapshot gives an error. Can you help us with this? Here is a short abstract of my code - showing the issue: import rf_settings as settings import…
-
RDP Snapshot requests not returning data Snapshot
Using market_price_edpgw_service_discovery.py example app. RDP Snapshot requests not returning data Snapshot. Have "Streaming":false set. { "ID":2, "Key":{ "Name":"/IBM.N" }, "Streaming":false }
-
AttributeError: 'DataFrame' object has no attribute 'convert_dtypes'
Hi, I am trying to use the API rdp.get_snapshot() on jupyter notebook (with Python 3.6.10, pandas 1.1.3 and refinitiv-dataplatform 1.0.0a6) but it has returned AttributeError: 'DataFrame' object has no attribute 'convert_dtypes' Does anyone have a clue? Thanks. Here is my code: import refinitiv.dataplatform as rdp import…
-
Snapshot in EMA
Hello, We change API from RFA to EMA to connect to Reuters servers. When we request IDN_SELECTFEED.ANY.INUSNDS.NaE by executing snapshot feature,EMA abnormally ends with a CORE file and outputs the following message in the log file. "terminate called after throwing an instance of…
-
What API to use to get quote snapshots
Hi All: We are building a pricing service that requires getting quote snapshots every few minutes. We would also like to get implied volatility for a given underlying equity where possible. The pricing service is written in python and runs on Linux (though we can run it on Windows as well). Also, I am currently…
-
Programmatically make snapshot request for SPX Index and US Treasury Bill rate
Hi Guys, I have a DFO (Datastream For Office) access/account and have received a username and password for the same I need guidance for following: 1. What api/c# code can I use to programmatically make a single snapshot request for SPX 500 Index and US Treasury Bill 10yr rate ? 2. I don't require continuous streaming of…
-
redi api snapshot with duplicate orders
I noticed that my redi snapshot orders have duplicates and some doesn't have AvgExecPrice set. In my case, later updates overwrite AvgExecPrice. Snapshot of orders: row 0 OrderRefKey:[NONE] ExecPrice:[] row 1 OrderRefKey:[gS01164921] ExecPrice:[0] row 2 OrderRefKey:[gS01164921] ExecPrice:[] row 3 OrderRefKey:[gS01164921]…
-
Requesting initial record for an open stream and its data integrity
I use ETA C API in Linux. I already have a stream open (subscription) for a symbol with updates flowing. I have a situation where I need to get the initial record (via snapshot) again for that symbol and continue to use streaming updates and apply them over initial record from snapshot. If I make a snapshot request when a…
-
RFA.NET Snapshot - Synchonous
Hi, I am trying to understand what is the most efficient way to do snapshots using RFA.NET I am looking at the example Examples\OrderBookAndMarketPriceBag\OrderBookAndMarketPriceBag. In the MarketPriceWrapper class, there is a method to call Snapshot but it seems to be asynchronous. 1. Can we have an example of how to call…
-
How can i send a snapshot only request in websockets using python? also is there a way intrisic to w
How can i send a snapshot only request in websockets using python? also is there a way intrisic to websockets to request a snap every x mins for example
-
How can i request for a snapshot data while my streaming request is also ongoing?
How can i request for a snapshot data while my streaming request is also ongoing?
-
How to retrieve currency exchange rate in a snap time using Elektron service?
The QuickStartConsumer example code retrieves market price for given currency RIC as a stream of data. The data keeps on coming as a response event and displayed on console. How do I retrieve a market price at a snap of a time? Are there any examples for this method, like if I want to retrieve current exchange rate for…
-
Do you need to close the request when you make a snap shot request or the API itself closes the req
Do you need to close the request when you make a snap shot request or the API itself closes the request after delivering the data?