Please advise if below API calling method is supported. Q1: Operation: Refresh only returns partial fields for an index symbol. E.g. : At startup call on RequestMessage, we only need fields (1,2,3,4). Fields other than 1,2,3,4 are filtered in return data. Q2: Operation: Real time update returns full dedicated fields at all…
Hello, We are using RFA 8.1 C++ api to consume Level2 market data. Can you tell me if my following assumptions about LL2-MP domain are correct. If not correct then advise me about correct approach. Please reply against each bullet point. * If price is blank and size is non zero then it is a market order, is that correct? *…
...mptions about LL2-MP domain are correct? Empty levels in Limited Level 2(LL2 MP) domain We are using RFA 8.1 C++ api to consume Level2 market data. Can you tell me if my following assumptions about LL2-MP domain are correct. If incorrect then advise me about correct approach. Please reply against each bullet point. 1.…
Hello we are using RFA 8.1 C++ api to consume market data. Can you tell me the effect of following call if Data buffer is blank i.e. DataBuffer::isBlank() == true; double price = dataBuffer.getDouble(); int size = static_cast<int>(dataBuffer.getReal().getValue()); What would be value of "price" and "size" in this case? Is…
We are using RFA 8.1 C++ api to get FX rates. We are interested in knowing what RIC to use to get FX rates for minor currency pairs like example GBp/USD (PEN to USD).
Hello, We are using RFA 8.1 C++ api to consume Level1 and Level2 data market data. Recently we came across many situations where our mutual client UBS reported multiple instances of No or stale Level1 and Level2 data. It happened across multiple exchanges. We are trying to figure out if api has some sort of sample…
I wanted to see if it is possible to establish the priority in the RIC subscription using the RFA8 library? It is possible to use the following function of the ThomsonReuters.RFA.Message.ReqMsg class and what is it for? public void SetPriority(byte priorityClass, ushort priorityCount); I ask if you can give me an example.…
We encounter nackcode = 'NoResponse" intermittently when posting update looping to TREP via RFA. The response is as below : AppClient - AckMsg response: AckMsg streamId="1" domain="MarketPrice Domain" ackId="277" nackCode="NoResponse" text="No Ack received for PostMsg with postId = 277" AckMsgEnd However none of the…
I am kind of new to EMA & ETA. I'm already config EMA Consumer to connect to ELEKTRON_DD. It works normally But I don't know what is ELEKTRON_DD service name and what data it provided. Is that real market data or dummy data? I want to get real market data for WYNN.BLUE symbol so what service name will provide that data.…
Hi, We have a product which is developed using RFA SDK version 8.2.2.L1. Currently, we have several customers who are running our product on RHEL7. As Redhat is planning to drop support for RHEL7 in June 2024 our customers will need to upgrade to RHEL8 or RHEL9. A few of our customers are planning to skip RHEL8 and move…
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