Hello, Is there a Sample on how do we subscribe to Realtime trades (Domain - Request - Response) ? For example, I need to Subscribe to RIC: COMI.CA - Market Trades to receive below data: API: RFA.NET Service: ELEKTRON_DD Language: C# (.NET) Thanks,
Hello, We are using RFA 8.1 C++ api to consume Level2 market data using MBP and MBO domain. I have below questions - 1. Is it possible that Update(not Refresh) response message be divided into multiple response messages? If YES then how do I supposed to know which is first and last part of it? Is there Something similar to…
Is there a sample / Code on how to request Index Summary / Market Summary RealTime? Currently using, Service: ELEKTRON_DD API: RFA .NET Language: .NET ( C# ) Thanks,
Hi, I need to understand the values returned in the FIELD_ENTRY 3852/PERIOD_CDE. I get data for Korea equities using the RFA api, but using the service-name MBPIPE_DEV (this is just the setup that I have been provided, and nothing I can change). However it seems that the data I recieve doesn't match the spec. According to…
Hello, We have C++ application developed on top of RFA8.1 library with Market By Price(MBP) domain. Currently we are experiencing crossing very frequently. Below are two scenarios we observed 1. During pre trading sessions, we see lot of crossing as expected but when trading session starts we expect matched orders to be…
We have RFA based provider application. It uses custom fids with negative values. A1 "A1" -11001 NULL PRICE 17 REAL64 7 A2 "A2" -11003 NULL PRICE 17 REAL64 7 A3 "A3" -11005 NULL PRICE 17 REAL64 7 A4 "A4" -11010 NULL PRICE 17 REAL64 7 A5 "A5" -11052 NULL PRICE 17 REAL64 7 A6 "A6" -11054 NULL ALPHANUMERIC 25 RMTES_STRING 25…
Hello, We are using RFA8.1 C++ Api to consume Level2 data using Market By Order(MBO) domain. We observed that sometimes we receive price updates (Add, update instructions) with field 6516 set to 3("X"). Does it indicate that this price will cause a crossing (Top of Bid greater than top of Ask) in level2 order book? A link…
I'm using the the MARKET_BY_PRICE to get the orderbook using RFA 8.1 . But I can't find any information in the documentation how empty levels are signaled. Say that there are only 3 levels. Will I receive a MAP with all (10) levels? In that case what will signal that only 3 of them are valid? I have seen people asking…
...onFailed StatusCode : None } Reuters.RFA.Common.InvalidUsageException HResult=0x80131500 Message=Exception of type 'Reuters.RFA.Common.InvalidUsageException' was thrown. Source=RFA8_NET142_x64 StackTrace: at Reuters.RFA.RDM.RDMFidDef.DisplayValueFor(UInt16 enumVal) at…
We are seeing high IDLE sockets and Open file descriptors in our application after the upgrade to JDK 8 and Solaris 11. It looks to be from below RFA library. Let us know a suggestion as workaround or a fix to address this issue. We are using - rfa-7.2 version Stack of RFA opening the channel but not closing it : [4/18/22…
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