RFA/SFC to FIX

Client use a third-party service between the bridge (PrimeXM) and LSEG. This service essentially handles messages between the bridge and Refinitiv LP and converts them to a common language called ‘FIX-based’.

For example, taking 'market data request' type messages from Refinitiv - "give me a ticking feed for Bid/Ask/etc for an equity-type instrument".

We were told however, that PrimeXM can take 'normal' market data (ie. ticking Bid/Ask/etc) from Refinitiv. The issue is that we do not know if they can convert the protocols you use (RFA/SFC/etc) to FIX.

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Accepted answers

wasin.w

Hello @piotr.wroblewski

There is a Mapping FIX to OMM White Paper document available on the following pages:

However, the code example on the document is based on the strategic RTSDK, not legacy one like RFA/SFC.

But some information on that document might be help the client.

All comments

Gurpreet

Hello @piotr.wroblewski,

You will have to reach out to the 3rd party provider to clarify. Our real time data streaming products don't provide data in FIX/FAST protocol.

wasin.w

Hello @piotr.wroblewski

There is a Mapping FIX to OMM White Paper document available on the following pages:

However, the code example on the document is based on the strategic RTSDK, not legacy one like RFA/SFC.

But some information on that document might be help the client.

piotr.wroblewski

Thank you @wasin.w and @Gurpreet

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