RTDS API to LSEG

eli.harel

We have LSEG servers installed at our organization. We understand there is an API exposed by LSEG to which we can send a list of RIC for shares we need to get updates for and then start receiving updates for these shares.

Does the API support HTTPS over JSON format with identification protocol of OAuth2?

Can we send u an Excel or CSV file via that API or only a list via the JSON file?

What is the limitation of the size/length of list we can send?

Can I get a sample of that API (structure/input/output)

For the ongoing updates that should be sent back to us by LSEG, following the sending of the file: do you support calling an API and sending each update via that API? do you support publishing a message in a messaging system (we have IBM MQ installed) and than we can subscribe to the specific queue and upload the message with the update?

Thanks

Jirapongse

@eli.harel

Thank you for reaching out to us.

I assumed that the LSEG servers installed at your organization are RTDS (ADH and ADS).

If yes, please refer to the Choosing a Real-time Streaming API article.

Does the API support HTTPS over JSON format with identification protocol of OAuth2?

Yes, the APIs support HTTPS over JSON format but the authentication could be DACS users or token-based authentications. .

Can we send u an Excel or CSV file via that API or only a list via the JSON file?

No. They are request and reponse APIs. The applicaiton needs to sent request messages to the sever to open item streams.

What is the limitation of the size/length of list we can send?

For the WebSocket API, the size of the request message should not exceed the MaxMsgSize defined on the server. Typically, the MaxMsgSize is specified in the login resonse message.

In Real-Time SDKs, the number of items in a batch request is limited by the limitations of the data types.

For example, RICs are in an array and the array is in an element list entry.

• An array currently has a maximum entry count of 65,535
• The size of the element list entry is limited to 65,535 bytes

Can I get a sample of that API (structure/input/output)?

Please refer the Real-Time SDKs (C/C++, Java, CSharp), and WebSocket product pages on the LSEG developer community.

For the ongoing updates that should be sent back to us by LSEG, following the sending of the file: do you support calling an API and sending each update via that API?

After the applicaion sends a request message to open a stream, the onging updates will flow on that stream. The application needs to read or dispatch updates from that stream.

do you support publishing a message in a messaging system (we have IBM MQ installed) and than we can subscribe to the specific queue and upload the message with the update?

No, the APIs don't provide the out of the box support for any thrid-party messaging systems. Developers need to use our APIs on the support platforms to develop that system. For the support platforms of Real-Time SDKs, please refer to the API compatibility matrix.

In conclustion, you need to refer to the Choosing a Real-time Streaming API article to pick the API that meets your requirements.