query all futures of ES i.e. CME E-mini S&P 500 futures contracts via Elektron
Query from existing RTMDS client -
Client wants to query all futures of ES i.e. CME E-mini S&P 500 futures contracts via Elektron. Client have RTMDS for Real-time data subscribtion. how can this be done using LSEG API. Is there any relevant example from the elektron lib that can be used for this.
Answers
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Thank you for reaching out to us.
Real-TIme APIs use RICs to subscribe data. It is similar to the Quote App in Eikon or Workspace.
We need to know RICs and fields that can provide the required data.
The question could be if we have RICs, chain RICs or symbol list RICs that can provide all futures of ES. The client can use the RIC search tool to search for RICs.
Otherwise, please contact the contact support team directly to verify RICs and fields for all futures of ES.
After getting chain RICs, the client can refer to the Simple Chain objects for EMA - Part 1 article.
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