RFA API Java question on querying chains and getting data back

MM · 2025-03-31T18:08:54+00:00

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Using the RFA Java Api or Python API
Is there a command that you can run if you provide a chain and it will return all symbols in it with the data based on a filtered list of fids.

Example 0#USTSY=TWEB
I want to just enter that and somehow also ask for fields I care about say
"BID"
"MATDATE"
"BIDDISC1"

The Goal would be for every symbol that is part of the chain to be returned in that single request with the data requested rather than finding every security in the chain and then doing individual snaps.
I believe I can do something similar in TestClient using the -Z switch

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Gurpreet

Hello @MM

RFA API is unable to expand and walk the chain constituents on its own. User would have to write application code to do that. It does however have the View feature, so that once you have all the instruments that are part of the chain and subscribe for them in a batch request, the view will only return the FID's that the application have requested.

You can see a comprehensive chain usage example in this article. Even though the article code is using EMA API, same concepts apply to RFA as well.

RFA SDK is only available in Java, C++ and .NET and not in Python.

If you are a LSEG Workspace user, then you might be able to use the LD library to query this in Python.

Thanks, is there a way to use the LD library without tying it to a specific workspace account. Ideally I want to be able to run this in more of a batch process is there a way to query the ADS directly instead of going via Workspace.

Gurpreet

LD Library supports ADS (deployed session), but I believe it is only for the pricing interface. There is a Chains example included with it as well.

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