Streaming live data from the RIC USDSROIS=I would like to know if it's possible to achieve using API

meenakshi.j · 2025-05-01T14:22:25+00:00

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Hi,

I am interested in streaming live data from the RIC USDSROIS= during NY trading hours, as we are based in Canada. I would like to know if it's possible to achieve this using the API method. Currently, I am using the following method, but I am open to suggestions for improvement.

Here is the current request:

{
"universe": [
{
"curveParameters": {
"valuationDate": "2025-05-01"
},
"curveDefinition": {
"currency": "USD",
"indexName": "SOFR",
"name": "USD SOFR Swap ZC Curve",
"source": "Refinitiv",
"discountingTenor": "OIS"
}
}
],
"outputs": [
"Constituents"
]
}

https://api.refinitiv.com/data/quantitative-analytics-curves-and-surfaces/v1/curves/zc-curves

*** Removed client info ***

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Gurpreet

@meenakshi.j

The RIC USDSROIS=, is available on the real time feeds and it is possible to subscribe to it. Variety of APIs and libraries support this functionality. In general the user will need to have access to real time data and entitlements to a particular exchange to use this functionality.

See the pricing stream example in the LD library for usage.

If you are asking about streaming data for this pricing curve - then the answer is no. The curve data is not available on the real time feeds.

meenakshi.j

Hello @Gurpreet

Thank you for your quick response.

Client back with the below follow up, please assist further

To clarify, I am interested in streaming the market rate from the bid and ask of the SOFR curve, as shown in the attached screenshot. Is it possible to obtain this streaming data via an API request from the API playground?

Additionally, could you confirm if this feature is available with my current subscription? If not, could you provide information on the cost to add this feature?

Gurpreet

@meenakshi.j

No, this data is not available in the streaming format. A user will have to periodically fetch it in their code - whilst ensuring that they do not exceed any data request thresholds.

meenakshi.j

@Gurpreet

Client back with follow up asking: It's unclear how I can use the API with a request type to extract the market rate in the NY time zone. I understand that streaming is not possible, but no other alternatives were provided.

Please assist further.

Gurpreet

All the information has already been provided. If a user is interested in streaming prices (real time fields like BID/ASK etc) - please see the link in the first response on how to request it.

You can ask the user to directly post followup queries on the forum.

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