Is it possible to get a list of all instruments available for subscription on Reuters Elektron?

Hi,
We are using Elektron Message API C++ edition. We just wonder, if there is a way to retrieve all available instruments that our data feed (using Reuters Elektron API) can subscribe to? I mean, is there any available API call?
Any suggestions?
Thanks
Regards
Best Answer
-
Please bear in mind that Elektron Realtime carries in excess of 50 millions RICs (at the time of writing) - so would probably want to filter the list of RICs to specific exchanges and asset class / instrument type etc. This is possible using the BDS mechanism mentioned in a post above - but requires for your local market data team to be able to access the Elektron Edge device console to make config changes.
An article on how to use the BDS facility should be available on this website in the next few days.
UPDATE: Article now available How can I get a list of all RICs available on Elektron RT?
0
Answers
-
Refer to EMA RDM Usage Guide, there is the Symbol List domain which provides access to a set of symbol names, typically from an index, service, or cache. For example, .AV.O is a symbol list RIC for Top 25 By Volume of NASDAQ Capital Market Consolidated.
Therefore, you can EMA to subscribe to symbol list RICs to get the list of items. However, as I know, there is no symbol list RIC for all items in Elektron service.
Fortunately, Thomson Reuters Elektron Edge device does have a feature called Broadcast Data Stream (BDS) which allows users to define user-defined symbol list RICs matching a set of specified criteria. For example, you can define a symbol list RIC in the Elekton Edge device for all RICs in the Eurex exchange.
For more information regarding BDS, please contact your Thomson Reuters' account team.
0 -
Thanks for the answer.
So, what you are saying is that, it is possible to retrieve the symbol list for a domain. Correct?
How can we then get list of all domains, sources or exchanges?
Is there a way to get this list programatically?
Thanks
0 -
In Elektron APIs, Symbol List is a domain. RICs in this domain provides access to set of symbol names, typically from an index, service, or cache.
You need to contact the content team to get a Symbol List RICs which can provide the required list of items. You can use Contact Us to directly contact the content team.
For example, if you would like to get a list of RICs for Top 25 By Volume of NASDAQ Capital Market Consolidated, you need to subscribe to .AV.O with the symbol list domain. The 270_SymbolList example is available in the EMA package demonstrates basic usage of the EMA library for accessing and parsing of OMM SymbolList data. The output of this example is:
Item Name: .AV.O
Service Name: ELEKTRON_DD
Item State: Open / Ok / None / 'All is well'
Summary :
PROD_PERM 74
RDNDISPLAY 173
DSPLY_NAME TOP 25 BY VOLUME
RDN_EXCHID
ACTIV_DATE 2 / 9 / 2017
NUM_MOVES 3201
REF_COUNT blank
RECORDTYPE 117
RDN_EXCHD2 NAQ
TIMACT1 0:0:9:0
CONTEXT_ID 3364
DDS_DSO_ID 8288
SPS_SP_RIC .[SPSNSDQVAE1
Name Action
NVDA.O Add RANK_POS 19
TLT.O Add RANK_POS 12
LULU.O Add RANK_POS 16
MOMO.O Add RANK_POS 22
UNXL.O Add RANK_POS 6
INTC.O Add RANK_POS 14
NTNX.O Add RANK_POS 7
HIMX.O Add RANK_POS 21
TVIX.O Add RANK_POS 17
SIRI.O Add RANK_POS 13
FB.O Add RANK_POS 15
MNKD.O Add RANK_POS 24
GILD.O Add RANK_POS 11
YNDX.O Add RANK_POS 25
DCTH.O Add RANK_POS 2
MU.O Add RANK_POS 3
QQQ.O Add RANK_POS 4
AMBA.O Add RANK_POS 9
CSCO.O Add RANK_POS 10
AAPL.O Add RANK_POS 8
NVAX.O Add RANK_POS 23
CMCSA.O Add RANK_POS 18
APVO.O Add RANK_POS 20
MSFT.O Add RANK_POS 5
AMD.O Add RANK_POS 1It returns a list of items in .AV.O.
0 -
I have an article on the BDS mechanism (mentioned above) which is pending upload to this Developer portal. In the meantime I can email you a PDF copy if you like - let me know.
0 -
UPDATE: Article now available How can I get a list of all RICs available on Elektron RT?
0 -
@Jirapongse I see this is an old article - is there a better way to query from Elektron all currently traded RICs for a particular exchange - say by RDN exchange id ? Thanks
0 -
This could be the Bulk Real-Time RICs Search APIs article.
0
Categories
- All Categories
- 6 AHS
- 36 Alpha
- 166 App Studio
- 6 Block Chain
- 4 Bot Platform
- 18 Connected Risk APIs
- 47 Data Fusion
- 34 Data Model Discovery
- 683 Datastream
- 1.4K DSS
- 613 Eikon COM
- 5.2K Eikon Data APIs
- 10 Electronic Trading
- Generic FIX
- 7 Local Bank Node API
- 3 Trading API
- 2.9K Elektron
- 1.4K EMA
- 248 ETA
- 552 WebSocket API
- 37 FX Venues
- 14 FX Market Data
- 1 FX Post Trade
- 1 FX Trading - Matching
- 12 FX Trading – RFQ Maker
- 5 Intelligent Tagging
- 2 Legal One
- 23 Messenger Bot
- 3 Messenger Side by Side
- 9 ONESOURCE
- 7 Indirect Tax
- 60 Open Calais
- 275 Open PermID
- 44 Entity Search
- 2 Org ID
- 1 PAM
- PAM - Logging
- 6 Product Insight
- Project Tracking
- ProView
- ProView Internal
- 22 RDMS
- 1.9K Refinitiv Data Platform
- 627 Refinitiv Data Platform Libraries
- 5 LSEG Due Diligence
- 1 LSEG Due Diligence Portal API
- 4 Refinitiv Due Dilligence Centre
- Rose's Space
- 1.2K Screening
- 18 Qual-ID API
- 13 Screening Deployed
- 23 Screening Online
- 12 World-Check Customer Risk Screener
- 1K World-Check One
- 46 World-Check One Zero Footprint
- 45 Side by Side Integration API
- 2 Test Space
- 3 Thomson One Smart
- 10 TR Knowledge Graph
- 151 Transactions
- 143 REDI API
- 1.8K TREP APIs
- 4 CAT
- 26 DACS Station
- 121 Open DACS
- 1.1K RFA
- 104 UPA
- 191 TREP Infrastructure
- 228 TRKD
- 915 TRTH
- 5 Velocity Analytics
- 9 Wealth Management Web Services
- 84 Workspace SDK
- 11 Element Framework
- 5 Grid
- 18 World-Check Data File
- 1 Yield Book Analytics
- 46 中文论坛