MarketDataItemSub, MarketDataSubscriberInterestSpec and MarketDataSubscriber class

Please provide the additional information for these classes.

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  • Hello @Catherine Wong

    MarketDataItemSub,MarketDataSubscriber and
    MarketDataSubscriberInterestSpec class are used in RFA Market Data Consumer
    application(SSL connection which default port is 8101).

    The MarketDataItemSub class represents a subscription for a
    single Market Data Item specified by item name(RIC) to request Market Data
    Events i.e. data of the RIC. For the class details and its methods, please
    refer to <RFA Java
    Package>\Legacy\Docs\refman\rfalegacy_java\com\reuters\rfa\session\MarketDataItemSub.html.

    The MarketDataSubscriberInterestSpec interface represents an
    interest in receiving events e.g. Service Events or Connection Events which are
    not related to Market Data Events. For the class details and its methods,
    please refer to <RFA Java
    Package>\Legacy\Docs\refman\rfalegacy_java\com\reuters\rfa\session\MarketDataSubscriberInterestSpec.html

    The
    MarketDataSubscriber class provides a proxy to make market data subscriptions
    for a MarketDataItemSub or register for a MarketDataSubscriberInterestSpec. For
    the class details and its methods, please refer to <RFA Java
    Package>\Legacy\Docs\refman\rfalegacy_java\com\reuters\rfa\session\MarketDataSubscriber.html

    For example:

    • To monitor the service(s) and the
      connection, the application registers for Service Events and Connection
      Events as an example source code shown below:
    //Create a MarketDataSubscriber event source using the Session reference 
    //and calls the createEventSource() method with EventSource.MARKET_DATA_SUBSCRBER type
    MarketDataSubscriber _marketDataSubscriber =(MarketDataSubscriber)_session.createEventSource(EventSource.MARKET_DATA_SUBSCRIBER,"myMarketDataSubscriber");

    //Create MarketDataSubscriberInterestSpec and
    //set which the application interests i.e. setMarketDataSvcInterest(true) to receive Service Events
    //setConnectionInterest(true) to receive Connection Events
    MarketDataSubscriberInterestSpec marketDataSubscriberInterestSpec = new MarketDataSubscriberInterestSpec();
    marketDataSubscriberInterestSpec.setMarketDataSvcInterest(true);
    marketDataSubscriberInterestSpec.setConnectionInterest(true);
    //register for MarketDataSubscriberInterestSpec
    Handle _mdsClientHandle = _marketDataSubscriber.registerClient(_eventQueue,marketDataSubscriberInterestSpec,myClient, null);

    • To get data of any item/RIC, the
      application makes market data subscriptions using MarketDataSubscriber
      instance. Anyway, MarketDataSubscriber instance can be reused as an
      example source code below:
    //create MarketDataItemSub
    MarketDataItemSub marketDataItemSub = new MarketDataItemSub();
    //itemName is the RIC e.g. TRI.N
    marketDataItemSub.setItemName(itemName);
    //set service that the application requests data from
    marketDataItemSub.setServiceName(_serviceName);
    //use _marketDataSubscriber which has been created in the source code of the first bullet to make market data subscriptions
    _marketDataSubscriber.subscribe(_eventQueue, marketDataItemSub, myClient, null);

    Please refer to MDSubDemo application which demonstrates how to
    use these classes. The application is in <RFA Java
    Package>\Legacy\Examples\com\reuters\rfa\legacyexample\session\mdsub\

    For details of developing RFA Market Data applications, please
    refer to RFAJ_DeveloperGuide.pdf in <RFA Java Package>\Legacy\Docs

    Note: the latest RFA version providing these classes and
    theirs documents are 7.6.1.L2 which can be downloaded at RFA Java Downloads
    Page. RFA version 8.x or higher does not support MarketData interface using these classes so the classes and their documents have been removed from the
    packages.