Question about the TRB feed

george.sommerfield

We have a question about the TRB feed. Right
now, we receive both D4 and TRB on the same session, how we can differentiate
if a message is D4 or TRB besides the symbol name?

Right now, in each reuters msg, there is a "NameFlag" Attribute, we
see "INR=D4" and "INR=TRB" respectively. But is there a
better way to differentiate them rather than comparing symbol name? such as if
they are different in other AttribInfo field?

wasin.w

Hi @george.sommerfield

Which Elektron API that you are using?

If you are using EMA Java API, you can get the service name of incoming OMM message from Elektron/TREP via .serviceName() attribute.

Example Code:

public void onRefreshMsg(RefreshMsg refreshMsg, OmmConsumerEvent event)
{
   if (refreshMsg.hasName())
      System.out.println("Item Name: " + refreshMsg.name());

   if (refreshMsg.hasServiceName())
      System.out.println("Service Name: " + refreshMsg.serviceName());
   ...
}

public void onUpdateMsg(UpdateMsg updateMsg, OmmConsumerEvent event) 
{
   if (updateMsg.hasName())
      System.out.println("Item Name: " + updateMsg.name());

   if (updateMsg.hasServiceName())
      System.out.println("Service Name: " + updateMsg.serviceName());
   ....
}

Example Result:

Item Name: EUR=
Service Name: ELEKTRON_DD

.....
Fid: 22 Name: BID value: 1.2331
Fid: 393 Name: PRIMACT_1 value: 1.2331
Fid: 25 Name: ASK value: 1.2335

....

For you references, please see more detail regarding parsing and decoding incoming data in the following Elektron SDK tutorials:

• EMA Java: EMA Consumer - Parsing and Decoding MarketPrice data

• EMA C++: EMA Consumer - Decoding MarketPrice data