Availability of the following fields through RFA Foundation API C++: TRD_TYPE(FID 3984), TRD_STAT...

leiy
leiy Explorer
in RFA

...US (FID 6614), and INST_PHASE(FID 8927).

Are the following 3 fields available through RFA Foundation C++ API:

TRD_TYPE(FID 3984), TRD_STATUS (FID 6614), and INST_PHASE(FID 8927).

Beyond that, can I subscribe to those fields, or will I need to request the snapshot of the values of the 3 fields?

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Best Answer

  • Gurpreet
    Gurpreet admin
    Answer ✓

    Hi @leiy

    The API is agnostic of data, and will pass all the fields that are available for an instrument. The fields you specifically mention - will be sent to you, if they are supported by the asset class and trading venue for your instrument.

    Upon subscribing, the refresh message contains the most recent snapshot of all the fields and the subsequent update messages contains the fields that have changed since the refresh message.

Answers

  • wasin.w
    wasin.w admin

    Hello @leiy

    You can use the API View feature to request only a set of interested fields from Elektron/TREP.

    When the TREP/Elektron receives the requested fields, it sends the subset back to the consumer.

    image

    However, it is based on your instrument and the feed that provide those TRD_TYPE, TRD_STATUS , and INST_PHASE fields for consumer or not like my colleague has mentioned above.

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