LAST PRICE

josa
josa Contributor

Hi,

How do I get the last price of a RIC code using EMA API. Is the field TRDPRC_1? My message model is: "MMT_MARKET_PRICE" and servicename is "ELEKTRON_DD"

Regards,

JO

Best Answer

  • zoya faberov
    zoya faberov ✭✭✭✭✭
    Answer ✓

    Hello JO @josa,

    The content (set of fields) that is made available for an instrument, is defined by the provider of the instrument, for example, exchange. It does not depend on the API it's consumed with, for example, EMA.

    The definitions of the fields are available in a static dictionary file that came with SDK,

    within Elektron SDK, in folder /etc, please find static file RDMFieldDictionary. In it::

    TRDPRC_1   "LAST"                   6  TRDPRC_2    PRICE              17  REAL64           7 !
    ! Last trade price or value.

    A more comprehensive source of information of content is Data Model tool, look up TRDPRC_1 for the meaning of the field and which exchanges/model types populate it with content.

Answers