RFA/ C++ / Symbols List decoding

vzaytsev
vzaytsev Newcomer

We are trying to retrieve a List of instruments with their properties. There is OMM Model ‘ReferenceData' for this purpose. We can subscribe and receive response (147 - Reference Data Model) but we unable to parse this message using standard message Decoder. Please give us an example how to parse Reference Data Model response or point us to proper documentations.

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Best Answer

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

    Hello @vzaytsev,

    Sorry to hear that you are having no luck, and would like to try to help:

    I am looking at Matching Feed Direct User Guide (customer account login is required). I am not a MAPI expert.

    Section 4.3 "Reference Data" states "This is User Defined model and consequently the Java & C++ APIs do not contain named constants for this model. ".

    Reference Data Model = 147 will have to be requested and parsed fully as custom, user-defined.

    To get an understanding of how to do it, suggest:

    • Review RFA C++ RDM Usage Guide , brief section "Reuters Domain Models va User Defined"
    • Next, in RFA Developer Guide see "Creating and Sending a GenericMsg in a Consumer" and "Processing Generic Messages".
    • In RFA C++ 8.0 SDK, example folder, find example StarterConsumer_Generic.
    • Try running with model = 147, and let us know how this works for you.

    The definitive support channel for MAPI remains MAPI support.

    Refinitiv Developers forums are intended for general Refinitiv API-centered questions and discussions and that's where you will find them to be of most help.

Answers

  • zoya faberov
    zoya faberov ✭✭✭✭✭

    Hello @vzaytsev,

    Are you looking for an example on how to process SymbolList model? The example can be found within SDK installation, under Examples/StarterConsumer_SymbolList.

    If this is not what you are looking for, could you please point where in the documentation you are reading about Reference Data Model?

    All the data models used by RFA can be found in include/RDM/RDM.h, and the first 10 models are exposed for use by consumer applications, they are

    The RDM message model types supported by RFA.  Values 0-127 are reserved.
        @{
     */
    static const rfa::common::UInt8 MMT_LOGIN                = 1;    /*!< Login Message Model Type*/
    static const rfa::common::UInt8 MMT_DIRECTORY            = 4;    /*!< Source Message Model Type */
    static const rfa::common::UInt8 MMT_DICTIONARY            = 5;    /*!< Dictionary Message Model Type*/
    static const rfa::common::UInt8 MMT_MARKET_PRICE        = 6;    /*!< MarketPrice Message Model Type*/
    static const rfa::common::UInt8 MMT_MARKET_BY_ORDER        = 7;    /*!< Market by Order/Order Book Model Message Type*/
    static const rfa::common::UInt8 MMT_MARKET_BY_PRICE        = 8;    /*!< Market by Price/Market Depth Model Message Type*/
    static const rfa::common::UInt8 MMT_MARKET_MAKER        = 9;    /*!< Market Maker Message Model Type*/
    static const rfa::common::UInt8 MMT_SYMBOL_LIST            = 10;    /*!< Symbol List Messages Model Type*/

    In addition, we provide information on how to process Model 33 = MMT_NEWS_TEXT_ANALYTICS via RFA tutorials - Request and Decode Machine Readable News.

    static const rfa::common::UInt8 MMT_NEWS_TEXT_ANALYTICS  = 33;    /*!< News Text Analytics domain for machine readable news content */

    There is not standard model 147 we provide examples for. If you see model 147, it is likely a custom model implemented by your development organization, and, just guessing, internally there is likely a spec and some code you can build up on.

    Does this help?

  • vzaytsev
    vzaytsev Newcomer

    Hello zoya.farberov,

    MessageModel is Reuters MAPI "User Defined" type. Current dictionary we received does not have the fields defined in that MessageType. How do we get dictionary for the fields in this message model?


  • Hi @vzaytsev

    That sounds like you are using the Matching API which has its own support function from the Transactions Team.

    However, my guess is that you are using a local data dictionary rather than requesting it from the server. If you request it from the server then it should contain the required Fields.

    You can contact MAPI support via https://transactions.thomsonreuters.com/login.aspx

    There is a phone number in case you don't have valid login credentials.


  • Hi @vzaytsev

    Following on from the above - you can find a general tutorial on how to download a Data Dictionary (as opposed to using local) here. Please refer to tutorial 10.


  • vzaytsev
    vzaytsev Newcomer

    Hello @zoya.farberov,


    Bottomline - no luck. We downloaded most recent MAPI dictionaroes and still can't parse decode that message (Reuters MAPI, UserDefined #47)

    i went to check with MAPI rep and was told that he will request a sample from MAPI/Refinitive team.



  • vzaytsev
    vzaytsev Newcomer

    Thanks, @zoya.farberov.

    We have read the guides before and tried code from the example. I'll look more carefully into it again next week and let you know.