Hello,
I would like to open chains with EMA Java, but it seems that EMA doesn’t provide this feature natively so I’ll have to implement that myself.
I think I understand the basic structure of these linked instruments but I have some unknowns and I’ve found nothing in the doc to help me. For example:
- How do I know that an RIC is a chain? Can I just verify if it starts with "0#"?
- Can chains be updated? Can I assume the LONGNEXT_LR fields will never change?
thanks
iosman