EMA API call for CF_XXX and TR.MIDPRICE

denny.c.h.ma
denny.c.h.ma Newcomer

I am trying to replicate the GetRT and TR function in excel using JAVA EMA API calls, may I know if any ready way we can convert the below directly?

TR("AUDSM3AB6M=WPAC", "CF_BID")

TR("USDSOFR=", "CF_LAST")

TR("EURAB3E2Y=", "TR.MIDPRICE")

I am trying to locate any reference for a translation of CF_XXX and TR.XXX to java API call.

Much appreciated.

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Best Answer

  • umer.nalla
    umer.nalla LSEG
    Answer ✓

    Hi @denny.c.h.ma

    Note that whilst the forum moderators can assist with API/SDK how to type questions - we are not content experts.

    For Content queries, you can create a Content-type ticket via My.Refintiv and/or use the various data discovery tools such as the DIB tool in Eikon and the others that are accessible from the home page of our developer portal Home | Refinitiv Developers - such as RIC Search, Data Model Discovery etc.

    You can also see a list of fields and brief descriptions in the RDMFieldDictionary file shipped in the RT-SDK in the etc sub-folder

    Regards your question, what I am able to tell you is that the TR. and CF_ type fields are Consolidated/calculated fields only available in Eikon or via Eikon APIs.

    EMA Java will normally consume Refinitiv Real-Times streaming data. Whilst the data for Refinitiv Real-time is normalised - the field list for Real-time data instruments can vary somewhat depending on the asset class/exchange/vendor etc - due to the fact that the Real-time service carries data for 80million+ instruments from 10,000+ sources

    So for example the

    AUDSM3AB6M=WPAC has a BID field which appears to match the CF_BID value

    USDSOFR= has a PRIMACT_1 which appears to match the CF_LAST value

    However, for EURAB3E2Y= I cannot see a Real-time field with the same value as TR.MIDPRICE. Looking at the Data Item Browser for TR.MIDPRICE the definition is 'the mid-price between the bid and ask prices' - however, I could not observe the TR.MIDPRICE changed as the bid and ask price changed in real-time.

    In view of the above, I would recommend you create a Content-ticket so that a Content specialist can assist you and confirm if the above fields I mentioned are the correct match.


Answers

  • Hi Umer,

    I have raised the case to your content analysis and understand the difference between the realtime data from contributor is different from the reference data can be extract from Eikon / excel formula.

    However is there a way we can mimic the logic in Eikon / excel plugin for CF_LAST, CF_BID, CF_ASK, TR.MIDPRICE in EMA Java API calls? Or is there any documentation details the logic behind these reference fields we can replicate the logic in our API calls.


    Many Thanks

  • Hi @denny.c.h.ma

    The Content team may be able to explain how those various fields are calculated behind the scenes for Eikon and if the same source data is available on Refinitiv Real-time you could then calculate those fields.

    Sorry that I cannot help further, but I am not a content expert. The
    Refinitiv Real-time feeds carry over 80million RICs from 10,000+ sources - and we have content specialists covering specific content sets. Eikon also sources its data from several other 3rd parties whose licensing rules mean that some of that data is only available for desktop application consumption - i.e. Eikon/Workspace and Eikon APIs.