is there any way to request WM Benchmark rates from RFA C++ API

brajesh.shuklafil
brajesh.shuklafil Explorer
in Elektron
is there any way to request WM Benchmark rates from RFA C++ API
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Best Answer

  • Tim Smith
    Tim Smith LSEG
    Answer ✓

    Sorry, for the incorrect RIC above. Yes it is =WM rather than =W - confounding my error by copied the original typo over and over again - oh and yes XTO.N etc is not a valid RIC anymore (it was in 2010 but was delisted by the Exchange after a takeover)

Answers

  • Tim Smith
    Tim Smith LSEG

    We supply WM benchmark rates via RICs, so you can pull in the rates in the same way you do for other instruments. eg <USDGBPFIX=W> is the 4pm close for GBP which appears in the field BID (22) and ASK (25).

    I'm not sure which benchmark rates you are after, but they are all available by navigating through the chains starting with <0#WMREUTERS>, the spot benchmarks are available navigating from <0#WMSPOT>

  • brajesh.shuklafil
    brajesh.shuklafil Explorer

    How to put this in Registry for Batch Request, is it

    batchItemList1

    = <USDGBPFIX=W>
  • Tim Smith
    Tim Smith LSEG

    You will need to exlude the "<>" - sorry this is my way of showing its a RIC. Other than that, yes this should be an example of the identifier you need in a batch request; USDGBPFIX=W

  • brajesh.shuklafil
    brajesh.shuklafil Explorer

    I don't think RIC

    USDGBPFIX=W

    is correct to request, it is giving me error :

    017/01/11 19:52:06.985 TRACE <- Received MMT_MARKET_PRICE Status
    serviceName : ELEKTRON_DD
    symbolName : USDGBPFIX=W
    streamState : Closed
    dataState : Suspect
    statusCode : NotFound
    statusText : The record could not be found
    itemName : USDGBPFIX=W
    itemHandle : 511763152
    itemFrom : BatchItemList1

  • nick.zincone
    nick.zincone admin

    @brajesh.shuklafil,

    In general, all of our market data APIs are data agnostic - for each one, you simply tell the API which RIC you would like to retrieve. If you're using any one of our market data APIs, RFA C++ included, you simply need to subscribe to the item using a standard Consumer application. There is no need to send it as part of a batch request. You can refer to the Quick Start guides or tutorials within the Developer Portal to get you up and going quickly. Regarding the above benchmark, try using: "USDGBPFIX=WM" (I don't believe "USDGBPFIX=W" exists).

    As a side note, if you are looking for an API to access this content and RFA C++ is not mandatory, I would suggest you use one of our new strategic APIs, Elektron Message API for C++. It was designed to be significantly easier to use and will get you up and running very quickly. The API also has quick start and tutorials for you to get up to speed.

  • steven.peng
    steven.peng LSEG

    @brajesh.shuklafil

    The RIC you used is missing a 'M' at the end. Please try again with the RIC USDGBPFIX=WM

  • brajesh.shuklafil
    brajesh.shuklafil Explorer

    @steven.peng @nick.zincone.1

    No, also doesn't seems to be working.

    ********************** INFO ************************ INFO **********************
    2017 Jan 11 20:13:32.937 ST GMT+05:30 19A8 2578 1371 INFO
    Marking item entry as closed in itemMap for handle = 000000000250EC50:
    [0] 000000000250E810 0 1 IBM.N
    [1] 000000000250EB40 1 1
    [2] 000000000250EC50 1 1 USDGBPFIX=WM
    [3] 000000000250E920 2 1
    [4] 000000000250EF80 2 1 CNQ.N
    [5] 0000000000000000 2 0 XTO.N
    [6] 000000000250F3C0 2 1 IBM.N.
    2017 Jan 11 20:13:32.969 ST GMT+05:30 19A8 2578 843 TRACE <- Received MMT_MARKET_PRICE Status
    serviceName : ELEKTRON_DD
    symbolName : XTO.N
    streamState : Closed
    dataState : Suspect
    statusCode : NotFound
    statusText : The record could not be found
    itemName : XTO.N
    itemHandle : 000000000250F1A0
    itemFrom : BatchItemList2.

  • steven.peng
    steven.peng LSEG

    @brajesh.shuklafil

    The "NotFound" message is for XTO.N which I tested on EIkon and confirmed it is not a valid RIC. It has nothing to do with USDGBPFIX=WM.

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