RFA 8.1 C++ API for extracting specific fields

Kapil · February 3

Which model type should I subscribe to if I need to extract the following fields?

A_PRICE_1, A_PRICE_2, ..., A_PRICE_25
B_PRICE_1, B_PRICE_2, ..., B_PRICE_25
A_QTY_1, A_QTY_2, ..., A_QTY_25
B_QTY_1, B_QTY_2, ..., B_QTY_25
A_NPLRS_1, A_NPLRS_2, ..., A_NPLRS_25
B_NPLRS_1, B_NPLRS_2, ..., B_NPLRS_25

res = requestRDMData( <modelType>, serviceName, ric, num);

Gurpreet · February 3

Hello @Kapil

It seems like you are new to the real time APIs and trying to write/enhance an application. I would like to point out that the RFA API is a legacy SDK and feature complete. The current strategic SDK for real time data is RTSDK and is available in Java, C++ and .NET. This new SDK is considerably easier to develop with and has quickstarts and step-by-step tutorials available.

My recommendation is to start from here.

Jirapongse · February 4

@Kapil

The availabilities of fields and domains depend on exchanges or markets.

You can the Data Model Discovery tool to search for supported exchanges or markets.

Otherwise, please contact the content support team directly via MyAccount regarding exchanges and domains that support those fields.

Kapil · February 4

Jirapongse

Feb 4, 2025

@Kapil
The availabilities of fields and domains depend on exchanges or markets.
You can the Data Model Discovery tool to search for supported exchanges or markets.
https://us.v-cdn.net/6038239/uploads/F5972SS82FFZ/image.png
Otherwise, please contact the content support team directly via MyAccount regarding exchanges and domains that support those fields.

I looked in the Data Model Discovery and found that the fields I require can be found in the "Limited Level-2 Market by Price Data Model". Is this model supported in "RFA 8.1 C++ API"?

Gurpreet · February 4

Kapil

Feb 4, 2025

I looked in the Data Model Discovery and found that the fields I require can be found in the "Limited Level-2 Market by Price Data Model". Is this model supported in "RFA 8.1 C++ API"?

Yes, You can get this data in RFA C++.

Limited Level 2 is provides a limited number of orderbook or pricebook levels and the data is provided as a MMT_MARKET_PRICE message.

Kapil · February 26

Gurpreet

Feb 4, 2025

Yes, You can get this data in RFA C++.
Limited Level 2 is provides a limited number of orderbook or pricebook levels and the data is provided as a MMT_MARKET_PRICE message.

I subscribed to the models marketPrice and marketByPrice and started receiving the messages, but I'm not receiving the core fields named BEST_BID1, BEST_BID2, BEST_ASK1, BEST_ASK2 etc.

RIC used = CTH5

FID: 436, 437, 441, 442

I need to get the price and quantity of the best 10 levels on the ask-side and bid-side without having to construct the order book myself. Could someone help?

Jirapongse · February 27

Kapil

Feb 26, 2025

I subscribed to the models marketPrice and marketByPrice and started receiving the messages, but I'm not receiving the core fields named BEST_BID1, BEST_BID2, BEST_ASK1, BEST_ASK2 etc.
RIC used = CTH5
FID: 436, 437, 441, 442
I need to get the price and quantity of the best 10 levels on the ask-side and bid-side without having to construct the order book myself. Could someone help?

@Kapil

I checked the Market Price data from CTH5 and it does't have the BEST_BID1, BEST_BID2, BEST_ASK1, BEST_ASK2 fields

The API can only retrieve real-time data from the data feed. It can't add any extra fields to the retrieved messages.

Please contact the helpdesk team directly via MyAccount. You may need a content enhancement reqeust.

RFA 8.1 C++ API for extracting specific fields

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