Looking for documentation on how I can decide the data dictionary. Ex: Stock status(open/close/ha...

Spencer.Dixon
Spencer.Dixon LSEG
in Elektron

...lted/etc) from feed

We are using c++, I’m looking for documentation on how I can decide the data dictionary. For example how do I get stock status(open/close/halted/etc) from feed

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  • nick.zincone
    nick.zincone admin
    Answer ✓

    Hi @Spencer.Dixon

    The data dictionary is used to decode incoming market data messages from the streaming services (feeds). You can refer to this tutorial outlining the general usage. The data dictionary is automatically retrieved from the feeds when you establish a consumer connection - you typically don't need to decide on a data dictionary.

    Regarding the status messages, these are delivered by the feeds when you request data. For example, if I'm interested in retrieving market data for a specific stock that does not exist or has been halted, I will receive a status message providing me with this information. The normal behavior of the feeds is that when you request an active, valid stock, you will receive an initial market data image containing up-to-date fields of data. When the data arrives, you use the data dictionary to help decode the fields within that initial market data image - see the tutorial I referenced above.

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