The most recent content from our members.
This field is obligatory for EMT 1.0 reporting standard and is currently available via LGDF. LIpperID examples: 68533325, 60033972. thank you,
... Sep 27) Does the TREP test tool (rmdstestclient) support high precision timestamp?
Hi there! In order to know the tick size rule for European exchanges, I have to know the liquidity band classification of the instrument. Is this information available in the Eikon API, so I can turn it automatic? I have searched for it and couldn't find anywhere...
Hi, I am trying to pull trades for MiFID RICs. I wrote: df = ek.get_timeseries(["DE0001102408=TWEA"], interval = 'tick', start_date="2018-06-01", end_date="2018-06-30") THis retrieves trade datetime, value and volume. Can someone tell how to retrieve publication time, trade id, trade flags, etc.? Cheers, Emmanuel
I'm using Elektron 1.0.8 on some Asian markets. Does MiFID II has any impact on this API ? Should I upgrade to another Elektron version ?
Customer wants to use the reloadDictionary in adsmon to switch from a Dictionary with _NS fields to a Dictionary without _NS fields in the event of a problem. What is the net effect of having the ADS reload its dictionary. From testing it appears that the ADS will send a status message indicating that the Dictionary is now…
We are using RFA7.6 and we cannot upgrade from 7.6 to 8 currently. Our application uses the toDate() method only for OMMDateTime and millisecond is enough for our usage. Will our application get any exception when it receives a microsecond or nanosecond timestamp?
When I compare data.getType() for nanosecond fields they always equal OMMTypes.TIME. I never see time fields equal the 8 bytes type OMMTypes.TIME_8. Is this correct? When is OMMTypes.TIME_8 used and when should I test for it? if( dataType == OMMTypes.TIME || dataType == OMMTypes.TIME_3 || dataType == OMMTypes.TIME_5 ||…
...h precision timestamp fields? (from MiFID II Webinar Sep 27) Are there any other changes that have been introduced for MiFID II other than the addition of high precision timestamp fields?
What is the advice for Hosted Feed customers?
... (from MiFID II Webinar Sep 27) In RFA and UPA, can we check if the time field contains high precision timestamp before decoding? Therefore, I can skip decoding that field. Using try/catch will hurt performance of the application.
...ied to the new NS FIDs? (from MiFID II Webinar Sep 27) When you enable the HPT on the EED will it change any existing/old FIDs or will this only be applied to the new NS FIDs?
What is the advice for Elektron connect EZD customers?
Would the old fields still exist after the new fields are introduced?
...e nanos, what about micros? (from MiFID II Webinar Sep 27) Is it true that now we have timestamps with precision millis/micros/nanos? _MS are millis, _NS are nanos, what about micros?
It looks like you're new here. Sign in or register to get started.
