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Hello, we use RFA 8.2 C++ api to consume market data in MBP domain. Please let us know if following message format is expected and if yes where it is documented? <Refresh Message A> Part <1> of Refresh Message <A> with clear cache instruction and summary fields Part <2> of Refresh Message <A> with clear cache instruction…
Dear team, I am getting full book from exchange B3 data in Refinitiv OMMItemStream class using this code, with domain MarketByPrice: futures = rdp.OMMItemStream(session = session,name="DOLG23",domain = "MarketByPrice, on_refresh = lambda euro, event : display_event("Refresh", event),on_update = lambda euro, event :…
Hi, We are subscribing the level 2 market-by-price data for SGX & CME and would like to know if the data includes information on market order. How can we identify the price point for market order and what value is expected in the field "ORDER_PRC"? Besides, as "ORDER_TONE" is sent as 'RMTES_STRING', what is the possible…
Hi team, Need help for this query. thanks in advance We are using RFA 8.1 C++ API to consume depth data using MBP domain [Market By Price]. When we receive DELETE instruction we receive only OrderID. Side is not mentioned. Order ID are received in given format MapEntry Action -> DELTE [ ORDER_ID] ->…
I'm looking at both the refinitiv real time SDK and the CSV per-exchange data. I see a few cases where (on LSE) we see this sequence of events: market status - opening auction ...events trade (MMT class implies it's outside of opening auction) market status - normal trading The sequence of events as delivered to our…
I'm using the the MARKET_BY_PRICE to get the orderbook using RFA 8.1 . But I can't find any information in the documentation how empty levels are signaled. Say that there are only 3 levels. Will I receive a MAP with all (10) levels? In that case what will signal that only 3 of them are valid? I have seen people asking…
Hi, We are using RFA 8.1 API's with MarketByPrice domain. This is in regards with level 2 data. We received an add entry for an order id that already exists in our local book. Symbol : APPS.MC Timestamp : 20220907-06:30:17 EST Order Id : 6.6350B Similarly an update entry was received for an order ID that was not present in…
...d CRB Index (.TRCCRB) I am trying to get the daily close price for for Baltic Exchange Supramax Index (.BSIS) and CRB Index (.TRCCRB) after the market closes. I run my script around 6:50pm UK time but the close price for the current day come up as 0. This is my code below: start_date =str(datetime.date.today() -…
MMT_MARKET_PRICE using this domain, can I get a trade? int main(int argc, char* argv[]) { EmaString configFile; if (argc == 2) configFile = argv[1]; try { AppClient client; OmmConsumer consumer(OmmConsumerConfig(configFile). username("MY_USERNAME"). password("MY_PASSWORD"). clientId("MY_CLIENT_ID").…
Hello. I am using EMA Market Price Domain to retrieve market data. Some update messages contain field TRADE_DATE, some update messages does not. Could you please help me to understand if it is related to the fact that Refinitiv aggregates data from different sources and not all of them may have TRADE_DATE? In general, I am…
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