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amahdy avatar image
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Request for Information on Subscribing to All Market Trades

Hello,

I am writing to inquire about the process of subscribing to all market trades at once. I am interested in gaining access to real-time information on trades happening across single market in a concise way,
the only way i currently see is by either sending Single / Batch request for all RICs in order get the market data, is there is a way using only single RIC, something like subscribe to `.EGX` on MarketPrice domain and subscribe to all RICs under that exchange directly?

Could you please provide me with guidance on how to accomplish this regarding the Subscription process & Decoding Process.

Thank you in advance for your assistance. I appreciate your time and expertise in helping me understand how to subscribe to all market trades conveniently.

Extra Info:
Using: ELEKTRON_DD - RFA.NET

Best regards,
Amr Mahdy

elektronrfa#content.net
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raksina.samasiri avatar image   raksina.samasiri

Hi @amahdy ,

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?

If so please can you click the 'Accept' text next to the appropriate reply? This will guide all community members who have a similar question.

Thanks,
AHS

wasin.w avatar image   wasin.w

Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.

Thanks,


AHS

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Gurpreet avatar image
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Hi @amahdy,

There is no mechanism to blanket-subscribe to all the instruments from a venue.

If the market you are interested in has a chain RIC, then you app should be able to get the constituents of the chain and subscribe to them in a batch request. You can read this article on how chain decoding works. The article is for EMA API, but the same concept would work for RFA as well. There is also a Chain example shipped with RFA .NET.

Another option is to use Symbol List domain, if it is supported by the market that you are interested in. You can ask content support at my.refinitiv.com, if the Chain or SymbolList is available for your market.

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