What is the recommended way to subscribe to all RICs on a particular exchange?
My questions concern a few things about symbol list requests, the ITEM_LIST field of source directory messages and generally segmenting RICs by exchange.
What is the recommended way for me to programmatically, from my C or C++ application, to subscribe to, say, "all RICs on Nasdaq"? I have tried sending a symbol list request for "0#ITEMS", however I received a "record could not be found" response. In addition, what does "0#ITEMS" represent (found in the symbol list sample in the RDM Usage Guide) and how can I find other "symbol list" names?
I fail to find anything specific when searching.
Not a purely programmatic way of doing this. On the ETA side you are approaching this right. However, if the list of NASDAQ is not published by the provider, a subscriber app can not subscribe for it.
How to publish such a list?
On Elektron Edge device, which is probably your source of data, you can define a Broadcast Data Stream containing NASDAQ list.
Broadcast data stream is a simulated broadcast datafeed between the server and client application, that is defined based on criteria, for example, every instrument belonging to NASDAQ (or a static list of instruments united by some other commonality).
Once the BDS exists on EE, a subscriber can subscribe to it, as symbol list model type, via RIC name that has been given to it when it was defined.
Thanks for the info. I think I'm understanding you. So if the EE device had a custom collection configured (e.g. all symbols on nasdaq), I would then be able to send a subscription request for the RIC of that particular collection and receive streaming updates for all symbols in that collection?
Any chance you could point me towards documentation regarding the configuration of the EE or how I might start down this path? I am not having much luck searching for the names in your post.
It is documented in "TRSC for Elektron Edge User Guide". This document is part of EE installation and it is not available here. You should contact your technical account manager or TR technical specialist for help.
The creation of Broadcast data stream must be performed through TRSC, and is not available programmatically through a realtime API. Moreover, the symbol list definitions can be constructed using either a file containing a list of RICs or a database query (SQL) only.