question

Upvotes
Accepted
piotr.wroblewski avatar image
9 ●1 ●0 ●1

RFA/SFC to FIX

Client use a third-party service between the bridge (PrimeXM) and LSEG. This service essentially handles messages between the bridge and Refinitiv LP and converts them to a common language called ‘FIX-based’.

For example, taking 'market data request' type messages from Refinitiv - "give me a ticking feed for Bid/Ask/etc for an equity-type instrument".

We were told however, that PrimeXM can take 'normal' market data (ie. ticking Bid/Ask/etc) from Refinitiv. The issue is that we do not know if they can convert the protocols you use (RFA/SFC/etc) to FIX.

#productfix-protocol
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

3 Answers

· Write an Answer
Upvotes
Accepted
wasin.w avatar image
27.2k ●65 ●17 ●14

Hello @piotr.wroblewski

There is a Mapping FIX to OMM White Paper document available on the following pages:

fix-omm.png

However, the code example on the document is based on the strategic RTSDK, not legacy one like RFA/SFC.

But some information on that document might be help the client.


fix-omm.png (116.4 KiB)
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvote
Gurpreet avatar image
24.5k ●63 ●15 ●21

Hello @piotr.wroblewski,

You will have to reach out to the 3rd party provider to clarify. Our real time data streaming products don't provide data in FIX/FAST protocol.

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvotes
piotr.wroblewski avatar image
9 ●1 ●0 ●1

Thank you @wasin.w and @Gurpreet

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.