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RTDS API to LSEG

We have LSEG servers installed at our organization. We understand there is an API exposed by LSEG to which we can send a list of RIC for shares we need to get updates for and then start receiving updates for these shares.

Does the API support HTTPS over JSON format with identification protocol of OAuth2?

Can we send u an Excel or CSV file via that API or only a list via the JSON file?

What is the limitation of the size/length of list we can send?

Can I get a sample of that API (structure/input/output)

For the ongoing updates that should be sent back to us by LSEG, following the sending of the file: do you support calling an API and sending each update via that API? do you support publishing a message in a messaging system (we have IBM MQ installed) and than we can subscribe to the specific queue and upload the message with the update?

Thanks

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@eli.harel

Thank you for reaching out to us.

I assumed that the LSEG servers installed at your organization are RTDS (ADH and ADS).

If yes, please refer to the Choosing a Real-time Streaming API article.

Does the API support HTTPS over JSON format with identification protocol of OAuth2?

Yes, the APIs support HTTPS over JSON format but the authentication could be DACS users or token-based authentications. .

Can we send u an Excel or CSV file via that API or only a list via the JSON file?

No. They are request and reponse APIs. The applicaiton needs to sent request messages to the sever to open item streams.

What is the limitation of the size/length of list we can send?

For the WebSocket API, the size of the request message should not exceed the MaxMsgSize defined on the server. Typically, the MaxMsgSize is specified in the login resonse message.

1727059075818.png

In Real-Time SDKs, the number of items in a batch request is limited by the limitations of the data types.

For example, RICs are in an array and the array is in an element list entry.

  • An array currently has a maximum entry count of 65,535
  • The size of the element list entry is limited to 65,535 bytes

Can I get a sample of that API (structure/input/output)?

Please refer the Real-Time SDKs (C/C++, Java, CSharp), and WebSocket product pages on the LSEG developer community.

For the ongoing updates that should be sent back to us by LSEG, following the sending of the file: do you support calling an API and sending each update via that API?

After the applicaion sends a request message to open a stream, the onging updates will flow on that stream. The application needs to read or dispatch updates from that stream.


do you support publishing a message in a messaging system (we have IBM MQ installed) and than we can subscribe to the specific queue and upload the message with the update?

No, the APIs don't provide the out of the box support for any thrid-party messaging systems. Developers need to use our APIs on the support platforms to develop that system. For the support platforms of Real-Time SDKs, please refer to the API compatibility matrix.

In conclustion, you need to refer to the Choosing a Real-time Streaming API article to pick the API that meets your requirements.


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Hello @eli.harel

Assuming that you have RTDS installed on your site, there are various delivery methods that RTDS supports as follows:

1. HTTP REST

The ADS server supports the snapshot requests via REST API. You can find more detail from my colleague Get stock prices using REST with ADS article.

  • The data is in JSON message format
  • About login and entitlement, see "Login and Entitlements" section on that article
  • It is a snapshot request, so no updates.

2. RSSL Connection

The ADS server supports streaming market data via the RSSL connection. It is LSEG's proprietary TCP-based connection that encodes data in a binary format. It is optimized for high data distribution. However, you need to use the RTSDK (ETA or EMA APIs) to connect and consume data from RTDS.

  • ETA API: A low-level Transport API. Provide ultra performance.
  • EMA API: A high-level Message API. Provide high performance with ease-of-use API interfaces.

The RTSDK supports the following programing languages:

GitHub: https://github.com/Refinitiv/Real-Time-SDK

3. WebSocket API

The ADS server also supports streaming market data via the WebSocket connection. The message format is standard JSON message format. It is aims for supporting multiple programing languages and devices.

You can find more detail about the message specification and tutorial from the Real-Time WebSocket API page.

Example code on GitHub: https://github.com/Refinitiv/websocket-api

Real-Time API Common behavior Questions:

Question 1: Does the API support HTTPS over JSON format with identification protocol of OAuth2?

Answer: It support the REST API with the JSON format. However, the authentication is based on DACS server, not the OAuth2. I am not sure about the HTTPS.

Question 2: Can we send u an Excel or CSV file via that API or only a list via the JSON file?

Answer: No, you cannot (either REST, RSSL, or WebSocket connections)

Question 3: What is the limitation of the size/length of list we can send?

Answer: The maximum size that accepted by the server is 65535 bytes.

Question 4: Can I get a sample of that API (structure/input/output)

Answer: See the link of each API/SDK above.

Question 5: For the ongoing updates that should be sent back to us by LSEG, following the sending of the file: do you support calling an API and sending each update via that API? do you support publishing a message in a messaging system (we have IBM MQ installed) and then we can subscribe to the specific queue and upload the message with the update?

Answer: To get updates, you need to use either RTSDK or the WebSocket API. The API/SDK uses its own callback mechanism to send refresh, updates, and status messages to a consumer application, not the IBM MQ. However, you can get data from the API and distributes it to your messaging system.

To learn more about the LSEG Real-Time APIs behavior, check the following resources:



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