Looking to understand what FIDs are available when subscribing to real-time quotes via Elektron JAVA RFA API. Specifically looking for FIDs that indicate pre and post market hours to distinguish from quotes during the main trading session. Thank you!
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Hello @joshua.phillips
You can find the complete set of FIDs available for any RIC in Thomson Reuters Data Model Discovery - https://thomsonreuters.fixspec.com/specserver/specs/reuters
If you cannot access/login to the web page, please contact Thomson Reuters Account team.
To get the list of FIDs for a RIC, you need CONTEXT_ID of the RIC which can be got by subscribing the RIC and it is in the field id 5357 as an example shown below:
FIELD_ENTRY 4763/RETRAN_IND: 1 (1) FIELD_ENTRY 4981/TRTN: 1.03 FIELD_ENTRY 4982/TRTN_3MT: -4.89 FIELD_ENTRY 5357/CONTEXT_ID: 1070 FIELD_ENTRY 5615/YR_TRTN: -1.74
In this case, CONTEXT_ID is 1070.
Then, open the web page and fill the CONTEXT_ID in Search text box:
The document will be shown then click it.
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Then, the list of FIDs for the RIC and their details are shown:
If you cannot still find FIDs that indicate pre and post market hours, you should contact the feed/data team who is data/FIDs specialist and can help you on this. RFA does not know the meaning of the FIDs, it just passes data as it receives from the feed to the application. You can submit the queries to the data team directly via My Account: https://my.thomsonreuters.com .After you log in, click "RAISE A CASE" then "Product Support". Then, select your subject e.g. “I need help using the product”. At “Select product”, select the feed e.g. “Thomson Reuters Elektron Real-Time”. If you cannot access My Account web/submit the query, please contact Thomson Reuters Account Team.
