Requesting bid price at snap times via RFA

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tradingTech
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in RFA

Is it possible to request data at specific snap times via the RFA api? For example, I want to request bid prices for US bonds at 16:00 EST.

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Best Answer

  • Gurpreet
    Gurpreet admin
    Answer ✓

    The snapshot or streaming prices from TREP is always real-time, unless you are subscribing to a delayed service. So, all your application needs, is to request a snapshot at that exact moment (1600 HRS).

    You can use programming language specific scheduling features, or use OS schedular like cron, to trigger your app into requesting data.

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