How to find a list of servicenames and what data they provide

Unknown
Unknown
in RFA

I am rather new to Reuters Data Feeds in general since I inherited the code from my predecessor.
The existing code uses the legacy SSL Api to subscribe to Market Data (Economic Calendar Events).
My task is to evaluate RFA to do the same since it seems to be the latest API.

How would I even go about finding out which services are available and what data they provide?
In the existing solution the service "IDN_SELECTFEED" seems to be used whereas all the code samples seem to use the service "DIRECT_FEED"..

I did not find any service-specific documentation for either. Could you please point me in the right direction?


Kind regards,
Wolfgang

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Best Answer

  • umer.nalla
    umer.nalla LSEG
    Answer ✓

    Hi @wk_deprecated_0 Wolfgang

    The DIRECT_FEED service is just a dummy name used by the examples - if you examine the code for the Provider examples they also use DIRECT_FEED. This would allow you to run a Provider and Consumer example locally to do some basic testing.

    In terms of actual service names, these are often set by your local MarketData teams (or in agreement with your account manager for hosted / managed implementations).

    IDN_SELECTFEED is a name that was commonly used by Market Data teams to publish our older IDN realtime consolidated data feed.

    IDN has been replaced by the newer ELEKTRON feed,but many organisations continue to use the IDN_SELECTFEED (or IDN_RDF) names internally for continuity purposes.

    The Elektron realtime feed provides over 50 million RICS from 500 exchange-traded and OTC markets across various asset classes such as Equities, Fixed Income, Money markets etc, as well as Third Party broker data and realtime News.

    To be honest, it would be better if you identified what data you are after and then confirm with your account manager or our Data Content Helpdesk (select Thomson Reuters Elektron Realtime -> I cannot find content I am looking for) if we provide that data on Elektron.

    Also, in terms of your choice of RFA, I would strongly urge you look at the Elektron Message API instead - which is our newer strategic API, as well as being generally much easier to learn and implement than RFA. You can find more detail regards EMA under the Elektron SDK section of this website Elektron SDK C/C++ / Elektron SDK Java.

    Elektron SDK consists of Elektron Transport API (low level / highest performance) and Elektron Message API (High performance ease of use layer).

    In the above links I recommend you check out the Overview, Quick Start and Tutorials tabs. You will also find download and documentation tabs.

Answers

  • Unknown
    Unknown

    Hello Umer,

    thank you for the quick response!

    What you wrote is a bit depressing to me... Because I am a .NET developer I more or less don't have a choice but to use RFA since Elektron is not available in .NET.

    Is there a plan to change that?

    And yes... I agree - RFA is not exactly intuitive or easy to learn...

    Regarding which data I am after:

    I am trying to build an internal service to priovide market calendar events (economic calendar) ... so for a (predefined) list of RIC codes I would like to receive updates when an event changes (should be created / modified / deleted)

    Properties I would be interested in:

    • Forecast Value
    • Actual Value
    • Date of the Event

    So I should ask a (presumable non-technical) person in our organization about where exactly I can get this information? Is there no documentation? A list of everything that is available?

    Thanks for the support!

    Kind regards,
    Wolfgang

  • umer.nalla
    umer.nalla LSEG

    Hi @wk_deprecated_0 Wolfgang,

    If you are using .NET then i would explore / evaluate the Websocket API which has some C# examples. The Quick Start tab has a Connecting to TREP section which I believe will be applicable to your situation.

    In terms of actual Data Content queries it would be best to contact the Content Helpdesk - as they will be able to put you in touch with the right specialist for the data you are interested in. As you can imagine, with over 50 million instruments across various Asset Classes it is important you speak to the right person. Alternatively, if you can ask your Market Data team to put you in touch with your organisation's Thomson Reuters Account manager - they may be able to arrange access to the right Content specialist.

    In terms of Content documentation, you can take a look at the Data Model Discovery tool or the RIC Search Tool

  • umer.nalla
    umer.nalla LSEG
    https://community.developers.refinitiv.com/discussion/comment/32807#Comment_32807

    Hi @32659533-f0f4-474c-99ce-5f920d564ec6

    Forgot to mention that you will need version 3.2 of TREP installed at your site in order to use the Websocket API facility. Please check with your MarketData team which version they are using.

  • Unknown
    Unknown

    Hi Umer,

    thank you very much! You have been most helpful in getting a general picture of "what's what" ... I will try and evaluate the Websocket API then and see how far this will get me.

    In regards to "which data" - I can understand that based on the sheer number of data it might take some time to find the right "entities" and properties...

    One last question:

    Are there any plans to get the Elektron API also to .Net?

    Thanks again!

    Wolfgang

  • umer.nalla
    umer.nalla LSEG

    Hi @wk_deprecated_0

    There are no current timescales for an Elektron .NET version....

  • Unknown
    Unknown

    Hello again,

    I have hit another roadblock it seems... Unfortunately our organization does not yet use version 3.2 of TREP but 3.0.4 - it seems that Websockets are out of the question.

    Right now it seems we have this in use: Legacy SSL

    Would you recommend going from there to RFA?

    Is there any other viable option to upgrade our .Net client to?

  • umer.nalla
    umer.nalla LSEG

    Hi @wk_deprecated_0

    You could ask your MDS team if they would be prepared to install a v3.2 ADS for you in a test environment (as they will be upgrading sometime in the future) and it would not be the ideal situation for you to use an older API for a rewrite of an even older application. One of my recent clients did just do that - they had several months to go before the planned v3.2 upgrade so they installed it for a development team on a test server - which was used in the interim.

    Otherwise, your only option for .NET would be RFA.NET. Clients in your situation are still using RFA.NET and we should continue to release maintenance versions for the foreseeable future.

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