I have been tasked with building a component that does the following:
My plan is a twofold approach:
First a "request-response" type request to retrieve a list of all upcoming Economic Indicators (defined by a date range, e.g. the next 3 months)
Second a "subscribe" type request to subscribe to updates (forecast + actual + date changes) on specific RIC codes (for example "USCFNA=ECI")
Does this sound viable?
How would the messages look like that I have to send to the websocket? (I already managed to send a Login message successfully...
I don't believe there's any way to retrieve the list of upcoming economic releases. The best you can do is retrieve the list of all economic indicator RICs for a given country using country economic indicator chain, e.g. <0#ECONALLUS>. Then you can filter the indicators scheduled to be released say in the next 3 weeks based on the value of FIDs ECI_ACT_DT and NDOR_1.