I would like to ask if it is possible to retrieve real time prices for FX for milliseconds interval?
Like EURO/USD price every millisecond?
Looking forward to hearing from you.
@0c62b574-a087-4b69-8ba8-1f3ad682f116 the real-time feed that you are getting with Eikon may be conflated (i.e. you are not receiving all of the ticks, but, let's say 3 or 5 per second), this depends on the variant of your Eikon. I suggest you contact your account manager for more information on this.
The field that gives you the timestamp down to a millisecond is QUOTIM_MS.
Eikon gets streaming market data from Elektron, so the data is essentially the same whether you get a datafeed or a market data terminal. The most important difference is with Eikon being an end user product you're licensed to use any data you retrieve from Eikon for the individual user's use only. With Elektron datafeed you can use the data in enterprise or server side applications. There are numerous other considerations that may or may not be important for you: market data infra, conflation & latency, technology stack, application performance (however you define it) etc. The best way to go about selecting the right product for your use case is to speak with your Refinitiv account manager as @Zhenya Kovalyov suggested. If you're not yet a Refinitiv client and do not have an account manager, you can either call Refinitiv office in your country or use generic sales contact form following the link below.
We do have an Elektron account, we just received the credentials. We eventually go with Elektron C++.
I have a couple questions if you can help:
We want to get forex prices live for many symbols like USDEURO in milliseconds.
1) I tried the very first example in Elektron SDK Cons100 but i don't know the host-port and user name to connect. How do i get these info?
2) The data must be collected as long as the service runs. Can i write a windows service to collect those data? The service must be receiving multiple symbols like AUD/CAD, EURO/USD, AUD/CHF, EURO/JPY along with their prices. How can that be accomplished?
3) Which API is better to use EMA or ETA?