SFC API vs Elektron SDK
Sorry if this post seems a bit confusing, but I inherited some legacy code that uses SFC to send and receive data. If I were to switch to Elektron SDK, is there a 1-to-1 mapping of the fields used in SFC to Elektron or are some fields no longer supported im Elektron?
The underlying data being represented by SFC is also represented by the Elektron SDK, they both source data from our IDN/Elektron real-time networks and the data dictionaries used have to be very similar in order to do this;
i.e. Subscribing to any RIC from the Elektron real-time feed using SFC, all the same fields will also be available through the Elektron API.
But there are some additional fields contained in the Elektron data dictionary that cannot be handled by SFC: This simply reflects the fact that the Elektron API's are capable of providing additional data models such as Market-by-price which are now available on our Elektron real-time feed.
Perhaps a more significant change for you will be the fact that SFC has Object representations for the data (Records,Services etc) the Elektron SDK consists of a Message API (EMA) and a low level Transport API.
Hi @daniel.roig
The list of fields you receive from the server is not dictated by the API - it is determined by the data source / server you connect to.
Assuming that you are consuming MarketFeed format data using SFC, the TREP infrastructure can convert a MarketFeed payload to an OMM FieldList - which you would consume using the Elektron SDK.
There maybe some subtle differences in the content of individual fields e.g. OMM data can represent blank fields - whereas MarketFeed can use "+0" to represent a blank price field for example.