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Can anyone point me to articles on how to setup/program up a real-time market data source on TREP 2.6 ?

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Hello @ralphh,

The source on TREP 2.6 is often referred to as provider, you will find lots of info on this portal on provider development, and I would not go with RFA API if today I was writing a new provider.

Instead, I would code it in EMA. EMA API belongs to Elektron Suite of APIs and is newer, more efficient, will less coding effort required.

EMA consumer and provider applications work with TREP 2.6.

I would start with EMA getting-started materials, for example

EMA Java Quickstart Guide and

EMA Non Interactive Provider Tutorials for step-by-step to creating a provider.

There are similar materials on EMA C++ provider available Elektron C++ area.

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