question

Upvotes
Accepted
1 0 0 1

[RFA]Not getting Level2 data for Singapore Equities data

We can get Hong Kong Level2 Equities data, but same configuration does not work for Singapore.

I attach the level 2 spec for reference.

level-2.pdf

treprfarfa-apilevel-2
level-2.pdf (456.7 KiB)
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvotes
Accepted
24.5k 86 10 22

Hi @haowei.yang

I am not a content specialist so cannot answer your question.

I do know that whilst we try to normalise the fields used - this is not always possible due to legacy reasons or how the originating exchange provides us with the data.

If you require further information I recommend you create a content ticket using the options 'I need help understanding content within the product' and 'Thomson Reuters Elektron Real-Time'

Please provide examples of both type of RICS i.e. those delivering the data on 436-440 and those on 2497-2501 in the query.

A content specialist should then be able to assist you.

You may also find the following tool useful - Data Model Discovery- for exploring fields available for different asset classes from the exchanges.

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvotes
24.5k 86 10 22

Hi @haowei.yang

Can you expand on what you mean by 'Not Getting Level2 data' - what error / status msg do you get back?

There could be more than one reason why you are not getting the data. The Status Mg may help narrow that down.

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvotes
1 0 0 1

Hi Umer,

After investigation, we find Singapore data could be received, but in different FID from HK market. Could you please let us know the reason?rdmfielddictionary.zip

received well market response for SGX Equity

Received Market Price Response: SvcName:IDN_SELECTFEED Symbol:OCBC.SId ResType:1 StreamState:Open DataState:OK StatusCode:None Status:EMS*All is well market price info

but usually for all markets in ASIA we get L2 prices using following FIDs

436,437,438,439,440

but for Singapore Equity we don't get any data on above FIDs, but on checking further the L2 data seems to be on these FIDs

2497,2498,2499,2500,2501

above FIDs are from attached RDMField dictionary file

can you please let us know why only Singapore Equity is not getting L2 data on 436,437,... FIDs ?


icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Hi @haowei.yang,

I'm just following up to check whether you were able to reach a content specialist to help you and/or whether you found a solution.

thanks.