For a deeper look into our Elektron API, look into:

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials |  Articles

question

Upvotes
Accepted
7 2 3 6

Electron over Cloud and Realtime Data bars

we subscribe to Elektron over Cloud (AWS) via websocket.

We get realtime streaming data fine. Trades come in as "Conflated: False"..Would this mean that we are seeing every "tick"? I notice gaps in the sequence numbers, so I am thinking there are some missing trade ticks.

We would like to compute 1-second bars from the realtime trade data. I realize that without every single tick, that I may miss a "high" or "low" within a timeframe. Also, i'm not sure which field to pay attention to for the volume. Any help would be appreciated.

refinitiv-realtimeelektron-sdktreprdp-apiwebsocketsrrtotick-dataaws
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
24.7k 86 10 22

Hi @bgonzales

The ERT in Cloud is a 'Trade Safe' conflated service - so you should receive every trade as well as conflated quotes - at a rate of maximum 3 quotes a second.

The sequence number gaps would be as a result of the quote type updates being conflated.

For the volume field I recommend you create a content type ticket and discuss with a Content specialist - as the field may vary depending on asset class, exchange etc.

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
12.5k 59 39 63

Hi @bgonzales,

The ERT in Cloud realtime service is a conflated service and not full tick. If you are interested in full tick data, you will need to communicate to an EaaS (Elektron As a Service).

When working with higher throughput, full tick data, I would recommend you use one of the Elektron SDK APIs which is a fully manage solution providing optimized data delivery.

Reach out to your Refinitiv Account Manager for more details.

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
7 2 3 6

Thank you for the replies. I will follow up with the suggested services. So, @Umer Nalla would trade safe imply that we may miss some quotes (level 2 type data), but not miss any trades. Is this correct?

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
24.7k 86 10 22

Hi @bgonzales

That is correct - as per your previous post on a related matter, Trade type updates are not conflated when Trade Safe conflation is used.

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.