Can I use "Symbol List Data Model (Domain = SYMBOL_LIST)" to load only symbols associated to an exchange and/or instrument type?
For example, Can I load all symbols referred to Futures Instrument in Eurex Market?
If this is possible, what is it the best way using DomainType=MMT_SYMBOL_LIST ?
ou may need to contact the content team to verify that if there is a symbol list RIC available for the required market. If yes, you can use that RIC with ELEKTRON_AD and MMT_SYMBOL_LIST domain.
Otherwise, you may ask for chain RICs. Chain RICs can also provide a list of items in the market. You can request chain RICs by using MMT_MARKET_PRICE domain.
For more information regarding chain RICs, please refer to the following articles:
Hi @cdefusco, the symbol list model is not supported by every listing venue or instrument type. When supported, it will contain all the instruments for that venue. For e.g a Symbol List for a direct feed for NYSE will contain all the NYSE listed symbols only.
For example, If I use this code:
AppClient client; OmmConsumer consumer( OmmConsumerConfig().host( "localhost:14002" ).username( "user" ) ); UInt64 handle = consumer.registerClient( ReqMsg().domainType( MMT_SYMBOL_LIST ).serviceName( "DIRECT_FEED" ).name( "MARKET_REQUIRED" ), client )