question

Upvotes
Accepted
43 3 6 9

[EMA CPP] Symbol List Data Model (Domain = SYMBOL_LIST) for a specific Exchange and Instrumet

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 ?

Thank you.

elektronrefinitiv-realtimeelektron-sdkrrtema-apielektron-message-apisymbologydata-model
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
47.2k 110 44 60

@cdefusco

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:

You can contact the content team through Get Support at my.refinitiv.com.

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
15.2k 40 12 19

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.

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
43 3 6 9

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 )

Can I set as name the market required to me.?
If this works, I can use also others service name (eg: ELEKTRON_AD) and not only "DIRECT_FEED" ?
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.