question

Upvotes
Accepted
cdefusco avatar image
43 ●7 ●13 ●12

[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-sdkema-apirrtelektron-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.

moragodkrit.chumsri_1 avatar image   moragodkrit.chumsri_1

@cdefusco

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query? If so please can you click the 'Accept' text next to the appropriate reply.

This will guide all community members who have a similar question.

Thanks,

AHS

3 Answers

· Write an Answer
Upvotes
Accepted
Jirapongse avatar image
79.1k ●250 ●52 ●74

@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
Gurpreet avatar image
22.1k ●59 ●14 ●21

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
cdefusco avatar image
43 ●7 ●13 ●12

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.

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

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