Hi - when using the RFA api, how do I subscribe to real time trades, quotes, corrections and cancellations messages? Is there a data dictionary for the fields I can subscribe to for each event type?
You can refer to the complete set of tutorials which provide guidance to request streaming data from Refinitiv streaming services. Within our streaming APIs, you can refer to the data dictionary files called: RDMFieldDictionary and enumtype.def
In addition, you can refer to the Refinitiv Data Model Discovery tool.
Note: If this is new development you are planning, I would recommended you use our strategic streaming Elektron SDK. The TREP APIs, i.e. RFA are in maintenance mode only.
For tutorials on how to consume MarketPrice date please visit the RFA page and select your required version i.e. C++, Java or .NET.
From there, select the Tutorials tab and work through the tutorials on MarketPrice Data.
Once you have worked through the tutorials you will have a basic understanding of how to consume Trade + Quotes data.
When you subscribe to any instrument you will receive the current Market State in a Refresh Msg. After which you will receive an Update message when Market activity occurs. In the Update message header there will an UpdateType attribute which can indicate things like quote, trade, correction, market digest, closing run etc. See some of the following posts on UpdateType: