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How can I get OPEN/CLOSE message while using EMA API to subscrive Trade and Quote.

elektronrefinitiv-realtimeelektron-sdkrrtema-apielektron-message-apiupdate-message
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@mizanur.kazi

EMA and another Elektron and TREP APIs do not have a particular message type for OPEN and CLOSE. EMA deliver the data to the Application layer as is. Thus, it does not cache the data nor understanding meaning values of data. EMA itself does not know the update message is for the OPEN or CLOSE message. If you are requesting Market Price data, you need to know fields which provide an OPEN and CLOSE price for specific RIC. The application may detect field name OPEN_PRC(Fid 19) and HST_CLOSE(Fid 21) for Open and Historical Close price from the Refresh and Update message. Below is a sample of field definition from RDMFieldDictionary file.

OPEN_PRC "OPENING PRICE" 19 NULL PRICE 17 REAL64 7
!
! Today's opening price or value. The source of this field depends upon the market and
! instrument type.
!
HST_CLOSE "HISTORIC CLOSE" 21 NULL PRICE 17 REAL64 7
!
! Historical unadjusted close or settlement price.

Note that some RIC may use other fields to deliver the OPEN and CLOSE and each Stock Exchange may use different fields to provide the data. It depends on the logic on the data feed side to update the value of CLOSE and OPEN price so you might need to confirm the time and the update logic with the Content Support team.

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