Background:
We have a created a new JAVA RFA API adaptor.
We wish to subscribe to many Reuters RICs via TREP
The minimum set of fields we wish to read in from these RICs include the following:
BID; ASK; PRIMACT_1; SEC_ACT_1; HST_CLOSE; TRADE_DATE; VALUE_TS1; VALUE_DT 1; QUOTIM_MS;
(potentially more fields will be read)
Questions:
- Upon requesting the RIC will the first update, from Reuters for the RIC, always contain every field supported. In other words should we always expect to receive all 295+ fields to provide a full snapshot of the RIC's fields on startup?
- Once the first snapshot of RICs has been sent by Reuters will we only receive further updates if something changes on the RICs' fields?
- Depending upon the RIC requested, will the subsequent updates from Reuters only provide fields which have changed? Or will the subsequent updates provide all fields relevant for the RIC whether they have changed or not?
- Will the respective Date fields always be sent if the Time fields have been updated?
- Will the latest BID field always be accompanied with the latest ASK field even if only the BID field has changed and the ASK field remains the same?
- Will the latest PRIMACT_1 field always be accompanied with the latest SEC_ACT_1 field even if only the PRIMACT_1 field has changed and the SEC_ACT_1 field remains the same?