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chris.xiao avatar image
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RFA Subscription for Primary Ric and Composite Ric and event registration

For instrument, I want to use primary exchange RIC to subscribe to L1 and only interested in instrument status, Lower Limit and Upper limit price band, and totally ignore any trade and quote events.

If my client is interested in trade and quote, I will use composite RIC to subscribe L1 and only care about trade and quote events.


Question: To avoid to use unnecessary data bandwidth, I would like to know if RFA api allows me to instruct the library to not to send certain events, such as trade, quote, status. Without this support, I would have to ignore event types based on the RIC used.


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pimchaya.wongrukun01 avatar image   pimchaya.wongrukun01

Hello @chris.xiao

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?

If yes, please click the 'Accept' text next to the reply. This will guide all community members who have a similar question. Otherwise please post again offering further insight into your question.

Thanks,

AHS

Jirapongse avatar image   Jirapongse

@chris.xiao

Hi,

Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.

Thanks,

AHS

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moragodkrit.chumsri_1 avatar image
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@chris.xiao

RFA and other TREP/Elektron APIs cannot send a request with filtering options like your scenario. Also, the APIs do not cache the data so that it can not filter the only event you need.

The only option for the user to reduce bandwidth is to use a dynamic view feature to filter only fields list you need on the TREP server side. If you want to filter specific data/events, you have to do it in your application layer, but is still unable to reduce the bandwidth.

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