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Question by ashkan.s · Dec 30, 2019 at 02:43 PM · apic#c++market data

Which is the latest market data API (RMDS) to use? for C++ & C#

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Answer by wasin.waeosri · Jan 06, 2020 at 04:23 AM

Hello @ashkan.s

The latest Market Data API for Elektron is the strategic Elektron SDK family.


The Elektron SDK Family (C++ and Java Editions) is a suite of modern and open APIs that aim to simplify development through a strong focus on ease of use and standardized access to a broad set of Refinitiv and proprietary content and services via the RSSL connection and OMM message. The capabilities range from low latency/high performance APIs right through to simple streaming Web APIs.

The Elektron SDK stack contains a set of capabilities ranging from low level ‘Transport’ interfaces to very high level content aware stateful interfaces. The SDK consists of two following APIs

  1. Eletrkon Transport API (ETA): Formerly known as UPA, or Ultra Performance API, this API provides access at the transport layer for Thomson Reuters Elektron Feeds and Thomson Reuters Enterprise Platform (TREP). This API provides the highest level of performance, scalability and tune-ability.
  2. Elektron Message API (EMA): The Elektron Message API is a data-neutral, multi-threaded, ease-of-use API providing access to OMM and RWF data. As part of the Elektron Software Development Kit, or Elektron SDK, the Elektron Message API allows applications to consume and provide OMM data at the message level of the API stack.

Note:

  • The Elektron SDK Family (C++ and Java editions) supports MiFID II
  • The Elektron SDK Family (C++ and Java editions) supports only RSSL connection and OMM message

You can find more detail regarding the EMA Java from the following resources

  • Elektron SDK Family site (https://developers.refinitiv.com/elektron)
  • Developer Webinar: Introduction to Enterprise App Creation With Open-Source Elektron Message API (https://www.youtube.com/watch?v=2pyhYmgHxlU)
  • Developer Article: 10 important things you need to know before you write an Elektron Real Time application (https://developers.refinitiv.com/article/10-important-things-you-need-know-you-write-elektron-real-time-application)
  • Elektron SDK C++ Quick Start (https://developers.refinitiv.com/elektron/elektron-sdk-cc/quick-start )

elektron-sdk-diagram.png (109.0 KiB)
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Answer by chavalit.jintamalit · Dec 31, 2019 at 04:48 AM

Hi @ashkan.s

This is the page for Elektron APIs.

They are the current strategic API for "TREP" (RMDS is the legacy term, now it is "TREP")

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