question

Upvotes
Accepted
Neon avatar image
20 ●1 ●2 ●4

How to download market data real time using ema

Hi there,


I'm writing a listener to download real time market data using the ema lib but there are quite a number of large documents and I found it hard to know which one to look for for what I need..

For instance where do I found all services name available, I'm assuming "DIRECT_FEED" is what I want.

I also I want to retrieve data price and volume for a high number of security so I'm assuming I need to make a batch request but I only want top of book so what do I set for that?

ElementList batch = EmaFactory.createElementList();
OmmArray array = EmaFactory.createOmmArray();
array.add(EmaFactory.createOmmArrayEntry().ascii("TRI.N"));
array.add(EmaFactory.createOmmArrayEntry().ascii("IBM.N"));
batch.add(EmaFactory.createElementEntry().array(EmaRdm.ENAME_BATCH_ITEM_LIST, array));

Additionally assuming "DIRECT_FEED" is what I need how do I know what type of messages it returns and its message protocol like whether I get a finished message at the end of the day and so on.


Much appreciated,
Richard

elektronrefinitiv-realtimeelektron-sdkema-apirrt
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

wasin.w avatar image   wasin.w

Hello @Neon

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


If so please can you click the 'Accept' text next to the appropriate reply? This will guide all community members who have a similar question.

Thanks,


AHS

wasin.w avatar image   wasin.w

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

Thanks,


AHS

1 Answer

· Write an Answer
Upvotes
Accepted
wasin.w avatar image
24.6k ●54 ●17 ●14

Hello

The "Service Name" is the Refinitiv Real-Time Distribution System Service name which is based on your Market Data System. The "DIRECT_FEED" is the name used by the RTSDK examples, I suggest you check with your market data team to confirm the service name in your environment.


I highly recommended you take a step back and check the 10 important things you need to know before you write a Refinitiv Real-Time application article first. This article will give you basic information about Refinitiv Real-Time concept. Once you feel familiar with the concept and data, you can find more resources about the Real-Time SDK from the following pages:


icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Neon avatar image Neon

Thanks for the link, much better than going through 100s of doc pages.

wasin.w avatar image wasin.w Neon

Hello @Neon

The other resources that might help you are the following:

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.