We recently implemented a connector compatible with the WebSocket API.
We noticed a difference with the RFA API.
Date values are no more under Eikon format : DD MON YYYY
But there are now under ISO 8601 (as said in the doc) : YYYY-MM-DD
Is there a way to transform them to Eikon format via the WebSocket API ?
The data format between the RSSL connection (used by the RFA API) and the WebSocket connection is different.
The RSSL Connection data is in a binary format (RWF). The RFA API just displays default date data (OMMDate) in the "DD-MMM-YYYY" format for the application. The application can convert or pase the date data to other Date formats based on the application requirements.
The WebSocket connection data is in JSON string format. The server side (RTDS/RTO) converts date data and sends it to the application in the "YYYY-MM-DD" format based on the ISO 8601 format. The application can convert it to other Date formats based on the application requirements too.
Please see more detail regarding the WebSocket API specification from the following resources: