question

Upvotes
Accepted
1 0 1 3

EMA - Query

Hi,

I am new here, trying to implement EMA to get market pricing data for a list of securities. This list will be updated daily. We will be using Solace topics to subscribe. Can we subscribe to a dynamic list of securities and not currency, if yes, how? Also, can we refresh this list dynamically or will we need to restart the process every morning with a new itemlist?

elektronelektron-sdkema-apirrtrefinitiv-real-time
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.

Hello @aastha.sharma ,

Thank you for your participation in the forum.

Is one of the replies below satisfactory in resolving your query?

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

Thanks,

-AHS

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

Thanks,


AHS

Upvotes
Accepted
25.3k 87 12 25

Hi @aastha.sharma

EMA uses RICs for the symbology when consuming Refinitiv Real-Time data.

From your post, can I assume you are consuming data from a Solace feed - via a Refinitiv RTDS system?

Whilst all of our EMA examples specify the required RIC/RICs at startup - you are free to subscribe to instruments (available on your feed) - as and when required.

You can also close all or individual instruments as and when required.

You can subscribe to an instrument by calling registerClient for one or more instruments

  • using a Batch request for multiple instruments with a single registerClient call
  • or calling registerClient individually for each instrument

For each valid instrument you subscribe to, a stream is created and each stream is assigned a unique handle.

You will need to store the handle for each item:

UInt64 handle = consumer.registerClient( ReqMsg().serviceName( "MY_FEED" ).name( "IBM.N" ), client ) 

and then use the handle to unsubscribe each item you no longer require it. e.g.

_pOmmConsumer->unregister(handle) 

for Batch requests, the handle would have to be extracted from the on onRefreshMsg() callback for each subscribed instrument, as the handle returned for a batch request will be closed as soon as the batch request is accepted.

EMA Consumer Example 300 demonstrates close for a subscribed item.

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.

Upvotes
1 0 1 3

Thanks! Also, we want to stream the market price for a list of nasdaq securities (US and Canada) throughout the day, was wondering where can I find a list of RIC's to subscribe to?

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.

Upvotes
25.3k 87 12 25

Hi @aastha.sharma

You can either


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.

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.