question

Upvotes
Accepted
1 0 1 1

Request for fallback quotes using RFA

Hello,

We have a question related to fallback quotes.

when we subscribe to quotes we get back quotes that are published once a day, and VALUE_DT1 is the value date of the quote.

however for fallback quotes, just VALUE_DT1 is not sufficient, and am looking to get your views on how to request for fallback quotes published on a given date.

we are using RFA library to subscribe to quotes.

thanks

Balaji.

rfa
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.

Now the question is for fallback quotes we need to get quotes for multiple dates and we are trying to understand how to do that mapping and subscribe to get quotes for multiple dates in a single mapping.

1 Answer

Upvote
Accepted
29k 33 11 15

Hello @balaji_soma,

RFA is a Realtime API, intended for Realtime consumption, publication, contribution. An RFA consumer application consumes from/subscribes to a realtime service. Realtime service can be Refinitiv Realtime, for example ELEKTRON, it can be a custom source provided by a publisher. You organization obtains the realtime service via a Realtime product.

If you require to request quotes from the past, from history, to fill a gap, this can be done with a history product, for example Refinitiv Tick History offers bread and depth of history, accessible via HTTP REST API. Refinitiv Data Platform offers limited access to price history, and can be accessed via RDP APIs directly, or via RD Libraries that are ease-of-use libraries.

I would like to suggest contacting your Refinitiv account manager to discuss your organization's history requirements in detail, and help you select the best integration approach(s) for your organization.

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.