We are using c++, I’m looking for documentation on how I can decide the data dictionary. For example how do I get stock status(open/close/halted/etc) from feed
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Looking for documentation on how I can decide the data dictionary. Ex: Stock status(open/close/halted/etc) from feed
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The data dictionary is used to decode incoming market data messages from the streaming services (feeds). You can refer to this tutorial outlining the general usage. The data dictionary is automatically retrieved from the feeds when you establish a consumer connection - you typically don't need to decide on a data dictionary.
Regarding the status messages, these are delivered by the feeds when you request data. For example, if I'm interested in retrieving market data for a specific stock that does not exist or has been halted, I will receive a status message providing me with this information. The normal behavior of the feeds is that when you request an active, valid stock, you will receive an initial market data image containing up-to-date fields of data. When the data arrives, you use the data dictionary to help decode the fields within that initial market data image - see the tutorial I referenced above.
Is this TRD_STATUS field available with a L1 subscription? Service name of “hEDD” and no domain when subscribing for data. We are connecting via 14002
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You may also find the following existing post on the related topic useful
Trading status - Forum | Refinitiv Developer Community
You can also create a Content query for Refinitiv Real-Time at https://my.refinitiv.com/content/mytr/en/productsupport.html where a content expert may be able to provide more specific information for the exchanges etc that you are interested in if you provide details of exchanges etc that you are interested in when raising the ticket.
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The availability of a particular field for a given RIC will vary depending on originating exchange/data vendor as well as asset class etc.
The equivalent data may well appear in a field other than TRD_STATUS
Therefore, I recommend you raise a Content ticket via My.Refinitiv with details of which exchanges/asset classes etc you are interested in and a content specialist should be able to advise you further.
