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How to map the same securities but in different exchanges:

Below is an example of tickers with same securities but in different exchanges:

Ticker Exchange

VOWG.DE Xetra

VOWG.F Frankfurt

VOWG.H Hamburg

What we want to do is, for example, we’ll only subscribe to real-time data for Xetra and will set up a fallback logic to map the RT data to all other Germany exchanges. Can you advise on the working around with this?

rrto
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Hi @zoe

I would suggest you subscribe to all 3 securities but only process 1 within the application. For all 3, you can manage an internal cache so the cache is up-to-date. Anytime you wish to "fallback", the other 2 are available. Alternatively, you can subscribe to 1 and when you want to fallback, you subscribe to the other. When you subscribe to the other, you will receive a full image with all the date up-to-date.

Where are you retrieving your streaming data and what API, if any, are you using? For example, we have libraries that will manage the cache in-memory.

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Hello @zoe ,

Please see this previous discussion thread for the relevant information.

Additionally, if you have access to Refinitiv Data Platform (RDP SearchLight) you can do elegant programmatic searches, for example:

https://{
                {RDP_HOST}}/discovery/searchlight/v1/
{
    "View": "EquityQuotes",
    "Filter": "(RIC eq 'VOWG.*' or RIC eq 'MSFT.*') and not (RIC eq '*^*')",
    "Select": "RIC,CompositeRIC,IssuerCommonName,ExchangeName",
    "Top": 500,
    "Skip": 0
}

Resulting in:

{
    "Total": 91,
    "Hits": [
        {
            "RIC": "MSFT.O",
            "IssuerCommonName": "Microsoft Corp",
            "ExchangeName": "NASDAQ Global Select Consolidated"
        },
        {
            "RIC": "MSFT.NS",
            "CompositeRIC": "MSFT.INx",
            "IssuerCommonName": "Megasoft Ltd",
            "ExchangeName": "National Stock Exchange of India"
        },
        {
            "RIC": "MSFT.AM",
            "IssuerCommonName": "Masafat for Specialised Transport PSC",
            "ExchangeName": "Amman Financial Market"
        },
        {
            "RIC": "VOWG.DE",
            "CompositeRIC": "VOWG.DEU",
            "IssuerCommonName": "Volkswagen AG",
            "ExchangeName": "Xetra"
        },
...

Hope that this information helps

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Thanks @zoya faberov

Let me further clarify, ride on the above example, client had subscribe to real-time data for Xetra and when they looking for VOWG.F (Frankfurt) , they would like to apply an automatic logic to check if it is RT and map all other Germany exchange to Xetra for RT data

are there any logic or sample we can advise to client for working around with this?

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Hi @nick.zincone client using python and having data via RTO THanks

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Hi @zoe

Using the Refinitiv Data Library for Python, you can look at the following example that demonstrates how to subscribe to multiple instruments that will be managed within a cache. The details are outlined within this tutorial.

With this example as a guide, you can subscribe to the same instrument from different exchanges..

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