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Record/replay timestamps
Hi! Could you please help me with obtaining timestamps from recorded file? I use testclient and testserver utils to replay and record a binary matketdata file. But I wasn't able to find timestamps (time when a current message was recorder by testclient) of recorded messages while receiving data from testserver. I would…
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FIDs SALTIM_NS (14266) and TIMACT_NS (14269) given in per-second resolution?
Hello LSEG, I have a developer who is using rfa7.6.2.L1.linux.rrg Library and Marketfeed protocol. They are looking at example ric code ERST.VI and the fields SALTIM_NS (14266) and TIMACT_NS (14269). Although these fields are meant to be available with nanosecond precision, they say they receive a number which seems to be…
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Sequences of trades/quotes/market updates within the same nanosecond
I'm looking at both the refinitiv real time SDK and the CSV per-exchange data. I see a few cases where (on LSE) we see this sequence of events: market status - opening auction ...events trade (MMT class implies it's outside of opening auction) market status - normal trading The sequence of events as delivered to our…
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How would I get a trading state of a book?
Hi all, I am using `TRTH`s Historical Market Depth API endpoint to retrieve some depth information about ES options, but I would like to know whether the quotes are in OPEN, CLOSED or AUCTION trading state for example. Is that possible and how would one get that information? Cheers
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Not receiving any tick history data for OESX fund (RIC: 0#STXE*.EX)
Hi everyone, I am trying to get historical market depth data for options of Eurostoxx 50 (OESX) and I am using the identifiers I get by using the api.search.historical_chain_resolution(chain_ric, start, end) I get the results and I get a good amount of RIC identifiers: STXE100000F7.EX STXE100000G7.EX STXE100000H7.EX…
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Unable to get any data from Tick Histroy Raw Extraction
Hi, I am trying to get data by hitting the Tick History Raw Extraction API, but I don't get the correct response. This is my request: {'ExtractionRequest': {'@odata.type': '#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryRawExtractionRequest', 'IdentifierList': {'@odata.type':…
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Is there a chain RIC for all S&P 500 mini options (including for quarterly and monthly expiries)?
I have been using the `0#ES+` chain ric to get all identifiers for S&P 500 Mini options. However, this only returns options with quarterly expiration, but it would be preferable if I get monthly expiration. Example: ES2400C8,ES MAR8 2400 C,EIO,USD,,IOM,XCME,C,2400,2018/03/16,A,,2018/03/16,50,INDEX,ES,ESH8, ES2400F7,ES JUN7…
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No data for RIC ALPHAX.BK on 10/24/2022
Hello. I am looking at data for RIC "ALPHAX.BK" on 2022/10/24 during the day. There doesn't seem to be a price for this date, as well as the past several days - is there an issue with market data for this RIC?
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REDI L1 market data in Python
Can you provide an example to get L1 market data from python using REDI api? I cannot find any example.
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Field Dictionary for RtContribute
Good Day, our company is uploading the price levels of equity and fixed income indices with the RtContribution-Formula in an Excel-workbook like this: =RtContribute($C$4,D11,$F$10:$H$10,F11:H11,$C$5) Currently we are using the field items 6,21,79 for TRDPRC_1HST_CLOSEHSTCLSDATE Could you help me out with a Field Dictionary…
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Why are Intraday summaries not showing when the market is pulled?
Comparing the Market depth feed and Intraday summaries feed, I have noticed that Intraday summaries will not report empty when the market is pulled right before the end of the interval. For example, in the RIC ES100R7 these were the market depth feed: ES100R7,Market Price,2017-04-11T23:09:34.885504017Z,-5,Normalized…
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Websocket API for AU AG Stop on Sunday
Hi, We are consuming Websocket API to get live updates for precious metals. Following are some of the instruments that we are using. XAU= EUR= One thing that I noticed is that the feed is not working on Sunday and get ack to work from Monday. Is it the normal behavior or am I missing anything. Best Regards, Thilanka
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Request from a perticular market Ex.LSE
I am going to request precious metals(Gold, Silver, etc...) through WebSocket API. Can I request it from a particular market, for example LSE (London Stock Exchange) ? Following is the request Im doing and its working fine but I am not sure the market it is referring to. { "ID": 2, "Key": { "Service": "ELEKTRON_DD",…
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What is the min/max numerical values and exponents I can submit in a REAL64 that will be successf...
...ully cached in ADH/ADS? I have a Non-Interactive Provider submitting live updates to our corporate RMDS infrastructure. These live updates are deltas and we rely on the ADH/ADS cache to supply the complete image when a consumer requests the instruments. This is fine but in some cases then the values exceed certain…
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SSL(MarketFeed) vs RSSL(OMM) message size reduction
Hello Team, We currently have SSL(MarketFeed) consumer application on Linux developed using older version of RFA C++. Approximately real-time data for 50K~60K RICs are consumed/processed by the application. As the volumes have increased, we are seeing an increase in the peak utilization of the bandwidth b/w the application…
