RTO Interest Rate Curve Pricing

Question

I will be using RTSDK API to subscribe to the relevant RICs with RTO service. When subscribing to RIC “0#EURAMMEZ=R”, the response includes a set of elements or sub-RICs provided through the LONGLINK1–14 fields, along with a pointer to the next page in the chain via LONGNEXTLR (1#EURAMMEZ=R).

Item Name: 0#EURAMMEZ=R

Service Name: ELEKTRON_DD

Item State: Open / Ok / None / '***Request Completed'

Name: PROD_PERM Value: 3310

Name: RDNDISPLAY Value: 230

Name: DSPLY_NAME Value: EUR 1M ZERO CURV

Name: RDN_EXCHID Value:

Name: TIMACT Value: 7:59:7:0

Name: CURRENCY Value: EUR

Name: ACTIV_DATE Value: 8 / 6 / 2026

Name: TRD_UNITS Value: INT

Name: REF_COUNT Value: 14

Name: RECORDTYPE Value: 248

Name: LONGLINK1 Value: EURZ=

Name: LONGLINK2 Value: ZERO/1

Name: LONGLINK3 Value: EURZ=

Name: LONGLINK4 Value: EURAMMEONZ=R

Name: LONGLINK5 Value: EURAMMETNZ=R

Name: LONGLINK6 Value: EURAMME1WZ=R

Name: LONGLINK7 Value: EURAMME1MZ=R

Name: LONGLINK8 Value: EURAMME2MZ=R

Name: LONGLINK9 Value: EURAMME3MZ=R

Name: LONGLINK10 Value: EURAMME6MZ=R

Name: LONGLINK11 Value: EURAMME9MZ=R

Name: LONGLINK12 Value: EURAMME1YZ=R

Name: LONGLINK13 Value: EURAMME1Y3MZ=R

Name: LONGLINK14 Value: EURAMME1Y6MZ=R

Name: LONGPREVLR Value:  blank

Name: LONGNEXTLR Value: 1#EURAMMEZ=R

Name: SEQNUM Value: 1

Name: PREF_DISP Value: 11472

Name: PREF_LINK Value:  blank

Name: RDN_EXCHD2 Value:

Name: SEQ_NO Value: 5

Name: CONTEXT_ID Value: 7196

Name: DDS_DSO_ID Value: 8427

Name: SPS_SP_RIC Value: .[SPSCTPDCFIFX1

Name: MC_REC_LAB Value: 4001

Name: INGEST_DT Value: 8 / 6 / 2026

Name: INGEST_NS Value: 7:59:8:398

To retrieve all underlying RICs, I will need to:

* Subscribe to the initial Chain RIC (e.g. 0#EURAMMEZ=R)
* Extract all entries from the LONGLINK fields
* Follow the LONGNEXTLR link to the next chain page
* Repeat until LONGNEXTLR is empty

However, I’d like to retrieve all pillar/longkink directly when I request the Curve RIC 0#EURAMMEZ=R.

•	Is there a way to request 0#EURAMMEZ=R and receive one single message with all the longlinks and their values?

•	If not, can we request directly the RICs of the underlying pillars/longlink related to an Instrument ID (Item Name: 0#EURAMMEZ=R)? In this way, I would receive all the pillars/longlink in one single message.

Jirapongse · Answer

@Gaia

No, RTDSK does not work that way. To retrieve data, the application must open item streams—one stream per item. You can use a batch request in RTDSK to submit requests to the underlying RICs; these requests can be either streaming or snapshot. The application then receives the corresponding responses.

For example, for 100 valid RICs, the application will receive 100 refresh responses. If the application uses streaming requests, it will also receive subsequent update messages for the subscribed RICs.

Gaia · Answer

@Jirapongse thank you. If I already have the list of underlying RICs can I request within one message the value of all the underlying RICs?

i.e. I already have the list of underlying RICs for  the Chain 0#EURAMMEZ=R. I would only need to request and receive the value of all those underlying RICs in one message. Is that possible? How do I request the value of those underlying RICs and receive a response in one message?

Jirapongse · Answer

@Gaia

Thank you for reaching out to us.

For RTSDK APIs, you need to use those steps to retrieve all underlying RICs. For more information, please refer to this Retrieve underlying Instrument of Chain Symbol article.

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