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Filtering FIDs
Hello! I would like to filter the FIDs included in messages. From what I understand, dynamic views let you specify which FIDs you want in your request so you only receive those specific fields—please let me know if I’m mistaken. I also came across the concept of server-side filtering. Could you explain what that entails?…
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When looking at StatusMsg, RefreshMsg header I see * via ADS/ADH
When I query for a ticker via ADH/ADS I see the "*" prepended in text field of the message header e.g. the following <statusMsg domainType="RSSL_DMT_MARKET_PRICE" streamId="5" containerType="RSSL_DT_NO_DATA" flags="0x28 (RSSL_STMF_HAS_MSG_KEY|RSSL_STMF_HAS_STATE)" dataState="RSSL_DATA_SUSPECT"…
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Request all constituent symbols for an index in SZSE/SHSE from UPA RDM
Good morning, I would like to use the UPA RDM API to request a list of all constituent symbols for a specific index on the SHSE or SZSE exchange from the SymbolList Domain. In the UPA-RDM Usage Guide it implies that a set of symbol names can be requested from an index. I have read the following article and it doesn't…
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Level 2 Trade information SZSE/SHSE data feeds
Good afternoon, I'm currently processing the UPA Level 1 Market Price Domain messages for the SZSE/SHSE markets to get information about executed trade volumes. This data feed provides 3 second snapshots of the market data volumes. I would like to instead process Level 2 market data, however the only Level 2 domains that I…
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UPA Market Price trade data precision and latency
Good morning, I'm processing the MarketPrice Domain messages from UPA to get up-to-date market volumes for all symbols. I am using the "TRADE TIME" field to get the timestamps for ticks that I recieve. I noticed that the timestamps from messages with tick information are spaced exactly every 3 seconds. Additionally, I…
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Regarding rsslInitChannel
I initially set the blocking option for RsslConnectOptions to true. My program was working fine. I was connecting, was able to login receive updates, all was good. I then decided to move to non blocking style of connection. I set up the connection loop according to the example but after the channel goes into…
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DACS_GetLock do I need to explicitly free the memory for
In the following exmaple : if (DACS_GetLock(30, pcTypePtr, &lock1Ptr, &lock1Len, &dacsError) == DACS_FAILURE) { if (DACS_perror(dacsErrorBuffer, sizeof(dacsErrorBuffer), (unsigned char *)"DACS_GetLock() failed with error", &dacsError) == DACS_SUCCESS) { printf("%s\n", dacsErrorBuffer); } else { printf("DACS_GetLock()…
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where can I find a mapping between Refinitiv Exchange Codes to Market identifier codes (MIC) & Se...
...rvice Names to refinitiv Exchange Codes Example of one such us NSI -> XNSE? Any links for any xls/csv or anyway to extract this data using Java? Example: NEO Exchange NEO-D for NEO-listed securities -----> ???? exchange code
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Can you help clarify my understanding of requesting RICs via a symbol list request?
Hi. I am looking to get a list of all RICs for Shanghai Stock Exchange equities and Shenzhen Stock Exchange equities. I have been referencing this article (https://developers.lseg.com/en/article-catalog/article/all-rics-available-on-elektron-realtime) and I recently found this tool…
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rsslWrite return values.
I am facing an error where I am getting followiong return values from rsslWrite call: -2147483637 or -2147483549. Now the return from rsslWrite in is rtrInt32 (RsslRet), Are the above values returned because of rollover of 32 bits boundaries? Is it safe to assume that a negative value from rsslWrite is because of an error?…
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Is it safe/valid to construct our own RsslBuffers for encoding, decoding, and writing?
Hello. I am wondering if you could help clarify my understanding of RSSL and UPA, as well as answer a question. Say I am in a 64bit Linux environment, designing a C program with a single RSSL channel and two relevant threads, thread A and thread B. Say I have initialized RSSL on thread A with the rsslLocking parameter…
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How do you clear orderbook before new session for MBO
I am working on TREP FH as provider for Market By order domain. My question is how does the TREP FH notify downstream clients to clear the orderbook before start of new trading day? Now I know we can use status message with Clear Cache flag, but wouldn't that also remove the summary data (reference data) with the…
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How to set groupId correctly in TREP FH
I am trying to add groupId to the refreshMsg and statusMsg in TREP FH using the following: RsslBuffer group = RSSL_INIT_BUFFER; group = {2, (char*)"2"}; refreshMsg.groupId = {2, (char*)"2"}; statusMsg.groupId = {2, (char*)"2"}; I see difference in testclient groupId in refreshMsg and statusMsg. Below is the data. Shouldn't…
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Unexpected Encoding Attempted
I am getting the following error: Fatal Error: _levelInfo->_encodingState == RSSL_EIS_ENTRIES, Unexpected encoding attempted (file /local/jenkins/workspace/ESDKCore_RCDEV/OS/OL7-64/rcdev/source/rtsdk/Cpp-C/Eta/Impl/Codec/mapEncoder.c, line 425) Here is the line tha fails: if ((ret = rsslEncodeMapEntry(&encodeIter,…
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ADH does not send close
I am using rmds client to query to TREP FH. I have noticed if I keep restarting the rmds client (meaning start/kill/start) once in a while , the ADH does not send close for a stream and then re-request the same stream when rmds is started. Now TREP FH application has no way of knowing active streams. This leads to TREP FH…
