LSEG (RFA) Market Data Connector
LSEG (RFA) Data Connector based on LSEG Robust Foundation API.
Configuration
Data Connector Parameters
| Parameter | Default Value | Description |
|---|---|---|
| Host | N/A | Host/IP address of the LSEG RFA server. |
| Port | N/A | Port of the LSEG RFA server. |
| User Name | N/A | User name for connecting to the LSEG RFA server. |
| Service Name | N/A | The name of the concrete service to connect to. If service name is not specified, the data connector will connect to the first available service. |
| Exchange Name | LSEG | Exchange name for this session. |
| Output Book Size | 10 | Size of the output book. |
| Snapshot Interval | 10S | This property sets an interval in seconds between periodical Level2 snapshots which sent to Aggregator. Snapshots will be generated as soon as this threshold is exceeded AND the next increment message arrives. Conversely, snapshots are NOT generated every period if no data is coming in. Default value is 10 seconds. |
| Use MarketPrice Domain | false | Use a separate 'MarketPrice' domain for getting L1 (BBO) updates instead of generating L1 data from the top of L2 oder book. Also, using a separate 'MarketPrice' domain allows you to get information about trades. Default value for this option is false. |
| Use Classic Data Model For L1 Data And Trades | false | Use Classic data model for L1 (BBO) data and trades. If this option is enabled, data connector will generate Best Bid Offer Messages for L1 data and Trade Messages for trades instead of Package Header messages with L1 Entries and Trade Entries. This feature is only available if the 'MarketPrice' domain is enabled. Default value for this option is false. |
| Set Bid/Ask Size For Currencies | false | Set Bid/Ask Size For Currencies. |
| Predefined Bid/Ask Size For Currencies | 100000 | |
| Start Time | 18:00:00 | Start time of the session in the 24-hours format (HH:MM:SS). Default value is 18:00:00. |
| Start Day | SUN | Day of week of session start. Default value is SUN. |
| End Time | 17:00:00 | End time of the session in the 24-hours format (HH:MM:SS). Default value is 17:00:00. |
| End Day | FRI | Day of week of session end. Default value is FRI. |
| Time Zone | America/New_York | Time zone of start/end session time. Default value is America/New_York. |
| Daily/Weekly | true | If this parameter is true, the session will start/end every day. |
Symbology
Supported symbol notations:
| Symbol Notation | Examples |
|---|---|
| RIC symbol | FGBMM5 |