Refinitiv RT Market Data Connector
Refinitv Data Connector based on Refinitiv Real-Time SDK
Configuration
Data Connector Parameters
| Parameter | Default Value | Description |
|---|---|---|
| Real-Time Optimized | false | Connect to the Real-Time Optimized |
| Service Name | N/A | Specifies Refinitiv service name |
| Client ID | N/A | Specifies a client id which will be used to connect Refinitiv API |
| Username | N/A | Specifies a username which will be used to connect Refinitiv API |
| Password | N/A | Specifies a username which will be used to connect Refinitiv API |
| Automatic Service Discovery | N/A | If chosen then DC will perform service discovery automatically according to a chosen location. |
| Location | eu-west | Specifies the most appropriate service location. |
| Host | N/A | Specifies a host that will be used to connect Refinitiv API |
| Port | 14002 | Specifies a port that will be used to connect Refinitiv API |
| Trade Condition Fields | N/A | Specifies fields to be set into condition field of trade message (use ',' as separator) |
| Continuous Trading Only | true | When set to true all L1 messages with the value of the field "Instrument Phase" (INST_PHASE 8927) not equal to "Continuous Trading" ("T ") will be skipped. When set to false all L1 messages are sent with "Instrument Phase" (INST_PHASE 8927) written in the "quoteId" field. |
| Set Bid/Ask Size For Currencies | false | Set Bid/Ask Size For Currencies. |
| Predefined Bid/Ask Size For Currencies | 100000 | |
| Output Book Size | 20 | 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. |
Symbology
Supported symbol notations:
| Symbol Notation | Examples |
|---|---|
| SYMBOLNAME | /AAL.L |
| SYMBOLNAME | AGR.NM |
| SYMBOLNAME@l1 | ANE.NM@l1 |
| SYMBOLNAME@L1 | ANE.NM@L1 |
| SYMBOLNAME@l2 | ANE.NM@l2 |
| SYMBOLNAME@L2 | ANE.NM@L2 |
Please use “@” suffix to specify the level of the subscription for each symbol individually. If symbol name doesn’t specify subscription level, the connector will perform subscription according to Message Type Model only.