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ramesh.jitkar avatar image
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Field based subscription with RFA 8

Hi, we are using Java RFA 8 to read market data from TREP server. We are using OMM interface.

We would like to subscribe for an initial snapshot and updates for limited sets of FIDs.

An example program called ItemManager.java is available with RFA8 API but that example code receives update for all the FIDs for a give RDMInstrument RIC as per my observations.

Is there any example that can explain how to subscribe and get update only for limited set of FID say BID and ASK ?

Or otherwise can you provide sample code as reply to this query.

treprfarfa-apifields
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2 Answers

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steven.peng avatar image
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Hi @ramesh.jitkar

You can implement the "view" filter as described in section 3.2.4 of RFAJ developer Guide

The example StarterConsumer_BatchView.java can be found in the RFAJ example folder. Please keep in mind that the ADS you are connecting to needs premium license to implement the Batch and View features. Please check with your Market data team or Thomson Reuters engineer to confirm your ADS license status.

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ramesh.jitkar avatar image ramesh.jitkar

Thanks for your reply, This example worked for me. However I was able to receive Level1 BID, ASK etc. How can I receive Level 2 data also like BEST_BID1(436), BEST_BID2(437), etc. Are these FIDs treated differently by API?

Is there any another example to subscribe Level 2 data that I can refer?

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chavalit-jintamalit avatar image
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Hi @ramesh.jitkar

If your ADS does not have premium license, your view request would be treated as a normal subscription. So your code should be able to handle in case all the available fields are returned.

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