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How to access the available FIDs given the CONTEXT_ID of a RIC ?

Depending on the RIC, a subset of the generally defined FIDs is present when subscribing using EMA C++ and the default channel dictionary.

I understand that the FID 5357 (CONTEXT_ID) can be somehow used to deduce the available FIDs.

How can this be done? Is there a way to do this programmatically using EMA C++ ?

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@marian

If I understand your requirement correctly, Do you want to use EMA C++ to get a list of fields by using Context ID?

Basically, EMA and other TREP APIs can just pass only RIC name to the Provider or Elektron Data feed. The field list which available for each RIC depending on Data model used by the feed or service. API or consumer does not have capabilities to get the field list by using some specific field such as Context ID. It could say that the functionality you mentioned is not available in TREP APIs.

From my understanding of Context id, a broad definition is that it represents a specific set of FIDs and associated market logic for a given venue or feed. Context IDs are unique to a single Service and as such, they cannot exist in more than one Service. Essentially if you have a group of instruments that share the exact same characteristics from a single source then they can all share the same context id. In reality, you will get a different context id for different asset classes under the same source eg LSE Equities and LSE Bonds as well as against other sources eg BATS Europe Equities.

The Context Id is currently mastered in Data Model Discovery. EMA API does not have capabilities to access the information from the Data Model discovery tool.

I suggest you contact the Content Specialist team via Contact Us if you want to get more details about the Context ID.

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