We are developing a Consumer application. In certain circumstances, we would like to subscribe to all instruments supplied by a given Provider. Is there any way to make a "wildcard" request, as opposed to submitting a batch request containing all RICs?
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Not really. Some services (like Thomson Reuters Elektron feed) literally expose millions of data items and the set changes in real-time.
However a service can voluntarily expose a symbol list with the data item names that the service provides. This is exposed as part of the service info (more precisely Source Directory response message, INFO filter).
You can see this information using TRexplorer.
Once you've connected then just right click the appropriate Service node. This will show you all relevant attributes of a Service. Here's an example:
I have to warn you though, that most providers do not use this feature as it was only introduced a couple of years ago in the RDM. And for some providers it just doesn't make sense to expose such a list.
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Who is the Provider? TR allows the use of chains to subscribe to groups of symbols, e.g., 0#.SPX is the chain for the S&P 500.
