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ASPEN RESEARCH GROUP DOCUMENTATION
802 Grand Ave Suite 120 Glenwood Springs CO 81601. Tel. (970) 945-2921 Reuters Reference Guide Aspen Research Group Documentation
ASPEN GRAPHICS FOR REUTERS REFERENCE GUIDE
Aspen Research Group, Ltd. 802 Grand Avenue, Suite 120 Glenwood Springs, Colorado 81601
Sales: (800) 359 1121 Support: (970) 945 2921 Telefax: (970) 945 9619
Information in this document is subject to change without notice. No part of this document may be reproduced or transmitted in any form or by any means, electronic or mechanical, for any purpose, without the expressed written consent of Aspen Research Group, Ltd.
Aspen Research Group and Aspen Graphics are registered trademarks of Aspen Research Group in the United States and other countries.
© 2000, Aspen Research Group, Ltd. All rights reserved.
Arial and Times New Roman Fonts. © 1991 The Monotype Corporation.
Windows, Windows NT, Windows 95 and Windows 98 are registered trademarks of Microsoft Corporation in the United States and other countries.
SPARCstation™ is a trademark of Sun Microsystems. Kobra® is a registered trademark of Reuters. RTW® is a registered trademark of Reuters. Selectfeed® is a registered trademark of Reuters Selectfeed Plus® is a registered trademark of Reuters SSL® is a registered trademark of Reuters. Tibco® is a registered trademark of Tibco. Triarch® is a registered trademark of Reuters. AMS SelectFeed Plus® is a registered trademark of Reuters
This document describes software designed to monitor stocks, commodities, and other market instruments. Using this software to sell or purchase these instruments may have significant financial implications. Please consult a professional before using Aspen Optionalysis or other Aspen Graphics features to buy or sell these instruments.
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Reuters Reference Guide
REUTERS REFERENCE GUIDE...... 3
FIGURES & TABLES ...... 9
FIGURES ...... 9
TABLES ...... 9
REUTERS TERMS...... 10
THE REUTERS AMS BOX: AN OVERVIEW ...... 11 Interactive vs. Broadcast Data...... 11 Interactive Data: Pros and Cons...... 11 Interactive (Duplex) Data Communication: An Example ...... 11 GETTING HELP...... 13
CONTACTING REUTERS TECHNICAL SUPPORT ...... 13
CONTACTING ASPEN RESEARCH GROUP, LTD. TECHNICAL SUPPORT ...... 13
REUTERS INSTALLATION AND CONFIGURATION ...... 14
REUTERS PAGE CONVERSIONS ...... 14
AMS BOXES/PLATFORMS SUPPORTED BY VERSIONS 3.60A/3.60B ...... 14
SUPPORTED REUTERS OPERATING SYSTEM/CONFIGURATIONS...... 14
REUTERS INSTALLATION REQUIREMENTS ...... 14
AMS BOX CONFIGURATION SETTINGS...... 15 AMS System Protocol Settings...... 15 MF Protocol Settings ...... 15 Keystation Settings...... 16 SelectFeed Plus Box Sizes ...... 16 AMS BOX INSTALLATION PROCESS...... 17
MANDATORY REUTERS SETUP.TXT PARAMETERS ...... 17 AMS_IP_ADDR=...... 17 AMS_IP_PORT= ...... 17 CONFIGURING A REUTERS SYSTEM: AN EXAMPLE ...... 17 Custom Reuters Network Configurations...... 18
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WATCHLIST LIMITATIONS AND ASPEN GRAPHICS SOLUTIONS ...... 18
WATCHLIST: A WORKING DEFINITION ...... 18 Determining the optimal watchlist size...... 18 Watchlist IDX...... 19 Floating Instruments...... 19 Aspen Server Backfilling...... 19 Reuters Setup.TXT Parameters ...... 19 OVERCOMING INTERACTIVE DATA DELAYS ...... 19
CREATING A PERMANENT WATCHLIST...... 20
THE PERMANENT WATCHLIST: BEFORE YOU BEGIN ...... 20 Displaying the RT Permanent Watchlist Window...... 20 RT Permanent Watchlist Dialog Fields ...... 21 The Permanent Watchlist: Supported Symbols ...... 21 Entering Instruments in the RT Permanent Watchlist Dialog ...... 21 Watchlist Symbol Entry Examples ...... 22 Removing Instruments from the RT Permanent Watchlist ...... 22 LOGGING AND VIEWING THE WATCHLIST (CURRLIST) ...... 22
PARTITIONING THE WATCHLIST WITH MAXWATCHLIST=...... 23 A multi-server partitioning example ...... 23 SERVER PARTITIONING EXAMPLE...... 23 A SINGLE SERVER PARTITIONING EXAMPLE ...... 24 REINDEXING WATCHLIST.IDX...... 24 To Reindex the WATCHLIST.IDX...... 24 DELETING THE WATCHLIST.IDX...... 24
REUTERS SETUP.TXT PARAMETERS ...... 25
MANDATORY REUTERS SETUP.TXT PARAMETERS ...... 25 AMS_IP_ADDRESS...... 25 AMS_IP_PORT(6500)...... 25 OPTIONAL REUTERS SETUP.TXT PARAMETERS ...... 25 AMS_RECVBUF_SIZE...... 25 AMS_SENDBUF_SIZE...... 26 MAXPROSPECT...... 26 MAXWATCHLIST (99999)...... 26 MAXWINDOW (64) ...... 26 NEWSXCHFILTER...... 26 PROSPECT END (1)...... 27 PROSPECT START (19)...... 27 RESCALE (10000) ...... 27 TS1PREFER (OFF)...... 27 A WARNING RE: EXISTING JY AND MP FUTURES DATA...... 28
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REQUEBUFSIZE ...... 28 RTEODUPINT...... 28 RTSHARE (3)...... 28 TICKBUFSIZE...... 28 WLBREATHE(50)...... 28 REUTERS COMMAND LINE ARGUMENTS ...... 28 MLOG ...... 28 NOFEED...... 29 NONEWS...... 29 QPAGES=0...... 29 REUTERS INSTRUMENT CODES ...... 30
ENTERING REUTERS INSTRUMENT CODES ...... 30 When to Use Quotation Marks...... 30 When to Use Reuters Exchange Suffixes...... 31 Exchange Suffixes and Page Conversions...... 31 Suffix Identifiers...... 31 Smart-Case-Folding ...... 31 Meta-Keys...... 32 SHIFT+ENTER META KEYS ...... 32 CTRL+ENTER META KEYS ...... 32 REUTERS LEADING COMMA AUTO QUOTING ...... 32 Reuters RTQUOTE and RTCHAIN Windows ...... 33 RTQUOTE WINDOWS...... 33 RTCHAIN WINDOWS ...... 34 Reuters Macro Examples ...... 35 Reuters Futures and Options Prospecting Symbols ...... 35 Reuters Composite Equity Symbols ...... 35 Combined Volume and Open Interest (TOT) Symbols...... 36 HELPFUL REUTERS INSTRUMENT CODE TEXT PAGES ...... 36
REUTERS CURRENCY CROSS RATE TEXT PAGES...... 37
DISPLAYING REUTERS FUTURES...... 37
DISPLAYING REUTERS FUTURES SPREADS...... 37 REUTERS COMMODITY SCALING ENHANCEMENT...... 37 NOTE TO EXISTING REUTERS CUSTOMERS...... 38 REUTERS RESCALE SETUP.TXT PARAMETER ...... 38
REUTERS NOTES AND YIELDS...... 38
DISPLAYING REUTERS FUTURES AND COMMODITIES ...... 38 Displaying Reuters Multi-Session Futures (CBOT)...... 38 DISPLAYING THE 6% LONG BOND COMPOSITE SYMBOL ON REUTERS...... 39 Displaying Reuters Futures Spreads With the Spread Macro ...... 39 DISPLAYING EXPIRED FUTURES DATA ON REUTERS...... 40 DISPLAYING COMBINED VOLUME AND OPEN (TOT) INTEREST FOR ALL CONTRACTS...... 40
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Displaying Composite Electronic and Pit Futures Volume on Reuters ...... 41 DISPLAYING DELAYED SYMBOLS ON REUTERS ...... 41
REUTERS YIELD INSTRUMENT ENHANCEMENTS...... 41
DISPLAYING REUTERS MUTUAL FUNDS ...... 42
DISPLAYING REUTERS OPTIONS ...... 42 Entering Options with the .U Exchange Suffix ...... 42 DISPLAYING REUTERS STOCKS, RIGHTS, WHEN ISSUES, WARRANTS ...... 43
DISPLAYING REUTERS INDICES ...... 43
DISPLAYING REUTERS EXCHANGE STATISTICS ...... 43 Reuters Exchange Statistic Syntax...... 43 TURNING REUTERS EXCHANGE STATISTICS ON ...... 44 TURNING ON REUTERS EXCHANGE STATISTICS ...... 44 DISPLAYING REUTERS ACTIVES, GAINERS, AND LOSERS BY EXCHANGE ...... 44 REUTERS CONTRACT CONDITION CODES ...... 45 New Reuters Contract Condition Codes ...... 45 Fix to Japanese Government Bond Trade Dates...... 45 Support for Reuters Exchange Statistics ...... 46 Reuters Exchange Statistic Syntax...... 46 Fix to Reuters Forex Close Prices ...... 46 REUTERS DATA BACKFILLING AND MAINTENANCE...... 47
ASPEN SERVER BACKFILLING ...... 47 Known Backfilling Limitations ...... 47 Required! Set Data Retrieval to Auto...... 47 Reuters Time and Sales Data Availability...... 48 Refreshihg Reuters Yield Instruments ...... 48 Manual Tick and Intraday Data Backfilling...... 48 Daily Data Backfilling...... 48 Reuters Historical Data Availabilty...... 48 Backfilling Data Filter...... 48 Multiple Communication Recovery Attempts During Reuters Network Outages ...... 49 Automatic Decimal Data Scaling ...... 49 DISPLAYING REUTERS TEXT PAGES...... 50
USING THE REUTERS SPEED GUIDE AND TEXT PAGES...... 50 Text Pages and the Watchlist...... 50 REUTERS IDN STATUS TEXT PAGES...... 50 Using the RT Page Menu ...... 51 Displaying the RT Page Menu...... 51
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Reuters Page Menu Selections ...... 51 Reuters Text Page Keyboard Navigation Shortcuts...... 52 Displaying Speed Guide Pages...... 52 Text Page Resizing ...... 53 REUTERS SELECTFEED PLUS NEWS ...... 54
SUPPORTED NEWS MODE: STORY BROADCAST ...... 54 Aspen news data disaster recovery...... 54 News ONPASS ...... 54 DISPLAYING REUTERS NEWS...... 54 Searching for Stories with Reuters News Shortcuts...... 55 USING NAMED ITEM CODES TO SEARCH REUTERS NEWS BY COUNTRY ...... 55 REGULATING REUTERS ENTITLEMENTS ...... 56
REGULATING REUTERS PERMISSIONS AND ENTITLEMENTS ...... 56
TROUBLESHOOTING DATA ACCESS AND ENTITLEMENTS...... 56 Symbol Not Defined/Undefined Causes ...... 56 DETERMINING AMS BOX PERMISSION ENTITLEMENTS ...... 57
PERMISSION ENTITLEMENT CODE SYMBOLS ...... 57
CHECKING PE CODES ON THE AMS BOX...... 57 Symbol Not Defined Error Message ...... 58 SYMBOL SEEMED OK, WORKSTATION RESPONDING, SYMBOL NAME AND DESCRIPTION APPEAR...... 58 SYMBOL SEEMED OK, WORKSTATION RESPONDING, NEITHER SYMBOL NAME NOR DESCRIPTION APPEAR...... 59 SYMBOL SEEMED OK, WORKSTATION NOT RESPONDING, NO DATA...... 59 REUTERS SERVER/SYSTEM TROUBLESHOOTING ...... 60
REUTERS SERVER STATUS WINDOW FIELDS ...... 60 Accessing the AMS Box from Multiple Servers...... 61 AMS Box Status Window and the WLIST Heading...... 61 C:\APEX\RTEVENTS.TXT ...... 61 NT Server Runtime Errors...... 61 Shutting Down the Aspen Server with Stopit ...... 62 Bytes In are Slow ...... 62 Daily and Intra Day Data Does Not Match ...... 62 No Prev and Net Value on Platts Inside Ferc...... 63 207 Console Error ...... 64 505 Console Error ...... 64 Reuters Message Logging ( ASPENDMP.LOG) ...... 64 ASPENDMP.LOG NAMING CONVENTIONS...... 64 REUTERS SERVER ERROR MESSAGES AND OUTAGES...... 65 "Building Watchlist" Message ...... 65
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"Connecting to Reuters" message...... 65 TROUBLESHOOTING THE "CONNECTING TO REUTERS" ERROR MESSAGE...... 65 Symbol Not Defined/Undefined Causes ...... 66 Symbol Stops Updating...... 66 Status 10 Watchist Full error...... 67 Troubleshooting "Watchlist Full"/Multiple Servers...... 67 Troubleshooting "Watchlist Full"/Single Server...... 67 Pre-loading watchlist nnnn/mmmm...... 67 No data from AMS box ...... 68 RESTORING AN AMS BOX CONNECTION ...... 68 Outages: AMS Box to IDN Data Center...... 68 Outages: Aspen Server to AMS Box...... 68 Identifying Backlink Outages ...... 69 RESETTING A BACKLINK CONNECTION...... 69 REUTERS DIAGNOSTIC SYMBOLS ...... 70 STAT_REQUEUES ...... 70 EXPECTED STAT_REQUEUES RANGE...... 70 Stat_Wlist...... 70 EXPECTED STAT_WLIST RANGE...... 70 APPENDIX A: FREQUENTLY ASKED SELECTFEED PLUS QUESTIONS ...... 71
WHAT HAPPENS WHEN THE AMS BOX WATCHLIST IS USED UP? ...... 71 WHAT HAPPENS WHEN THE ASPEN SERVER WATCHLIST IS USED UP? ...... 71 WHAT IS THE DIFFERENCE BETWEEN BROADCAST AND INTERACTIVE DATA?...... 71 WHY DOES MY AMS BACKLINK (CONCENTRATOR LINE) FREQUENTLY DISCONNECT? ...... 71 WHAT IS THE DIFFERENCE BETWEEN A WATCHLIST AND A DYNAMIC CACHE?...... 72 RELATED RESOURCES...... 73
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Figures & Tables
Figures
FIGURE 1 RT PERMANENT WATCHLIST DIALOG ...... 20 FIGURE 2 RTQUOTE EXAMPLE ...... 33 FIGURE 3 RTCHAIN GRAPH EXAMPLE ...... 34 FIGURE 4 COMPOSITE AND PIT VOLUME EXAMPLE...... 41 FIGURE 5 REUTERS PAGE MENU...... 51 FIGURE 6 RTPAGE ILLUSTRATION ...... 52 FIGURE 7 REUTERS SERVER STATUS WINDOW ...... 60 FIGURE 8 RT PERMANENT WATCHLIST DIALOG ...... 65
Tables
TABLE 1 AMS PROTOCOL SETTINGS ...... 15 TABLE 2 AMS MF PROTOCOL SETTINGS ...... 15 TABLE 3 AMS NEWS AND QUOTE SETTINGS...... 16 TABLE 4 COMMON AMS BOX WATCHLIST SIZES AND LETTERS ...... 16 TABLE 5 RT PERMANENT WATCHLIST DIALOG FIELDS ...... 21 TABLE 6 REUTERS LRU TRIPLET CODES...... 23 TABLE 7 REUTERS SETUP.TXT PARAMETERS...... 25 TABLE 8 REUTERS MACROS EXAMPLES ...... 35 TABLE 9 HELPFUL REUTERS RTPAGES ...... 36 TABLE 10 REUTERS NOTE AND YIELD SYNTAX EXAMPLES ...... 38 TABLE 11 MULTI-SESSION REUTERS SYMBOLOGY...... 39 TABLE 12 REUTERS MUTUAL FUND EXAMPLES ...... 42 TABLE 13 REUTERS OPTION EXAMPLES ...... 42 TABLE 14 REUTERS STOCK, RIGHTS, WHEN ISSUEDS, WARRANT EXAMPLES...... 43 TABLE 15 REUTERS INDEX EXAMPLES ...... 43 TABLE 16 REUTERS EXCHANGE STATISTIC SYNTAX ...... 44 TABLE 17 REUTERS CONTRACT CONDITION CODES ...... 45 TABLE 18 REUTERS EXCHANGE STATISTIC SYNTAX ...... 46 TABLE 19 REUTERS ALERT RTPAGES...... 50 TABLE 20 REUTERS PAGE MENU SELECTIONS...... 51 TABLE 21 AMS BOX PERMISSIONING SYMBOLS ...... 57 TABLE 22 SYMBOL NOT DEFINED PROBABLE CAUSES ...... 58 TABLE 23 NO SYMBOL DATA PROBABLE CAUSES...... 58 TABLE 24 NO DESCRIPTION OR SYMBOL PROBABLE CAUSES...... 59 TABLE 25 NO REUTERS DATA UPDATES PROBABLE CAUSES ...... 59 TABLE 26 REUTERS SERVER STATUS WINDOW FIELDS...... 61 TABLE 27 REUTERS PROSPECTING SYMBOL SYNTAX ...... 66 TABLE 28 PRELOADING WATCHLIST VALUES...... 68
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Reuters Terms
AMS SelectFeed Plus Box: A Reuters-supplied and owned computer running Reuters proprietary software. The SelectFeed Plus Box stores and maintains the watchlist. Backfilling: Downloading historical data to complete an Aspen Graphics chart or quote. The Aspen server backfills 14 calendar days of tick data, the maximum ammount available from the Reuters time and sales log. IDN: Integrated Data Network. International communications network location(s) where Reuters transmits data to its subscribers. In addition to the primary center on Long Island, there are many regional IDN data centers. Interactive Data Feed: Datafeed requiring duplex, or two-way, communication. IP Address: Unique network identification number specifying a particular computer on a TCP/IP network. Keystation: Reuters term for a server accessing an AMS box. ILA: Unique Reuters identification number for an AMS Box “keystation” (see above.) Each AMS Box has its own ILA, an IDN logical address. Master Table: Database within Aspen Graphics which stores a list of all instrument symbols defined by the Aspen server or standalone. The Master Table is stored in the MTAB.DAT file which resides in the C:\APEX\DAT directory. Permission Entitlements A Reuters term for data entitlements, generally individual instruments or text pages. Permission entitlements are sometimes abbreviated as PE’s or PE codes, and are subsets of ADMIN exchange entitlements. Port Number: Unique AMS Box number assigned by a Reuters service technician identifying the software functionality of the AMS box. Reuters Instrument Code (RIC): A combination of letters and numbers denoting a Reuters instrument type, exchange type, deposit type, spot rates, cross rates, time periods, futures delivery and options expiration months. SETUP.TXT: Aspen Graphics text file controlling system operation variables for servers, workstations, and standalones. It is stored in C:\APEX. Watchlist: A list of instrument symbols stored within the AMS Box and the Aspen server that alerts the IDN Data Center to send all available data for the listed symbols. Watchlist.IDX: An index file stored on the Aspen server that regulates watchlist contents based on accesses frequency, duration, and tick count. Because Watchlist.IDX contains potential and actual watchlist instruments, it may contain many more instruments than are found on the AMS Box watchlist.
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The Reuters AMS Box: An Overview
The Reuters AMS Box maintains a list of instruments and text pages and communicates with the Reuters IDN Data Center to update the AMS box instrument list whenever these data needs change. This list of instruments is known as the watchlist. The AMS box communicates with the IDN Data Center and the Aspen Graphics server to update and display the watchlist.
INTERACTIVE VS. BROADCAST DATA
Reuters Select Feed Plus data is interactive, meaning that the AMS Select Feed Plus Box interacts with the IDN Data Center to request data. Reuters transmits only data which has been specifically requested by the Reuters software inside the box, (i.e. data you have specifically subscribed to and paid for.) Interactive data is more selective than broadcast data, in which all available information is continually transmitted and the user can store and display as much data as their system allows. Interactive data has advantages and disadvantages.
INTERACTIVE DATA: PROS AND CONS
Pros
Choose the data and news you want.
Specify 300 to 9600 instruments and pay only for what you need. (See Determining Optimal Watchlist Size on page 18 for more information.
Cons
Delays when requesting data for instruments not on the watchlist.
No data is available for instruments not on the watchlist.
Gaps on charts during periods when an instrument is not on the watchlist.
The watchlist limits the number of available instruments. A 1200 entry watchlist, for example, can't display all 4000 NYSE stocks, or all options reported by OPRA.
INTERACTIVE (DUPLEX) DATA COMMUNICATION: AN EXAMPLE
Part of the Aspen server's function is to monitor instrument usage, with the least-heavily-used entries replaced by more active instruments. Displayed instruments will always stay on the watchlist, as will any "permanent" watchlist entries specified in the RT Permanent Watchlist Dialog (see Creating a Permanent Watchlist on page 20). Over time, the server fills the watchlist with instruments that have been previously requested or which show a great deal of market activity.
For illustration’s sake, suppose the Aspen server decides to discard CLEM.O and add MCIC.O.
The Aspen server prepares a message to "Stop CLEM.O", sends it to the AMS box, and then prepares and sends a message to "Start MCIC.O". Normally the AMS box removes CLEM.O from the watchlist and adds MCIC.O in that order.
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Occasionally, however, due to heavy Reuters network or data activity, the AMS box rejects the "Stop CLEM.O" message due to limited resources. In this case, the AMS box returns the "Stop CLEM.O" message to the Aspen server with the explanation that the AMS box is too busy. If this occurs, the Aspen server collects the message to “STOP CLEM.O” and saves if for later retransmission.
Time passes while the "Start MCIC.O" message moves through the network. The AMS box has now cleared some of its work, and has the resources to process the "Start MCIC.O" message. The AMS box sends its own message back to the Reuters IDN Data Center and gets the MCIC.O data.
When the data arrives, the AMS box discovers there are no watchlist slots available because it never processed the “STOP CLEM.O” message and released the CLEM.O watchlist slot. The AMS box returns the "Start MCIC.O" message to the Aspen server with a "watchlist full" error message (see troubleshooting Watchlist Full Error Messages on page 67).
This sort of miscommunication is farily common in an environment where multiple "Stop
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Getting Help
Contacting Reuters Technical Support
Reuters Technical Support E-Mail: [email protected] Reuters Technical Support Phone: US Number is 800-435-0101. See .RTPAGE Phone/help for a complete listing. Also see .RTPAGE Alert for data content updates. Reuters open systems support website: http://www.opensystems.reuters.com/waverunner/index.htm Reuters contact feedback form: http://www.reuters.com/contacts/gencontact.htm Reuters commodities, futures, and financial futures page: http://www.commods.reuters.com/ Contacting Aspen Research Group, Ltd. Technical Support
Aspen Graphics Support Team E-Mail: [email protected] Aspen Research Group, Ltd. Web site: http://www.aspenres.com Chicago Office Tel: 312-474-0820, Fax: 312-474-0820. CO Office Tel: (970) 945-2921, Fax: (970) 945-9619. Houston Office Tel: 281-679-1273, Fax: 281-679-1272. London Office Tel: +44 (0) 171 531 1990, Fax: +44 (0)171 531 1991. NY Office: Tel: 212-425-9588, Fax: 212-425-9349.
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Reuters Installation and Configuration
Reuters Page Conversions
Warning! Because of Reuters symbology and the nature of interactive data, converting another data feed to Reuters can result in a painfully slow page conversion process. Because of this, we offer a “pre-converted” Version 3.60 Reuters page suite.
Additionally, if you have a large User subdirectory containing many color rules, formulas, pages, and keyboard macros, the initial Reuters server login process can take several minutes. AMS Boxes/Platforms Supported by Versions 3.60a/3.60b
Aspen Graphics for Reuters is currently available in a network environment in which the Aspen server accesses the Reuters AMS Box using Version 7+ of the SelectFeed PlusTM protocol. The Aspen server supports up to 100 user workstations connected via TCP/IP over a LAN. Aspen Graphics Version 3.60 and 3.60a do not support Reuters SSL.
Supported Reuters Operating System/Configurations
Aspen Graphics for Reuters is available only on Windows NT 4.0 workstations and servers.
Reuters Installation Requirements
1. AMS SelectFeed Plus Version 7.0 to Version 7.20.
2. Reuters PC and software (AMS Box).
3. ISDN, T-1, or similar land line.
4. IP addresses for servers accessing the AMS SelectFeed box and the AMS Box.
5. LAN cabling.
6. AMS box port number.
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AMS Box Configuration Settings
You can adjust your Reuters AMS box to support a variety of protocols and operation modes. However, Aspen Graphics is optimized only for certain AMS Box settings. This section explains how to configure your AMS Box for optimal Aspen Graphics performance.On your AMS console, display the System Configuration page. If you are not on the first System Configuration page, enter “1” to display the first System Configuration page. The configuration settings on this page should read as illustrated below.
AMS SYSTEM PROTOCOL SETTINGS
AMS SYSTEM SETUP ASPEN GRAPHICS SETTING SETTINGS APP PROTOCOL * STANDARD COMM PROTOCOL TCP/IP Table 1 AMS Protocol Settings
*Despite the term, the “Standard” APP PROTOCOL configuration may or may not be in use on your AMS Box. Some AMS boxes are configured to use an older protocol known as V6-MF-SF (for Version 6 Marketfeed/Selectfeed). Aspen Graphics is designed for AMS Box Version 7 software, also known as “STANDARD.”
MF PROTOCOL SETTINGS
AMS MF PROTOCOL ASPEN GRAPHICS SETTING SETTINGS ENUM TYPE NUMERIC ESCAPE SEQ ESC[ Table 2 AMS MF Protocol Settings
After making sure the settings on the System Configuration Page are adjusted according to the settings above, display the first Keystation screen by tapping the number 2 key. In the bottom left-hand corner of the first keystation screen are two settings—QUOTE FN and NEWS FN. Adjust these settings according to the specifications below.
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KEYSTATION SETTINGS
AMS KEYSTATION ASPEN GRAPHICS SETTING SETTINGS QUOTE FN ENABLE NEWS FN ONPASS* Table 3 AMS News and Quote Settings * X-PASS may also be used, but ONPASS is the preferred news mode (see NEWS ONPASS on page 54).
Warning! If these settings are not adjusted according to these specifications, your Aspen server may not work properly. Give these settings to your Reuters Service technician for adjustment.
SELECTFEED PLUS BOX SIZES
There are Reuters AMS Select Feed Plus boxes to suit every need and budget. The table below summarizes the current AMS Box Models and their respective watchlist sizes.
WATCHLIST AMS BOX SIZE MODEL 300 V 600 A 1200 B 2400 C 3600 W 4800 D 6000 X 7200 Y 8400 Z 9600 E Table 4 Common AMS Box Watchlist Sizes and Letters Note: Models A-E are standard models. Models V-Z are available only in certain countries. Contact your Reuters sales representative for details.
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AMS Box Installation Process
Aspen Graphics for Reuters requires two-way communication with the Reuters IDN Center. First, contact a Reuters sales office to arrange for Reuters to install an AMS SelectFeed Plus box. The AMS SelectFeed Plus Box requires an ISDN, T1, or similar land line. Your local telephone company can provide and install it.
A Reuters representative installs the AMS box, which is actually a Reuters-supplied and owned PC running Reuters proprietary software. You will need to designate an IP address for the AMS box and for all Aspen Graphics servers accessing it. Additionally, the Reuters technician gives you a Port Number which uniquely identifies the software inside the AMS box.
Note: Only an authorized Reuters technician can change the SelectFeed Plus configuration. Taking the time to plan your configuration with future network use in mind saves time, money, and effort.
Before your Aspen Server can communicate with the IDN Center via the AMS Box, you must enter the Port Number and IP address into your server's SETUP.TXT file. See Mandatory Reuters Setup.TXT Parameters on page 17 for instructions.
Mandatory Reuters Setup.TXT Parameters
Mandatory Setup.TXT parameters must be entered in Setup.TXT to display Reuters data. These Setup.txt parameters are integrated into the Aspen Graphics installation process, and are entered though dialog boxes during the setup process.
The two mandatory Setup Parameters are:
AMS_IP_ADDR=
1) The IP address of the AMS Selectfeed Plus box
Example: AMS_IP_ADDR=198.199.137.50
AMS_IP_PORT=
2) The port number assigned by Reuters to your AMS Box.
Example: AMS_IP_PORT=6500
Configuring a Reuters System: An Example
A typical Reuters configuration is currently a 1 megabit T-1 line connected to a SelectFeed Plus AMS Box Model B (offering a 1200 instrument watchlist). The Reuters technician connects the SelectFeed Plus box to a LAN accessible to the Aspen Server. While the Aspen server does not necessarily have to be physically located near the AMS box, the AMS Box and Aspen server must be on the same LAN. The Reuters technician installs the AMS software and configures the AMS box to accept connections from the Aspen Graphics server using the servers’ IP address.
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Note: Be sure to record the IP address and Port Number of the AMS box. Port numbers are assigned by Reuters and generally fall between 6500-6503. Enter the AMS Box IP address and Port Number in your Aspen server's SETUP.TXT so that it knows how to connect to the AMS box.
CUSTOM REUTERS NETWORK CONFIGURATIONS
It is possible to use the same LAN for your AMS box and user workstations. In addition, the Aspen server can access the AMS box via a private LAN using two network cards. With two network cards, you can assign the AMS box an IP address in the range reserved for private networks.
Private Network Address Example:198.199.137.50. For a more detailed explanation of private network addressing, see: Http://www.red.net./tech- support/faqs/leasedline/private.html.Reuters Watchlist Optimization
Watchlist Limitations and Aspen Graphics Solutions
An interactive feed’s reliance on a watchlist can present performance limitations that Aspen Graphics users are not used to. A watchlist not only limits the number of instruments displayed — it may also create delays in their display. Because the Aspen graphics server is "blind" to data not on the watchlist, it is also possible for charts to have data gaps during trading periods when an instrument is not on the watchlist.
These limitations make it likely that some instruments will have empty charts when they are initially requested.
These limitations can be frustrating, but Aspen Graphics Version 3.60 offers new features to overcome them. This section describes ways to maintain and customize your watchlist and system configuration to make the most of your Reuters data.
Watchlist: A Working Definition
The watchlist "watches" for active and popular symbols and speeds access to them. When an instrument is on the watchlist, data arrives at speeds comparable to those of broadcast feeds. When an instrument is not on the watchlist, data access slows while the instrument is added.
Requesting an instrument automatically adds it to the watchlist. As long as at least one user is displaying an instrument, it remains on the watchlist. On an IBM chart, for example, all IBM ticks appear as they occur. If somebody always displays IBM, (and has enough tick file storage space) they'll have a complete history of all available IBM ticks.
DETERMINING THE OPTIMAL WATCHLIST SIZE
The fastest way to determine your watchlist requirements is to check the Reuters server status window. When displaying this window, pay particular attention to the WLIST, WLSIZ, and RATIO fields. For a description of each of these fields, see New Reuters Server Status Window Fields on page 64. You can also use the STAT_WLIST diagnostic symbol for a graphical depiction of your watchlist use. See the STAT_WLIST diagnostic description on page 70 for more information.
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WATCHLIST IDX
The primary Aspen Graphics mechanism for regulating watchlist contents is WATCHLIST.IDX. The initial watchlist contains the most popular instruments available, based on access frequency, duration, and tick count. WATCHLIST.IDX puts the list together. Once the Reuters data feed relays how many watchlist slots are available, the Aspen Graphics data parser selects the top entries from WATCHLIST.IDX and adds them to the watchlist. After that, new user requests and “floating instruments” (see Floating Instruments below ) cause less popular entries to drop from the watchlist.
FLOATING INSTRUMENTS
Normally, customer requests do not entirely fill the watchlist. Very few watchlist slots are left unfilled, however. The Aspen server’s watchlist is continually full because some watchlist slots are occupied by "floaters." Any time a free watchlist slot is needed, a floater is removed from the watchlist. Until then, these instruments remain on the watchlist. Suppose, for example that IBM had been on the watchlist but nobody is watching it now. As long as IBM continues trading actively, it will likely remain on the watchlist.
ASPEN SERVER BACKFILLING
In addition to adding requested instruments to the watchlist for faster access, the Aspen server automatically backfills 14 calendar days of tick and intraday data for every requested instrument, provided the data is available from the Reuters Time and Sales database. This database is separate and distinct from the TS1 database, which stores two years of daily data. The TS1 database is accessed during .REFRESH requests spanning greater than 2 weeks.
REUTERS SETUP.TXT PARAMETERS
Another Aspen Graphics Version 3.60 customization feature is the SETUP.TXT parameter WLBREATHE (see Optional Reuters Setup.TXT Parameters on page 25) which allows you to specify a specific number of watchlist slots that are never used. That way, even when the AMS box neglects to free up a watchlist slot, there are still a few "spare" watchlist slots available. Because these "spare" slots are needed only temporarily while the AMS box processes data, WLBREATHE ensures that watchlist slots are continually available. For more information on this and other Reuters Setup.TXT parameters, Customizing the Watchlist using Setup.TXT Parameters on page 24.
Overcoming Interactive Data Delays
Previously, we noted that when a requested instrument is already on the watchlist, data response time is comparable to that of broadcast feeds. However, if an instrument is not on the watchlist, adding it to the watchlist by typing it onto a chart or quote window can take up to 30 seconds and sometimes longer. The Aspen server must wait for a response from the IDN Data Center, and, until it responds, it is impossible to know when or if, a request will succeed. There must also be a spare watchlist slot available for the instrument when it does arrive. Enhancements to the Aspen server and the Setup.TXT parameter WLBREATHE aid in this process.
You can dramatically improve data response by "telling" the Aspen server what instruments your users want to see. Instruments specified in the RT Permanent Watchlist Dialog (see page 18) remain on the watchlist as long as the server is running. Additionally, you can use some Reuters-
Last revised March 16, 2000 Page 19 Reuters Reference Guide Aspen Research Group Documentation specific Setup.TXT parameters to ensure you make the most of your Reuters data. The upcoming section explains how.
Creating a Permanent Watchlist
Every trader has favorite instruments they want to see all ticks for, not just ticks occurring when someone happens to be looking at the instrument. Aspen Graphics provides the ability to create a "permanent" watchlist, and you can enter these instruments while the Aspen server is running. Subject to available disk space and other network considerations, the RT Permanent Watchlist Dialog directs the Aspen server to maintain and record all transactions for the listed instruments. This list of instruments is guaranteed a place in watchlist.idx.
The Permanent Watchlist: Before You Begin
Although you can change the contents of the RT Permanent Watchlist Dialog while the server is running, watchlist changes don't take effect until the server is restarted. In other words, you can change what you want the server to watch, but the server won't actually look for the changes until it is re-started. The "permanent watchlist" is invoked at server start-up.
Figure 1 RT Permanent Watchlist Dialog
DISPLAYING THE RT PERMANENT WATCHLIST WINDOW
1. Display the Aspen Graphics server Main Menu.
2. Select Maintenance.
3. From the Maintenance Menu, select RT Permanent Watchlist.
After you select RT Permanent Watchlist, a dialog box prompts you to enter the permanent watchlist instrument symbols.
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RT PERMANENT WATCHLIST DIALOG FIELDS
The table below summarizes the fields and functions available in RT Permanent Watchlist Dialog:
FIELD FUNCTION ↑↑ Scrolls up one page at a time. ↑ Scrolls up one line at a time. ↓ Scrolls down one line at a time. ↓↓ Scrolls down one page at a time. Done Applies your selections and removes the dialog. Cancel Cancels your selections and removes the dialog. Clear Is a protected selection which clears the entire symbol list. Table 5 RT Permanent Watchlist Dialog Fields
THE PERMANENT WATCHLIST: SUPPORTED SYMBOLS
You can enter almost any Reuters Instrument Codes (RICs) in the RT Permanent Watchlist Dialog, with two exceptions:
1. Macros (as in US@3 or SP#) are not expanded until they are actually used, i.e., when the server starts up. This feature ensures that expired contracts do not take up space on the permanent watchlist.
2. You cannot add text pages to the permanent watchlist.
ENTERING INSTRUMENTS IN THE RT PERMANENT WATCHLIST DIALOG
You can enter hundreds of symbols in the RT Permanent Watchlist Dialog. Quotation marks are required only for mixed case symbols. For example, you don't need quotes around DEM= or .DJI like you do when typing these instruments into chart or quote windows. But you can continue to use quotation marks with all upper or all lower case symbols if you like, as shown in the example below.
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WATCHLIST SYMBOL ENTRY EXAMPLES
REMOVING INSTRUMENTS FROM THE RT PERMANENT WATCHLIST
1. Display the Aspen Graphics server Main Menu.
2. Select Maintenance.
3. From the Maintenance menu, select RT Permanent Watchlist.
4. Select (left mouse click) the instrument to remove. An edit window appears.
5. Tap the [Delete] key and [Enter]
Note: the Clear button shown in the example above deletes all symbols from the permanent watchlist. Because this has broad implications, it is a protected selection. You can also create different versions of the permanent watchlist by moving your existing lockrtwl.idx file, and creating a new permanent watchlist, which will generate a new lockrtwl.idx.
Logging and Viewing the Watchlist (CURRLIST)
3.60b inlcudes support for Reuters watchlist logging. Whenever the watchlist changes (but no more than once a minute) the watchlist is dumped to C:\apex\RT\currlist.txt for help in analyzing usage patterns.
Each watchlist entry fits on one line, as in:
SPM0 L1 R1 U1 GMTadd 13:15 Jan 25, 2000 +T L0 R0 U0 GMTadd 13:57 Jan 25, 2000 TAN L0 R1 U1 GMTadd 13:53 Jan 25, 2000
In the above we see the instrument name at the far left, three fields called the LRU triplet, and the time (in GMT) the instrument was added to the watchlist.
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See the table below for a description of each currlist.txt value.
TRIPLET MEANING VALUE L0 Instrument is not part of the locked watchlist. L1 Instrument is part of the locked watchlist. R0 Instrument can at this time be removed from the watchlist to make room for another. R1 Instrument can not be removed from the watchlist at this time (because it is locked or referenced by a user). U0 Instrument is not locked on watchlist and not currently being watched at a user WS U1 Instrument is currently being watched at a user WS, or is locked.
+ Instrument just now being added to the watchlist is identified with a leading + in the left margin. In the example above, T was just added to the run-time watchlist, and so the LRU triplet values for it are not yet valid. They will be valid at the next server start-up.
Table 6 Reuters LRU Triplet Codes Note: when an instrument is removed from the watchlist, the daily bar is cleared out, along with the contract high/low/open and last.
Partitioning the Watchlist with MaxWatchlist=
A MULTI-SERVER PARTITIONING EXAMPLE
If you have multiple Aspen servers accessing a single AMS box (a configuration unsupported by Reuters) you can use the MaxWatchlist= SETUP.TXT parameter to ensure that the combined needs of all servers do not exceed the capacity of your AMS Box watchlist.
You do not need to divide the watchlist equally between the servers. For example, if you have an AMS Box Model B, offering 1200-entry watchlist, and two Aspen servers, you can have the Reuters technician configure each server for up to 1200 entries, then use Maxwatchlist= to divide the 1200 slots into a 500/700 split between them.
Server Partitioning Example
AMS Box limit=1200 Aspen Server1 limit=1200 Aspen Server2 limit=1200 (Established by Reuters)
Aspen server1 maxwatchlist=500 Aspen Server2 maxwatchlist=700 (Enter these values in the SETUP.TXT for each server).
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A single server partitioning example
Maxwatchlist= may also provide performance benefits for a single Aspen server. For example, you may want to connect a Reuters terminal to a second AMS port. Maxwatchlist= allows you to do this without losing access to any of the RICs on the Aspen server port.
Reindexing Watchlist.IDX
WATCHLIST.IDX can become quite large over time, causing excessive startup delays. Additionally, should your system fail, the WATCHLIST.IDX can become corrupt or partially unusable. We recommend frequent backups of this file. Another possible solution to these problems is to reindex the Watchlist.IDX to reduce its size and coverage.
Reindexing discards unnecessary instruments and speeds future server and standalone startups. No users may be connected to the server during the reindexing process, and because the data parser cannot process incoming ticks while reindexing the watchlist file, it is best to reindex the watchlist at night or on weekends.
TO REINDEX THE WATCHLIST.IDX
1. Display the Aspen server Main Menu.
2. Select Maintenance.
3. Select Reindex Files.
4. Select Watchlist.
Deleting the Watchlist.IDX
Even though Watchlist.IDX eventually regenerates after it is deleted, deleting Watchlist.IDX is an extreme maintenance measure. The initial startup watchlist may not contain the instruments you follow for quite some time.
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Reuters Setup.TXT Parameters
Reuters-specific parameters allow you to customize your watchlist, affecting what Reuters data is displayed. Reuters Setup.TXT parameters fall into three categories: mandatory, optional and prohibited. The parameters are summarized in the table below and described in detail on the following pages.
PARAMET ERS Mandatory AMS_IP_ ADDRESS AMS_IP_POR T Optional MAXWATCHLIST WLBREATHE RTSHARE
Prohibited AMS_RECVBUF AMS_SEND maxprospect requebufsize tickbufsize NEWSEXCHFILTER _SIZE BUF_SIZE
Table 7 Reuters Setup.txt Parameters Mandatory Reuters Setup.TXT Parameters
Mandatory Setup.TXT parameters must be entered in Setup.TXT to display Reuters data. The two mandatory Setup.TXT parameters are:
AMS_IP_ADDRESS
The IP address of the AMS Selectfeed Plus box
Example: AMS_IP_ADDR=198.199.137.50
AMS_IP_PORT(6500)
The port number assigned by Reuters to your Aspen server.
Example: AMS_IP_PORT=6500
Optional Reuters Setup.TXT Parameters
Default parameter values are in parentheses. Changing optional parameter values is unlikely to significantly enhance system performance.
AMS_RECVBUF_SIZE
Regulates the size (in bytes) to allocate for receiving/sending data to/from the AMS box.
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AMS_SENDBUF_SIZE
Regulates the size (in bytes) to allocate for sending data from the AMS box.
MAXPROSPECT
Limit (by number of characters) on Reuters instrument name length when prospecting for equities.
MAXWATCHLIST (99999)
Maxwatchlist specifies how much of a watchlist an Aspen server can use, subject to the limitations imposed of the AMS SelectFeed Plus box (for AMS Box watchlist sizes, see the Reuters Installation and Troubleshooting Guide) You can reduce the load on the AMS Box by requesting that it use less than its maximum number of watchlist slots. The Aspen server searches for popular instruments to fill the watchlist, so reducing the watchlist size does slightly reduce the load on the server.
As described on page 22, you can also use the maxwatchlist parameter to divide watchlist slots equally between multiple Aspen servers (Keystations). Maxwatchlist allows you to divide an AMS box's data between several servers without having to call a Reuters service technician.
MAXWINDOW (64)
Where X is the maximum number of pending AMS requests. The Reuters AMS box can process only so many requests at any one time. This is known as the "window size", and is a standard term in network protocols. The window size is a capacity limit on AMS request traffic, just as the watchlist size is a capacity limit on IDN request traffic. The analogy is not perfect since AMS requests are processed quickly while a watchlist entry can be maintained over days.
Since there is a capacity restriction it is important not to exceed the maxwindow limit or the request will be rejected (and will show up as a REQUE in the status window) and will have to be retried later. By default, this value is 64 but if you are sharing an AMS box with another user then you will need to share this capacity limit.
NEWSXCHFILTER
This parameter regulates the exchanges the parser has accessed recently, to avoid permission failures when stock prospecting. The Aspen Graphics parser maintains and regulates the exchange identifier listing after the parameter. The listing is based upon the exchange entitlements for the server and is designed primarily for Master Table “housekeeping” functions. It has nothing directly to do with the Exchange Filter. This parameter should not be adjusted.
NEWSXCHFILTER Example: NEWSEXCHFILTER=.BK, .BO, .IN, .JK, .KW, .MC, .N, .O, .PS, .SI, and .TW
For a listing of Reuters exchange suffixes and their meanings, see .RTPAGE EXCHANGES.
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PROSPECT END (1)
Prospect Start (shown below) and Prospect End take values from 0 to 23 and are the hours (in local time) to start and end futures and options prospecting from RTINFO.TXT and RTOPT.XLT. Their defaults values are 19 (7pm) for Prospect Start and 1 a.m. for Prospect End.
Default Value Example: Prospect End 1
PROSPECT START (19)
IDF Prospect Start and IDF Prospect End (shown above) take values from 0 to 23 and are the hours (in local time) to start and end futures and options prospecting from RTINFO.TXT and RTOPT.XLT. Their defaults values are 19 (7pm) for Prospect Start and 1 a.m. for Prospect End.
Default Value Example: IDF Prospect End 1
RESCALE (10000)
Reuters sends some commodity prices down which are off by a factor of 10000. Although there are others, heating oil, unleaded gasoline, live cattle, the Japanese Yen, and the Mexican Peso are consistently misquoted. Version 3.60a corrects this automatically. The rescale setup.txt parameter (see below) allows these commodities to be accurately displayed in all pre-Version 3.60a Aspen Graphics releases.
The syntax for the rescale parameter is: RESCALE=
Rescale Example:
rescale=HO:4,HU:4,MP:4,JY:4,LJ:5,NGLN:3,LCO:2,LGO:2,SCO:2,XP :4,XJ:4,XM:4,XD:4,XF:4,LFO:2
Note: Aspen Graphics Version 3.60a code and later automatically corrects this problem by adding the appropriate Rescale=setup.txt parameter as part of the installation process. Only a Version 3.60 customer would need to manually add the Rescale parameter for these instruments.
TS1PREFER (OFF)
By default, a .REFRESH will no longer changes existing yield values in the daily database. This means daily yield bars will not be destroyed, but also means bad data will not be correctable via .REFRESH. If you would rather use Reuters TS/1 data, you can override this feature using TS1PREFER.
Turning TSPREFER on will take the TS/1 data over the existing history data.
Default Value Example: TS1PREFER=OFF
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A Warning re: existing JY and MP Futures Data
When upgrading an existing Reuters installation we suggest you (.ASSASSINATE) all JY and MP futures and options contracts. This is because after the upgrade this data will have many more digits of precision than you need. To prevent losing your data, you can export it before and import it after assassinating the symbols as long as the MTAB information is not imported along with the data. Rescaling occurs automatically for new installations and upgrades.
REQUEBUFSIZE
Initial size of the retransmit queue (in messages) used to save outgoing messages that were rejected by the AMS box because it was too busy to process them.
RTEODUPINT
This Reuters setup.txt parameter regulates the frequency (in terms of RT_data_poll() calls) with which to "weed out" idle instruments from watchlist.idx during end-of day processing. Smaller values indicate more time spent weeding out idle instruments and less time maintaining the Master Table or reading network messages (including incoming data).
RTSHARE (3)
Increasing rtshare reduces the amount of server background activity, resulting in less background processing (historical price data for example) but a slightly faster response time for real-time user requests.
TICKBUFSIZE
This setup.txt parameter regulates the number of ticks to fetch via backfill before updating the tick database with historical data.
WLBREATHE(50)
Wlbreathe creates spare unused watchlist slots. When using all of the watchlist, it is important to have a few spare slots so that when a new instrument is requested during watchlist maintenance (replacing another instrument on a chart, for example) the new instrument will will not have to wait for the confirmation of a vacated slot. By default, there are 50 spare slots available.
Reuters Command Line Arguments
MLOG
For diagnostic testing purposes, it is possible to set an alternate path for the aspendmp.log. For a description of this log, see Reuters Message Logging on page 64. The command is mlog=, and it is set after the AGVASNPD portion of the icon command line properties. This command line argument is applicable only to Reuters and only to a special debugging/logging version of the server executable—agvasnpd.exe.
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MLOG=example: C:\APEX\AGVASNPD.EXE RT IP MLOG=C:/TEMP DIR C:\APEX
NOFEED
NOFEED tells the Aspen data parser not to attempt an interactive connection. The server will run but no network connection will be made to the Reuters IDN Data Center. Users can still access existing data, but news or pricing data will not appear since there is no incoming data. This allows the Aspen server to function in environments where the feed is not yet installed, is not functioning, or is not desired. The NOFEED command line argument is designed for system setup or database maintenance.
NOFEED Example: C:\APEX> AGVASN RT NOFEED
Tip: use NOFEED and the .reindex symbols command to “jumpstart” a symbol in a macro chain that stops updating.
See “Symbol Stopped Updating” on page 66 for more information.
NONEWS
The NONEWS command line argument gives Reuters customers the ability to skip news data in order to save line bandwidth for more important data, a useful feature in networks with slow connections. Note: when using NONEWS, be sure your AMS box is set for Story Retrieval Mode (known to the AMS box as NEWS X PASS mode), or else you will still receive news stories — they just won't be processed!
NONEWS Example: C:\APEX> AGVASN RT NONEWS
QPAGES=0
Where X is the number of 60K pages allocated for buffering. Because Reuters is an interactive feed, it does not hold, or buffer, items in memory. Qpages is a command line argument that you can apply to the server command line properties for any feed. By default, our legacy (broadcast) feeds set their QPAGES equal to 75% of the memory available to process requests. The percentage is based on the total physical memory available on the server. Qpages=0 disables the memory allocation, and is the default setting for interactive feeds (Reuters and BridgeFeed).
QPAGES Example: C:\APEX> AGVASN RT QPAGES=0
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Reuters Instrument Codes
Aspen Graphics instrument names are the same as their Reuters names—that is, an instrument is referenced by the same name as its Reuters Instrument Code (RIC). If you want to see data for a particular instrument, type its RIC. This isn’t always as easy as it sounds, because Reuters symbols, or Reuters Instrument Codes (RICS), sometimes use special characters which Aspen Graphics may interpret as formula syntax. Reuters Instrument Codes at times present some interesting display challenges, but new keyboard entry functions (and the use of quotation marks) can help.
Note: Mixed case instruments, instruments beginning with @ signs, mathematical operators such as + signs or = signs, or ending with the suffix ".x", require quotation marks. Use the [CTRL] + [ENTER] or [SHIFT] + [ENTER] smart keys to Speed symbol entry. [CTRl] + ENTER] adds quotation marks to a mixed case symbol, [SHIFT] + [ENTER] adds quotation marks and automatically converts your symbol to uppercase.
For additional information on entering Reuters Instrument Codes, consult the RIC Rules text page by typing .RTPAGE RULES1 on your Aspen Graphics screen.
Entering Reuters Instrument Codes
Aspen Graphics has six new features which simplify the entry of Reuters Instrument Codes. They are: Suffix Identifiers, Smart Case Folding, Meta-Keys, macros, Options Prospectors, and drag-and-drop.
Note: the [SHIFT]+[ENTER] and [CONTROL]+[ENTER] Meta Keys only work when used with Aspen Graphics charts or quote pages. You cannot use Meta Keys in formulas, alarms, color rules, or other Aspen text files that include symbol names.
WHEN TO USE QUOTATION MARKS
Because of Aspen instrument syntax rules, not all Reuters Instrument Codes are valid Aspen instrument symbols.
The period (.), equals sign (=), and dash (-) characters, for example, have specific Aspen Graphics functions. RICs using these characters require quotation marks. The quotation marks allow Aspen Graphics to recognize the RIC as an instrument symbol and not an equation or function.
Quotation marks are required when entering mixed case symbols in the RT Permanent Watchlist dialog.
Note: any symbol requiring quotation marks must use exact case, generally upper case. To further simplify RIC entry, Aspen Graphics has three additional features: Suffix Identifiers, Smart Case Folding, and Meta-Keys. They are discussed in detail on the preceding pages.
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WHEN TO USE REUTERS EXCHANGE SUFFIXES
In general, not entering an exchange suffix results in a composite symbol representing data from the ASE or NYSE composite listings. Additionally, the Aspen server “looks” for instruments as part of its processing, and if the instrument is found during this background scan, your may not ever have to enter an exchange suffix, even for your initial request
Equities, closed and open-ended mutual funds and equity-type options occasionally require exchange suffixes. Many of these instrument types trade on multiple exchanges. The Aspen server searches for data alphabetically and returns the first alphabetical value found. If you are requesting data for a particular stock or mutual fund, you will need to enter the full RIC including the suffix identifier the first time.
EXCHANGE SUFFIXES AND PAGE CONVERSIONS
Aspen Graphics subscribers may encounter the exchange suffix phenomena first-hand when converting a quote or chart page from one feed to Reuters. A DTN quote page with SUNW (Sun Microsystems, trading on the NASDAQ) could become “SUNW.KL”(Sunway Building Technology in Kuala Lumpur) during the page conversion, if the Sunway RIC already existed in the Aspen server Master Table. This is because the “KL” exchange suffix occurs before the “O” exchange suffix representing the NASDAQ. The only way to prevent these page conversion discrepancies is to enter the full RIC (including the suffix identifier) on your quotes and chart pages before the page conversion.
For another example, consider Cisco Systems. Cisco Systems (CSCO) trades on both the NASDAQ (designated by the exchange suffix “O”) and on the Buenos Aires exchange (designated by the suffix “BA”). Because “BA” precedes “O” alphabetically, entering a request for “CSCO” could retrieve data for “CSCO.BA” if that instrument already existed in the Aspen server Master Table. In this case, if you specifically wanted the NASDAQ data, you would need to enter a request for “CSCO.O”. Because of the Reuters Suffix Identifier functionality, you would only need to enter the exchange suffix the first time. Subsequent requests would automatically retrieve data for CSCO.O, even if you simply type “CSCO”.
SUFFIX IDENTIFIERS
Some Reuters Instrument Codes require exchange suffixes. Suffix Identifiers allow you to type exchange suffixes only once. After the initial use, the Aspen server automatically adds the suffix. For example, if MSFT.O is on your watchlist, you can enter MSFT (without quotation marks and the O) and the Aspen server knows you meant "MSFT.O." Suffix Identifiers have memory—you only need to enter the full RIC ("MSFT.O" in this case) in quotation marks once. After that, you can use the abbreviated RIC every time. A complete listing of Reuters Exchange suffixes is available on text page .RTPAGE RULES3. See When to Use Reuters Exchange Suffixes on page 35.
SMART-CASE-FOLDING
Smart Case Folding reduces the need for [SHIFT]and [SHIFT]+ [LOCK] keys. Typing an instrument in all upper or lowercase (without quotes) prompts the Aspen server to ignore case differences and search the database for an instrument with the same characters in both all upper and all lower case. Smart case folding does not work with mixed case symbols.
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META-KEYS
There are two Reuters Meta Keys—[SHIFT]+[ENTER] and [CTRL]+[ENTER]. Meta Keys are like macros—they perform functions on an input string or command.
SHIFT+ENTER Meta Keys
The [SHIFT]+[ENTER] Meta Keys placed at the end of an input string perform three functions:
1. Converts alphabetic characters to uppercase.
2. Adds quotes around the entire input string.
3. Continues as if [ENTER] were typed.
The sequence .dji [SHIFT]+[ENTER] , for example, retrieves data as if you had typed ".DJI" [ENTER] , displaying a quote for the Dow Jones Industrials. Similarly, dem= [SHIFT]+[ENTER] is equivalent to typing "DEM=" [ENTER] and retrieves a quote for the cash DMark exchange rate.
CTRL+ENTER Meta Keys
The [CTRL]+[ENTER] Meta Keys are similar to [SHIFT]+[ENTER] except they do not convert the input string to upper case.
The [CTRL]+[ENTER] Meta Keys perform the following functions:
1. Add quotes around the entire input string.
2. Proceed as if [ENTER] were typed.
To retrieve data for XyZ.m, for example, you could type XyZ.m [CTRL]+[ENTER] . This would have the same effect as typing "XyZ.m" [ENTER] .
Reuters Leading Comma Auto Quoting
Leading comma auto quoting is a symbol entry feature introduced in Version 3.60a. Autoquoting simplifies the symbol entry process for Reuters Instrument Codes containing commas. Previously, it was possible to type eur=[SHIFT]+[ENTER] but not ,gbp=[SHIFT-ENTER] to add "GBP=" to the same chart or quote page.
This is because quoted symbols are treated literally. The command string ,gbp=[SHIFT] +[ENTER] becomes instrument ",GBP=" and no such symbol exists. No data feeds, except BridgeFeed, have commas included in the symbol, and Aspen Graphics Version 3.70 will substitute those commas out.
Therefore, when using the [SHIFT]+[ENTER] keystroke combination, commas inside quotes are turned into commas outside quotes to allow for the entry of multiple symbols. Now gbp=[SHIFT]+[ENTER] becomes ,"GBP=" and eur=, gbp=[SHIFT] +[ENTER] becomes "EUR=","GBP=".
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REUTERS RTQUOTE AND RTCHAIN WINDOWS
One of the most convenient features of Aspen Graphics for Reuters is its ability to instantly display or chart real-time quotes for the Reuters Instrument Codes (RICs) in Reuters RTPAGES. Two Aspen Graphics windows are designed for this process--RTQUOTE and RTCHAIN. RTQUOTE can be any type of Aspen Graphics window, including a chart, quote, or Time & Sales window. RTCHAIN must be able to accommodate the data for the chain in the RTPAGE, and so must be a chart or quote window.
RTQUOTE Windows
If you create and save an RTQUOTE window, every time you display an RTPAGE and click on a RIC inside angle brackets <>, the symbol is instantly charted or quoted on your RTQUOTE window as in the example below.
Figure 2 RTQUOTE Example
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RTCHAIN Windows
By creating and saving an RTCHAIN window, you can instantly display every Reuters Instrument Code in a long RIC chain ( a Reuters Instrument Code using <0#(RIC)> syntax) simply by left- clicking the chain symbol in the RTPAGE. Every instrument in the chain is instantly displayed on your Aspen Graphics RTCHAIN chart or quote page, as in the chart example below for all Comex/NYMEX gold prices.
Figure 3 RTCHAIN Graph Example
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REUTERS MACRO EXAMPLES
Aspen Graphics for Reuters employs the period character (.) with macros to specify an equity or index option for some or all exchanges. The absence of a period character prompts the Aspen server to first search for futures, then to search for equity/index options. Reuters macro syntax also allow you to apply the @ sign and # sign macros simultaneously.
MACRO MEANING
S@C4 By default, a Reuters macro expansion defaults to futures. In this example, even though S is also the symbol for Sears Roebuck, this macro defaults to soybeans, displaying the four soybean calls closest to the money.
T@C4 If, as in this example, the instrument code does not have an associated futures symbol, the macro will be applied to the symbol as is. This example will display four calls for AT&T that are closest to the money.
S.@c4 In this macro example, there is a period after the Reuters Instrument Code. Placing a period after the instrument code specifies: 1. Equity or index options only, and 2. Use all options exchanges. This instrument code will therefore display the four Sears calls that are closest to the money.
S.W@c5 This macro has a period after the instrument code, specifying that it is for equity or index options only. The .W suffix designates a particular exchange, in this case the Chicago Board Options Exchange. This example would therefore display the five Sears call options trading on the CBOE that are closest to the money.
S.#2@c5 This combination macro has a period after the instrument code but no exchange code, specifying: 1. Equity or index options only, and 2. Use all options exchanges. Additionally, the #2 specifies the second out month and the @c5 specifies five unexpired calls. This instrument code will therefore display five second out month calls from all available options exchanges.
Table 8 Reuters Macros Examples
REUTERS FUTURES AND OPTIONS PROSPECTING SYMBOLS
Entering futures or options macros in the RT Permanent Watchlist dialog does not automatically define and update all of the futures contracts or options prices in the Master Table. To ensure that these instruments are defined and added to the Master Table, you can enter an options “prospecting” symbol from your Aspen Graphics workstation.
REUTERS COMPOSITE EQUITY SYMBOLS
Reuters composite symbols are mainly American and New York Stock Exchange equities with transactions on several exchanges. In general, not entering an exchange suffix for one of these instruments (IBM) for example, retrieving composite data from the ASE or NYSE exchange.
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COMBINED VOLUME AND OPEN INTEREST (TOT) SYMBOLS
For many futures symbols xx, Reuters defines another symbol "xx-TOT" which contains the volume and open interest for all contract months combined.
Thus the quote element "ED-TOT".oi (uppercase and quotes required) would stand for the current open interest for Eurodollar contracts, totaled over all delivery months. Similarly, "LC- TOT" contains total volume and open interest summed over all Live Cattle contracts, and "W- TOT" contains the totals for Chicago Wheat.
The "-TOT" data that is received is kept in the daily database. The total open interest is stored in both the "open interest" and the "price" field and the total volume is stored in the "volume" field. This allows for fairly straightforward charting of daily values.
Note: not all futures contracts are supported in this manner, currently just those trading on major US futures exchanges. Reuters is incrementally adding support for more exchanges.
DRAGGING AND DROPPING
The drag and drop feature was introduced in Version 3.60. Drag and drop allows you to “drag” an instrument symbol from a quote or chart page and “drop” it into another type of Aspen Graphics window (a Time and Sales Window for example) for display. To drag and drop a Reuters Instrument Code from a Reuters news or text page, follow these steps:
1. Select the RIC (located in angle brackets <>) by clicking on it with your left mouse key.
2. Hold down the left mouse key until a small rectangle appears.
3. Drag the rectangle to the Aspen Graphics chart or quote window.
4. Release the left mouse key. The data for the RIC should now appear in the new window.
Note: with the exception of the angle brackets, the process for dragging and dropping an instrument from a chart window or quote page is identical to the steps described above.
Helpful Reuters Instrument Code Text Pages
INSTRUMENT TEXT PAGE TYPE Stocks .RTPAGE US/EQUITY Bonds/Notes .RTPAGE US/DEBT Indices .RTPAGE US/INDICES1 Futures and Options .RTPAGE US/FUTEX1 Cross rates .RTPAGE CROSS/MKT4 Table 9 Helpful Reuters RTPAGEs For a master listing of all stock guides, indices, statistics and industry sectors by country, see .RTPAGE STOCQ.
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Reuters Currency Cross Rate Text Pages
CURRENCY CROSS RATES TEXT PAGES US Dollar Index .RTPAGE USDX European Monetary System Rates .RTPAGE EMS(A-D) World High/Low Currency Rates .RTPAGE HIL(O-P) Cross Rate Composite Tile .RTPAGE “WX=X” Yen Cross Rates by the hour .RTPAGE JPN(U-W) For a complete listing of Reuters cross rate pages, type .RTPAGE CROSS/MKT4.
Text page names with parenthesis() are multiple text pages. Use only one of the letters in the letter range specified in the parentheses.
Displaying Reuters Futures
FUTURE TYPE SYNTAX EXAMPLE Specific Contract
For a complete listing of Reuters futures and options month codes, type .RTPAGE RULES2. For a listing of futures and options exchange abbreviations type .RTPAGE RULES3.
Displaying Reuters Futures Spreads
Aspen Graphics Version 3.71 supports the use of futures spreads macros with the syntax of:
Example: CL@S4
Reuters Commodity Scaling Enhancement
Reuters sends some commodity prices down which are off by a factor of 10000. Although there are others, heating oil, unleaded gasoline, the Japanese Yen, and the Mexican Peso are consistently misquoted. Version 3.60a corrects this automatically. The rescale setup.txt parameter (see below) allows these commodities to be accurately displayed in all pre-Version 3.60a Aspen Graphics releases.
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Note: even if your setup.txt file does not contain the rescale= parameter, Aspen Graphics Version 3.60a and above code automatically corrects this problem. Only a Version 3.60 subscriber would need to manually add the Rescale parameter settings for these instruments.
Note to Existing Reuters Customers
When upgrading an existing Reuters installation we suggest you (.ASSASSINATE) all JY and MP futures and options contracts. This is because after the upgrade this data will have many more digits of precision than you need. To prevent losing your data, you can export it before and import it after assassinating the symbols as long as the MTAB information is not imported along with the data. Rescaling occurs automatically for new installations and upgrades.
Reuters Rescale Setup.TXT Parameter
The syntax for the parameter is: RESCALE=
The four after the colon specifies units of 10000. Version 3.60b supports Rescale values up to 7 decimal places. Version 3.71 uses the Version 3.71 symbol info listing instead of the rescale parameter.
Example: rescale=HO:4,HU:4,MP:4,JY:4
Reuters Notes and Yields
As detailed on Reuters text page
INSTEAD OF USE "US30YT=" "US30YT=RR" "US3MT=" "US3MT=RR" "%US10YT=" "%US10YT=RR" Table 10 Reuters Note and Yield Syntax Examples Note that your historical data will not suddenly disappear, but instruments entered with the “=” sign only will no longer update as of the effective date. We encourage our subscribers to begin using the “=RR” convention as soon as possible to ensure a seamless transition. Also, remember that the yield instrument (leading %) is an Aspen Graphics symbol entry convention, not Reuters syntax.
Displaying Reuters Futures and Commodities
DISPLAYING REUTERS MULTI-SESSION FUTURES (CBOT)
Beginning September 28, 1998, multi-session (Project A) futures trading on the Chicago Board of Trade have new RIC symbology to designate data for a composite of all three Schedule A electronic sessions, and session-specific identifiers to designate pit or Project A data. The Schedule A composite symbols and RICS for specific Project A sessions are summarized below.
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Note: there are different conventions for multi-session instruments. Energies are different than grains, for example. See .RTPAGE
FUTURES PROJECT A AND PROJECT A SECOND CONTRACT OPEN OUTCRY ELECTRONIC PROJECT A PIT SYMMBOL SESSIONS SYMBOL SESSION T-BOND US# ZB# 2ZBZ8 10 YR NOTE TY# ZN# 2ZNZ8 5 YR NOTE FV# ZF# 2FVZ8 2 YR NOTE TU# ZT# 2TUZ8 Table 11 Multi-Session Reuters Symbology The third Project A session (from 7:30 A.M. to 3:00 P.M. E.S.T) includes electronic day trading occurring during the standard open outcry pit hours of 8:20A.M-15: 00 P.M.
The “pit” symbol includes all three project A sessions and the open outcry pit sessions.
The Project A symbols contain all three Project A sessions, but you can also add session-specific identifiers to these symbols to specify a specific Project A session.
For more information on this symbology change, see the Reuters Text page .RTPAGE C5346.
Displaying the 6% Long Bond Composite Symbol on Reuters
As of 2/14/00 Reuters has made available perpetual contracts (2 years of daily data) of 6% synthetic coupon prices under the case-sensitive RICs of:
UScm1t
TYcm1t
FVcm1t
TUcm1t
They have 2 years of daily back data availabe via .REFRESH request.
DISPLAYING REUTERS FUTURES SPREADS WITH THE SPREAD MACRO
Aspen Graphics Version 3.71 introduces the futures spread macro, special Aspen Graphics syntax that allows you to chart futures spreads using the following syntax:
Example: entering CLF0@S4 and pressing [Enter] displays the first four active crude light spreads beginning with January, 2000.
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Displaying Expired Futures Data on Reuters
Reuters does not provide detailed record information on expired contracts, so the process for displaying expired contracts is a manual one requiring the use of the ADBM (Aspen Database Manager) utility.
To display expired Reuters futures data:
1. Note the RIC for the contract. This example uses GCJ1 for April 1981 Gold. This is decade 8.
2. Using ADBM, extract a day of ASCII data using the –M (MTAB) switch for a similar active contract. GCJ0, for example.
3. Correct the expiration date and symbol description in GCJ0.DAY to match the expiration and description of the expired contract.
4. Delete and GCJ0 price data, because you only need the MTAB information for the expired symbol.
5. Edit all references to GCJO to read GCJ1^8, where the ^ is the SHIFT+6 keystroke combination and 8 is the decade number. This may involve changing the filenames, but that is OK.
6. ADBM import the symbol under the new name GCJ1^8.
7. Bring up the symbol “GCJ1^8” on a workstationchart. If necessary do a .REFRESH to get the GCJ1 (1981) daily price data.
8. Now, rename the contract to the actual name (GCJ1). You can do this via another ADBM export/import.
Displaying Combined Volume and Open (TOT) Interest for all Contracts
Aspen Graphics Version 3.71 includes support for the –TOT suffix, a suffix which allows you to create synthetic symbols which chart the combined volume and open interest for all commodities/futures delivery months.
For many futures symbols xx, Reuters defines another symbol "xx-TOT" which contains the volume and open interest for all contract months combined. Thus the quote element "ED-TOT".oi (uppercase and quotes required) indicates the current open interest for Eurodollar contracts, totaled over all delivery months.
Similarly, "LC-TOT" contains total volume and open interest summed over all Live Cattle contracts, and "W-TOT" contains the totals for Chicago Wheat.
The "-TOT" data that is received is stored in the Aspen Graphics daily database. The total open interest is stored in both the "open interest" and the "price" field and the total volume is stored in the "volume" field. This allows for fairly straightforward charting of daily values.
Not all futures contracts are supported in this manner, currently just those trading on major US futures exchanges. Reuters is incrementally adding support for more exchanges.
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DISPLAYING COMPOSITE ELECTRONIC AND PIT FUTURES VOLUME ON REUTERS
When a volume or open interest figure arrives with a pertinent date (usually soon before pit trading starts for the day), the daily bar for that date is updated with the new statistic.
In the case of bonds (and other CBOT Project A financials) the "composite" instrument USxx currently does not come in with the combined electronic and pit volume -- it only provides the pit volume despite its status as a composite. TS/1 data for the same contract USxx will, however, have the composite voume. This is a Reuters data issue which they are currently working to resolve.
In the meantime, we suggest using 3USxx.volume for pit volume and ZBxx.volume for electronic volume, and add the two if you require a composite volume. This will always produce the right answer. Using USxx.volume invites trouble should Reuters ever change that to output the correct composite value.
30 yr. bond example: entering US#, ZB# [shift]+[enter] on a split chart with a volume study in the bottom window shows a value like that below:
Figure 4 Composite and Pit Volume Example Displaying Delayed Symbols on Reuters
Reuters offers the ability to display delayed data for fee-based instruments by using the / forward slash indicator. Example: “/MER” displays delayed data for Merrill Lynch common stock.
Reuters Yield Instrument Enhancements
Effective with Version 3.60b, TS/1 history data on yield instruments (instruments with the %) will no longer overwrite existing data even if the existing data is inaccurate. This feature prevents daily bars from being overwritten with only closing values, which was changing bars into dots. This fix applies to yield instruments only. Also see the discussion of the TS1PREFER parameter
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Displaying Reuters Mutual Funds
Closed-ended mutual funds trade like stocks and can have a variety of instrument lengths and exchange codes. Open ended mutual funds have five character instrument codes ending in X. They are delivered by the NASDAQ, designated by the Reuters exchange suffix “O”. (see below). For more information on how to enter Reuters mutual funds, see .RTPAGE FUNDS. For a listing of Reuters exchange codes, see .RTPAGE RULES3.
Because open-ended funds are priced at the end of the trading day, you must have a daily or weekly chart displayed to see any data. MUTUAL FUND EXAMPLE Closed ended funds and UITS “KF.N” Open-ended funds “MACPX.O” Table 12 Reuters Mutual Fund Examples Displaying Reuters Options
OPTION TYPE SYNTAX EXAMPLE Specific Futures Option
Specific Stock Option
ENTERING OPTIONS WITH THE .U EXCHANGE SUFFIX
Effective December 1999, Reuters is cutting back on the amount of OPRA equity (not index) options data they will supply in their standard data feed. For any given equity they are going to supply options quotes from only the "dominant" exchange for that instrument, meaning the options exchange where most of the trading volume takes place. Because only one exchange will be carried per underlying, you will not be able to compare data across exchanges.
The good news is that you will no longer need to know which exchange to request when requesting symbols (.X for PHLX, .W for CBOE, etc.) Instead, the generic suffix “.U” will at any time represent the exchange that Reuters has selected for options on a given equity. AOL100F.U would be an AOL June 100 call on whatever exchange (in this case CBOE) Reuters determines to be dominant in AOL. Reuters intends to continually monitor options volume and update their suite of dominant exchanges. Note: if you require price data for option series from all OPRA contributors, not just the "dominant" exchange, you will need to purchase a separate data feed which will supply all OPRA options data, subject to the usual watchlist type of limitations. This package is currently available from Reuters.
For a complete listing of Reuters option month and strike codes, see .RTPAGE RULES2. Note that stock options (and some stocks) require exchange codes. These can be found on .RTPAGE
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RULES3.
Displaying Reuters Stocks, Rights, When Issues, Warrants STOCK EXAMPLE Common—Enter as Listed MER Preferred (Class A) MER_pa Preferred (Class B) MER_pb When Issued MER_w Rights MER_r Warrants MER_t Table 14 Reuters Stock, Rights, When Issueds, Warrant Examples Displaying Reuters Indices INDEX/INDICATOR SYMBOL Dow Jones Comp. Index “.DJA” Dow Jones Industrials Avg. “.DJI” Dow Jones Transportation “.DJT” Dow Jones Utilities “.DJU” NASDAQ 100 Index “.NDX” NASDAQ Composite Index (Combined) “.IXIC” NYSE Composite Index “.NYA” NYSE Total US Dollar Volume “VMS.N” S&P 100 Index “.SPO” S&P 500 Composite “.SPC” WILLSHIRE 500 INDEX “.WIL5” Table 15 Reuters Index Examples For a complete listing of US indices type .RTPAGE US/INDICES1.
Note: Mixed case instruments, instruments beginning with periods, mathematical operators such as + signs or = signs, or ending with the suffix ".x", require quotation marks. Use the [CTRL]+ [ENTER] or [SHIFT]+ [ENTER] smart keys to Speed symbol entry. [CTRL] + [ENTER] adds quotation marks to a mixed case symbol, [SHIFT] + [ENTER] adds quotation marks and automatically converts your symbol to uppercase.
Displaying Reuters Exchange Statistics Aspen Graphics Version 3.60b introduces the ability to chart or quote Reuters exchange statistics for major equity exchanges. Note: Using the Exchange Filter, enable the desired exchange for "Stats" before attempting to chart an exchange statistic symbol.
REUTERS EXCHANGE STATISTIC SYNTAX
SYNTAX MEANING ..AI.X Count of issues advancing on exchange 'X' ..DI.X Count of issues declining on exchange 'X' ..AV.X Volume of shares advancing on exchange 'X'
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..DV.X Volume of shares declining on exchange 'X' ..NH.X Count of new 52-week highs on exchange 'X' ..NL.X Count of new 52-week lows on exchange 'X'
Table 16 Reuters Exchange Statistic Syntax Note the two leading periods in front of each instrument above. The exchange ID 'X' is identical to the one used when requesting an instrument from that exchange, .N for NYSE, .L for London, .O for NASDAQ, etc. Many of these exchange suffixes are provided by Reuters on .RTPAGE RULES3.
Turning Reuters Exchange Statistics On
Note: Turning on exchange statistics costs 4 watchlist entries per exchange. These watchlist slots, and the accompanying statistics, will persist until the server is restarted. At that time they will continue existing if the Exchange Filter has statistics enabled upon server restart.
There is no way to "turn off" exchange statistics on a running server. You must turn them off per exchange in the server's Exchange Filter, then restart the server so that they do not occupy the watchlist slots. However, because Reuters is an interactive data feed, having exchange statistics turned on is not much of a processing burden, so there should be little need to disable exchange statistics once they are enabled.
Turning on Reuters Exchange Statistics
Note: Turning on exchange statistics costs 4 watchlist entries per exchange. These watchlist slots, and the accompanying statistics, will persist until the server is restarted. At that time they will continue existing if the Exchange Filter has statistics enabled upon server restart. There is no way to "turn off" exchange statistics on a running server. You must turn them off per exchange in the server's Exchange Filter, then restart the server so that they do not occupy the watchlist slots. However, because Reuters is an interactive data feed, having exchange statistics turned on is not much of a processing burden, so there should be little need to disable exchange statistics once they are enabled. Displaying Reuters Actives, Gainers, and Losers by Exchange
In addition, the day's percentage gainers, losers and most actives are available using the standard Aspen macro syntax for gainers, losers and most active (
Warning! The exchange ID for gainers/losers/actives is that which appears in the server's Exchange Filter,and is different from the exchange ID used in the exchange statistic symbols above. For example, it is ..NH.N for new highs on NYSE, but NYS.G for gainers.
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Reuters Contract Condition Codes
$n.COND is a one-character flag indicating special or unusual Reuters instrument status. A blank value ($1.cond) indicates the instrument is trading normally. Other possible values include:
CONDITION ACRONYM MEANING CODE $1.cond=b BBO Best Bid/Offer - bids and offers do not trigger limit orders, bids and offers are not saved in the tick database. $1.cond=f FAS Fast Market. $1.cond=h THA Trading Halted (i.e., because of news or exchange difficulties) $1.cond=i IND Indicative -- bids and offers are not firm, will not trigger limit orders and are not saved in the tick database. $1.cond=s IMQ Implied Quote -- similar to Indicative, indicates that bids and asks are derived values rather than firm ones, therefore will not trigger limit orders and are not saved in the tick database. The 's' is used because (1) 'i' is already in use for IND and (2) the derived values often are derived from spread quotes. Table 17 Reuters Contract Condition Codes
NEW REUTERS CONTRACT CONDITION CODES
Version 3.60b includes a new Reuters contract condition, condition "c,” indicating a closed market. Additionally, Version 3.60b changes the implied quote contract condition from "s" to "m.” The code was changed because of a wider variety of ways this condition may occur, as well as the better mnemonic value of 'm' for implied quote and possible future other use of 's' for other conditions. See the Version 3.60a Release Notes or the Reuters Reference Guide for a detailed description of Reuters contract condition codes.
FIX TO JAPANESE GOVERNMENT BOND TRADE DATES
Japanese Government Bond trade dates are never supplied by Reuters. Previously, Aspen Graphics would end up using the current date which, owing to timezones, was usually yesterday in Japan and never got advanced to tomorrow, just wrapping around at midnight. This has been adjusted so that when a blank trade date arrives, we take the current time and adjust it to the timezone of the instrument. If the data message does supply a date, we use that value instead.
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SUPPORT FOR REUTERS EXCHANGE STATISTICS
Version 3.60b introduces the ability to chart or quote Reuters exchange statistics for major equity exchanges.
Note: Using the Exchange Filter, enable the desired exchange for "Stats" before attempting to chart an exchange statistic symbol. Reuters exchange statistic symbols require quotation marks!
REUTERS EXCHANGE STATISTIC SYNTAX
SYNTAX MEANING ..AI.X Count of issues advancing on exchange 'X' ..DI.X Count of issues declining on exchange 'X' ..AV.X Volume of shares advancing on exchange 'X' ..DV.X Volume of shares declining on exchange 'X' ..NH.X Count of new 52-week highs on exchange 'X' ..NL.X Count of new 52-week lows on exchange 'X'
Table 18 Reuters Exchange Statistic Syntax Note the two leading periods in front of each instrument above. The exchange ID 'X' is identical to the one used when requesting an instrument from that exchange, .N for NYSE, .L for London, .O for NASDAQ, etc. Many of these exchange suffixes are provided by Reuters on .RTPAGE RULES3.
In addition, the day's percentage gainers, losers and most actives are available using the standard Aspen macro syntax for gainers, losers and most active (
Example: NYS.G8 expands into a string of the top 8 percentage gainers on the NYSE, and NAS.A14 returns the 14 most active NASDAQ stocks by share volume.
Warning! The exchange ID for gainers/losers/actives is that which appears in the server's Exchange Filter,and is different from the exchange ID used in the exchange statistic symbols above. For example, it is ..NH.N for new highs on NYSE, but NYS.G for gainers.
FIX TO REUTERS FOREX CLOSE PRICES
Reuters transmits a "closing bid" quote at approximately 1650 EST However, the TS1 database does not use the closing bid value as the daily close for Forex instruments. Instead, the bid that was active approximately 35 minutes earlier becomes the closing price. Version 3.60b software accurately tracks that value as the closing price.
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Reuters Data Backfilling and Maintenance
Aspen Server Backfilling
One of the drawbacks of a watchlist is that ticks arrive only for the instruments on it. A charted instrument may show data gaps if it was not on the watchlist during the entire period being charted. And, depending on when the instrument was previously on the watchlist, historical ticks may not be available at all. Since new ticks arrive only for securities on the watchlist, a recently added instrument may initially show no historical data. Until new ticks start arriving, the user sees a blank chart. To overcome this limitation, the Aspen server automatically backfills 14 days of tick and intraday data for every requested instrument, provided that instrument data is available from the Reuters Time and Sales database.
When an instrument is added to the watchlist (either by displaying it on a chart or quote page or adding it to the Permanent Watchlist) the Aspen server automatically refreshes both daily and tick/intraday back data back to the last time the instrument was on the watchlist. Daily data is retrieved much more quickly from the Reuters Time and Sales database, however.
KNOWN BACKFILLING LIMITATIONS
There are two notable limitations to server backfilling:
1. Not all instruments can be backfilled. Reuters provides historical data for some instruments on some exchanges. Available instruments vary by country. As of this writing, only stocks, stock options, and futures have historical data. Historical data is not currently available for futures options.
2. Backfilling can take a long time. The backfilling process involves the exchange of request-response messages, with each message containing between zero and four ticks and a "handle" to request earlier ticks. Each of these requests can encounter delays while waiting for the IDN Data Center to respond. A backfill can contain many requests, and a single request may take tens of seconds to complete.
REQUIRED! SET DATA RETRIEVAL TO AUTO
The Aspen Graphics for Reuters server uses the data retrieval line to request market data through the AMS box. Whenever a .REFRESH request is made, or data-backfilling is requested by the server to fill in gaps, the Data Retrieval line is used. For this reason, your Data Retrieval Setting must be set to Auto. To see if your server’s data retrieval is set to auto, follow these steps:
1. At the server, type .DRSETUP. The Data Retrieval Setup menu appears.
2. Make sure that Connect Mode is set to Auto. If it is not, click on the field with your left mouse key until it is.
3. Click on Done to remove the Data Retrieval Setup Menu.
Note: for some cash instruments, Reuters sends only a Close price. If data for these instruments is refreshed, it may delete the existing open, high and low prices from the data base. Reuters is aware of the problem and is currently working to resolve it.
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REUTERS TIME AND SALES DATA AVAILABILITY
Available historical data for various instrument types varies on a country-by-country basis. In the United States, only stocks, stock options, and futures (not futures options) have historical data. Cash market instruments (including Forex instruments such as DEM=) are also not currently available.
For an exchange by exchange listing of Reuters Time and Sales database instruments, consult Reuters text page .RTPAGE US/TAS4.
REFRESHIHG REUTERS YIELD INSTRUMENTS
Yield instruments are treated a little differently from other instrument types because often Reuters provides only the closing price. To prevent existing an existing data bar from being overwritten by a single close tick, code is in place with Version 3.60b and beyond which prevents daily bars from being overwritten as part of the .REFRESH request.
MANUAL TICK AND INTRADAY DATA BACKFILLING
As mentioned above, when a user requests an instrument which is part of the Reuters time and sales database, the Aspen server automatically backfills 14 days of tick and intraday data as a single request. With stocks and futures, you can expect to see these historical ticks appearing after requesting a chart. In addition, Aspen
On rare occasions, however, you may need to do a manual .REFRESH command for a particular instrument. After the .REFRESH command is entered, the Aspen server attempts to obtain historical tick and intraday price data for the instrument and "backfills" the data to display the most complete chart and quote data available.
Note: .REFRESH is limited to your chart’s time base, and works only with instruments that support Reuters time-and-sales logging. The .REFRESH command is not currently available for indexes or cash markets such as foreign exchange.
DAILY DATA BACKFILLING
For more historical depth, request a daily data refresh. Most instruments have daily historical data, but not instruments all have tick or intraday historical data. Daily data refresh is designed for fast, voluminous access. As with all other .REFRESH requests, daily data refreshes are confined to the time parameter of your displayed chart and the historical data available from the Reuters TS1 database. Reuters TS1 daily data can go as far back as two years.
REUTERS HISTORICAL DATA AVAILABILTY
As a rule of thumb Reuters provides 2 years Daily, 5 years Weekly and 10 years monthly data for most instrument types.
BACKFILLING DATA FILTER
Reuters occasionally sends data that is wildly inaccurate. A .REFRESH or automatic Reuters backfill will detect when a price is wildly inaccurate and filter it.
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MULTIPLE COMMUNICATION RECOVERY ATTEMPTS DURING REUTERS NETWORK OUTAGES
Before Version 3.60b, during a long network outage you may have encountered the message “No data from AMS box “, followed later by “Connecting to Reuters”, followed by an apparently dead server as nothing more happened. This was caused by the communications code only making one recovery attempt instead of several. The version 3.60b server makes repeated communication attempts.
Note: if you are experiencing network problems, you should should fix those problems at the source (network card, cables, congestion, etc.) Aspen can and should recover from such failures, but some data (FX, market indices) cannot automatically be refreshed through Reuters and will therefore be lost.
AUTOMATIC DECIMAL DATA SCALING
Effective Version 3.60a, if a decimal scale (10^n, not 2^n) is in use and a trade comes in with higher actual precision than used previously, the parser keeps a count. If 5 ticks come in at higher precision than currently in use, the precision is automatically increased to handle the finer granularity.
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Displaying Reuters Text Pages
Using the Reuters Speed Guide and Text Pages
Because Reuters has so many available news categories, instrument types, and diagnostic text pages, Reuters offers Speed Guide text page menu to organize them and make them accessible.
TEXT PAGES AND THE WATCHLIST
Customers who use Reuters text pages frequently should be aware that there is a limit on how many text pages may be on the watchlist. Currently, this is hard-coded at 5% of the watchlist size. This limit is not enforced if people are watching more text pages; it is only enforced against idle, previously viewed text pages.
Reuters IDN Status Text Pages
Reuters IDN Status Text Pages are special pages which alert you to the status of the Reuters IDN data network, changes to Reuters symbology, and other important information. Four of the more useful Reuters troubleshooting status pages are ALERT, CHANGES, RSQA, and RZKC.
To access the status pages, first access the Reuters Speed Guide Menu by typing .RTPAGE.
Alternatively, access an IDN Status Text page in one step by typing .RTPAGE
Example: .RTPAGE MONEY
PAGE FUNCTION NAME ALERT A Reuters text page which notifies you of global exchange network or data interuptions due to Reuters service operations. CHANGES A Reuters text page which notifies users of additions, deletions and changes to various Reuters Instrument Codes. RQSA A Reuters text page describing up-to-the-minute network or data feed problems with the Reuters IDN Data Center. Whenever something seems to stop working with Reuters data, retrieve this text page which describes the state of the Reuters network. RZKC A Reuters text page which provides a country-by-country listing of all recent changes to Reuters Instrument Codes. Table 19 Reuters Alert RTPAGEs
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USING THE RT PAGE MENU
Like all other Aspen Graphics data feeds, Reuters has context-specific function menus. This section summarizes the fields and functions available on the RT Page Menu, a menu with functions related to Reuters IDN Status pages.
Figure 5 Reuters Page Menu
DISPLAYING THE RT PAGE MENU
1. To display the RT Page Menu, first retrieve the Reuters Speed Guide by typing .RTPAGE.
2. Hold down your right mouse key and click the left.
Note: listed between Page->Clipboard and DELETE are the most recently accessed text pages. In the example above, they are the REUTERS, EQUITY, G24/EQUITY, and US/EQUITY. The Text Page Menu remembers up to the last 16 previously accessed pages.
REUTERS PAGE MENU SELECTIONS
PAGE MENU FIELD FUNCTION Character Size Adjusts your text page font size. Main Menu Displays the Aspen Graphics Menu Page->Clipboard Copies the active text page to the clipboard. Available only on Windows workstations. Print Page Prints the Reuters page. Available only on Windows workstations. DELETE This protected selection removes the active Reuters text page from your screen. Table 20 Reuters Page Menu Selections
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REUTERS TEXT PAGE KEYBOARD NAVIGATION SHORTCUTS
You can navigate from one Reuters text page to another by:
1. Typing the name of the new text page (MONEY [ENTER] in the example above).
2. Clicking the left mouse key on a text page name inside <>. Note: [] stories are not supported.
3. Using the Page Up key to go “back” one level in the text page hierarchy.
4. Using the Page Down key to go “forward” one level in the text page hierarchy.
5. Using the right arrow key to move to the next subsequent text page.
6. Using the left arrow key to retrieve the previous text page.
DISPLAYING SPEED GUIDE PAGES
1. Type .RTPAGE on your Aspen Graphics screen.
Figure 6 RTPAGE Illustration 4. Once the Speed Guide appears, you can also click the page name (as in the example above) Or,
5. Type the speed guide name.
6. Press [ENTER]. Note: because of Smart Case Folding (see page31), these category names are not case-sensitive.
Hint: you only need to type the .RTPAGE command once during your session to display a text page; after that, you can read text in any text page. You can also retrieve a text page in one step by typing The command .RTPAGE
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TEXT PAGE RESIZING
Reuters text pages, like all other Aspen Graphics windows, can be resized by clicking and dragging the corners and/or adjusting the font size. After the text page is adjusted, you can save the text page as either a window or a page for handy future reference. When saving these pages, however, you must give them a name other than their standard Reuters name.
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Reuters SelectFeed Plus News
Select Feed Plus news is separate and distinct from other Select Feed Plus data, and can be transmitted in two different ways. News headlines are always broadcast. News text can be either Story Retrieval or Story Broadcast.
RTPAGE stories inside the angle brackets <> can be retrieved. Stories inside the square brackets [ ] cannot.
Supported News Mode: Story Broadcast
Reuters can transmit news data in one of two ways: via Story Broadcast or Story Retrieval. While both methods are available on Aspen Graphics, and the Aspen server automatically detects the news mode in use and adjusts accordingly, Story Broadcast mode is the preferred means of news data delivery for Aspen Graphics.
ASPEN NEWS DATA DISASTER RECOVERY
The Aspen data parser can determine which news retrieval mode you are using and adjust accordingly. Should a satellite link fail, the data parser can switch from broadcast to interactive story retrieval, then back to broadcast once the satellite is working again.
NEWS ONPASS
Instruct your Reuters technician to set your AMS Box for “News ONPASS”. News ONPASS causes all news segments to be sent unsolicited, instead of having to request each segment individually. Because the Aspen server collects all news stories, this is a more efficient means of maintaining a news database.
Displaying Reuters News
All Reuters news categories which you are entitled for appear on your Aspen News Menu, and are accessed like all Aspen news categories.
1. Type .NEWS to display the Aspen News window.
2. Hold the right mouse key down and click the left to display the news menu.
3. Select Categories.
4. Select the desired category (or all) for display.
5. Alternatively, type /
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SEARCHING FOR STORIES WITH REUTERS NEWS SHORTCUTS
One useful feature with Reuters news is the ability to enter the category name or even the first few letters of the news category to display all stories for that category. Example: Broker Research is a Reuters news category. By typing BR and [ENTER] on your Aspen news window, all Broker Research stories appear in your Aspen news window. To quickly return to the Aspen News Menu, type “ALL”.
Using Named Item Codes to Search Reuters News by Country
Reuters uses the forward slash (/) character in its named item codes, such as COF/L for London Coffee stories. Unfortunately you cannot currently search a news window for a string with a / in it, so our server substitutes a period (.) for the forward slash (/) for these "named item codes.” To search for London coffee on your Aspen Graphics news window, type /COF.L and press [ENTER]. Do not use quotation marks! This search will retrieve headlines such as: "London coffee down sharply midday [COF.L]". The square brackets denote item code COF.L, derived from "named item code" COF/L.
Note: this process applies to the news window only. Reuters .RTPAGE items in square brackets are currently unsupported. Additionally, a named item code bears no resemblance to the instrument
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Regulating Reuters Entitlements
You don't have to do anything special to administer an Aspen Graphics network in the Reuters (watchlist) environment. All Aspen Graphics workstations communicate only with the Aspen server, not the AMS box. The Aspen server handles all interactions with the AMS box and coordinates the addition and removal of instruments from the watchlist.
Regulating Reuters Permissions and Entitlements
As with all other data feeds, the Aspen Administration Utility regulates access to Aspen server data. Using ADMIN to entitle a user to a particular exchange automatically entitles the user to all Reuters PE’s for that particular exchange. Note: instruments that are designated for the “unknown” exchange are always entitled. Instruments that fall into the “unknown” designation include synthetic symbols created via DDE. For more information on Aspen server permissions and entitlements, see the Aspen Administration Utility release notes.
Data (Permission Entitlements) available from the AMS Box itself is controlled by the Reuters IDN Data Center. Read the section below for instructions on how to determine how your AMS Box is configured.
Troubleshooting Data Access and Entitlements
One of the occasional frustrations of interactive data is that you may request data for an instrument you believe you are entitled to, but the data does not arrive. This section explains how to verify your AMS Box entitlements and to identify the cause of a display delay. Remember: there are actually two layers of entitlement control with Reuters data—ADMIN, which regulates access to the Aspen server, and the AMS Box Permission Entitlements, regulated by the Reuters IDN Data Center. Just because you have a particular exchange or data type entitled via ADMIN does not necessarily mean your AMS Box is entitled by Reuters or configured properly to receive it.
SYMBOL NOT DEFINED/UNDEFINED CAUSES
This error has three likely causes:
1. BD futures are not currently in your Aspen Server Master Table.
2. Your AMS box is not entitled for BD Futures.
3. You are not entitled for BD futures data via ADMIN.
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Determining AMS Box Permission Entitlements
1. Position yourself at the AMS Box console.
2. Hit F4 to bring up a columnar list of Aspen servers (“Keystations”).
3. Enter "2" to display Keystations 1-4.
4. Determine your Keystation (KS) number. The keystation number is at the top of the column. KS1= Keystation #1 KS2 = #2 etc. There is usually only one keystation.
5. Find the IP address of the Aspen server in the row of IP addresses.
6. Get your keystation permission entitlements. Hit F8 to bring up the PE screen and select your keystation by entering the two digits. Near the top of the display it will tell you which keystation the permission entitlements are for.
Permission Entitlement Code Symbols
REUTERS PE CODE MEANING SYMBOL . Not entitled. * Entitled for that permission entitlement Table 21 AMS Box Permissioning Symbols If you see a period (.) next to the data type you want to display, your AMS Box (keystation) is not entitled to the data and you need to get that permission entitlement enabled by contacting the Reuters account representative.
If you see an asterisk (*) next to the data you want to display, it means that the AMS box and Aspen server is entitled by Reuters to that data. You should verify that your ADMIN user entitlement profile is entitled to access the data from the Aspen server.
Checking PE Codes on the AMS Box
If the data was previously available, see if the RIC has changed by typing .RTPAGE CHANGES [ENTER].
Also, see if the exchange is having trouble transmitting the data by checking .RTPAGE ALERT.
Reuters controls access to data through permission entitlement (PE) codes. You can find these codes by displaying .RTPAGE PERMISSIONS.
To check the PE codes for a particular SelectFeed plus network, go to the AMS box and type the F8 9 (status page) key. Choose subpage 5. This will show you if it is enabled—the asterisk means yes, the period is no.
If you are receiving some text pages but not others, it is possible you have been configured for no text pages. To check this, go to the AMS Configuration Page
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(F4) and hit 02 to go to the Keystation setup page. Pages are divided into page and quote groups. Look for the page value at the far left. If the value is 0, there are no slots on your AMS box for text pages. The number under quotes reflects the number of available watchlist slots for quote pages.
SYMBOL NOT DEFINED ERROR MESSAGE
PROBABLE POSSIBLE SOLUTIONS CAUSES Invalid Symbol Enter using Aspen “Meta Keys” . Consult Reuters Symbol Guide. Syntax Valid syntax but Consult Reuters Symbol Guide or the RZKC page to see if the RIC has incorrect symbol changed. Symbol is valid but is Consult Reuters Symbol Guide or the RZKC page to see if the RIC has not an instrument changed. No Reuters and/or See the section entitled “Determining the Permission entitlements for ADMIN permision to the AMS box” and the ADMIN reference guide. see the data for that RIC. Watchlist Full See the section entitled Troubleshooting: “Watchlist Full”error on page 67. Table 22 Symbol Not Defined Probable Causes
Symbol seemed OK, workstation responding, symbol name and description appear.
PROBABLE CAUSES POSSIBLE SOLUTIONS Symbol is not trading Attempt reentry of RIC with front month contract. Consult because it is an expired Reuters Symbol Guide. contract Symbol is not trading Consult Reuters Symbol Guide or the RZKC page to see if the RIC because it has changed has changed. names and now trades under a different symbol. Symbol is trading, but not Wait for server backfilling and instrument trading. actively and has not been watched recently. The symbol’s market is Check the OMASTER or SUPERQUOTE pages for the market closed. hours, or verify with the exchange directly. Table 23 No Symbol Data Probable Causes
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Symbol seemed OK, workstation responding, neither symbol name nor description appear.
PROBABLE CAUSES SOLUTION The AMS box is not entitled Contact the Reuters IDN Center to entitle your AMS box for the for the requested instrument. instrument. Table 24 No description or symbol probable causes Symbol seemed OK, workstation not responding, no data.
PROBABLE CAUSES SOLUTION The symbol is not on the Windows NT workstations—display the Task Manager, minimze it, watchlist and you are now and watch the system resource box displayed in the righthand waiting for the IDN Center corner of your task bar. If the box is filled with green, your to add it to the watchlist on workstation is waiting for a response, which often means the your machine. server and AMS box are waiting for a response from the IDN Data Center. There is an IDN Center If and when the workstation responds, consult the ALERT text outage. page and the RQSA text page to identify if there are any IDN Center outages. Table 25 No Reuters data updates probable causes
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Reuters Server/System Troubleshooting
Reuters Server Status Window Fields
In addition to the STAT_WLIST diagnostic symbol described on page 70, the Reuters server has Status Window fields that offer a glimpse into its interactive data processing functions. Note: Reuters generally runs about 5000 bytes per second for an AMS connection.
Figure 7 Reuters Server Status Window
STATUS MEANING WINDOW FIELD WLIST* The current minimum required watchlist size. As always, the actual count of entries in use by watchlist.idx may be greater, but this is the minimum needed to handle the current moment's demand. This value is stored in the diagnostic symbol Stat_Wlist and can be charted to give you a historical snapshot of the required maximum values over a period of days. LINK* The number of times the network link (from the server to the AMS Box) has gone down today. This value is usually 0. REQUE* The number of times the AMS Box has rejected messages today because it was too busy to process them. Usually 0 but an occasional jump is acceptable. Values up to 1000 are acceptable, provided they drop back to zero. If this value increases continually over short periods, reduce the value using the setup.txt parameter maxwindow (see page 26). This could happen if multiple customers are accessing the same AMS box. WLSIZ The size of the watchlist the server is using. This setting is based on the setup.txt parameter maxwatchlist= (see page 25) and (for direct AMS connections only) the watchlist size reported by the AMS box. FREE Free represents the number of watchlist slots that are available. The term "Free" is not synonymous with "Empty". In the illustration above, this system might actually be using all 2400 watchlist slots, but there are currently 1989 slots that are not absolutely required. Those 1989 slots would typically be filled with instruments that have been active recently and so stay on the watchlist under the assumption that there may be additional interest in them shortly. However, these entries can be removed at any time
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to satisfy a user request for an instrument not on the watchlist. RATIO Ratio is the ratio of Free entries to WLSIZ, expressed as a percentage. When this ratio is below 5% the line of numbers turns light red to indicate the server is "redlined", nearing its capacity. Table 26 Reuters Server Status Window Fields
*WLIST, LINK and REQUE are not new to Version 3.60a. They were part of the original 3.60 release of Reuters.
ACCESSING THE AMS BOX FROM MULTIPLE SERVERS
Connecting multiple Aspen servers to a single AMS box adversely affects data response time in the SelectFeed plus environment. Because each server connected to an AMS Box retrieves similar if not identical data, effectively duplicating the communications load, Reuters does not support multiple server access to an AMS box. A standard configuration is one Aspen server (and one IP address), requesting SelectFeed Plus Data from the AMS Box. A one to one configuration is the only configuration recommended by Aspen Research Group.
AMS BOX STATUS WINDOW AND THE WLIST HEADING
The AMS Box status window displays the number of watchlist slots currently required under the “WLIST” heading. This number includes all instruments on the watchlist plus a few extra. The reason is simple: when deleting an entry from the watchlist and adding another, the addition may occur before the deletion. The addition would be ignored because the watchlist is full. Keeping spare slots (see WLBREATHE on page 27) on the watchlist prevents this.
C:\APEX\RTEVENTS.TXT
In addition to SETUP.TXT additions and the usual feed-specific files, the Reuters Aspen server writes a file called C:\APEX\RTevents.txt. This file summarizes significant events occurring during the servers' functioning. "Significant Events" include:
Server runtime errors Permission failures Non-default SETUP.TXT values When a new RTevents.txt is written, the existing file is renamed RTevents.tx4. Once written, RTevents.tx4 is renamed RTevents.tx3, etc. until Rtevents.Tx0 is reached. RTevents.tx0 is then deleted. This self-maintaining numbering scheme allows the Aspen server administrator to access several editions of files documenting significant events and captures significant event causes even if your restart fails.
NT SERVER RUNTIME ERRORS
In the unlikely event of an Aspen server runtime error, the server normally continues functioning by discarding the packet it was processing and moving on to the next packet. The server remembers the packet that caused the error and writes a warning message to the console. This message is then recorded in RTevents.txt. During a runtime error, Windows NT displays a message box saying the application has caused an error. Windows NT requests that the user "Click OK to Terminate" the application. The Aspen server, meanwhile, continues functioning as usual.
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Note: You do not need to terminate the application. In fact, you will almost never need to.
You should, however, write down the instruction and memory address information that Windows NT provides, and relay the information to Aspen Research Group Technical Support so we can correct the problem in future releases.
SHUTTING DOWN THE ASPEN SERVER WITH STOPIT
Normally, you click on a menu entry (Close or Exit) or the 'X' on the upper far right of the title bar to shut down the server. In the case of a server runtime error, however, Windows NT locks the application window and blocks access of commands to the server. This lockout occurs even if the server has recovered from the error.
Stopit is a new emergency shutdown procedure allowing for a "clean" shutdown even during a server runtime error.
To perform an emergency shutdown using stopit:
Using the Task Manager or Start Menu, access a DOS Prompt window and type a command string causing a file named C:\APEX\STOPIT to appear, where C:\APEX is your top-level Aspen directory.
Example: C:\APEX>copy rtevents.txt stopit.
Once a minute, the Aspen server looks for the file C:\APEX\STOPIT. If the file is found, the server deletes it and shuts the server down as gracefully as possible. This emergency shutdown allows proper updating of both the watchlist file and the RTevents.txt file. Normally the RTevents.txt file contains a copy of the message causing the runtime error. Relay this information and the appropriate memory and instruction addresses, to Aspen Research Group Technical Support to correct the problem in future releases.
BYTES IN ARE SLOW
If data is coming in slowly to your Aspen server, and you are seeing 4786, 4744, or 4032 console errors, use the following procedure:
1. Check your AMS Box settings and PE codes using the instructions on page 57.
2. Check your Exchange Filter to make sure only the exchanges you are using are enabled.
3. Check ADMIN to make sure only the exchange products you are using are assigned.
4. Change the Tick, Intraday and Daily database sizes to 200 using the TICKSLENGTH=, BARSLENGTH=, and DAYSLENGTH= setup.txt parameters, respectively.
DAILY AND INTRA DAY DATA DOES NOT MATCH
The test is this: a daily chart reflects the proper range if and only if the valuse generated by Aspen Graphics match the values reported by Reuters TS1.
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This phenomenon is easily observed on forex data. On forex data, bids act as trades, so a bid sets the bar, a low lower than the ask sets the contract low for the day during the day.
Intraday bars are not aligned with Reuters open/close times, and so do not generally agree. Because forex trades -21:50 GMT to 21:15 GMT, and Reuters does not send out their "closing tick" with any annotation; in fact what comes in as the "closing bid for the day" is actually the last bid at 2150, which is not at all the same as the value in effect at 2115.
So Aspen Graphics has to remember the market state as of 2115 in order to put out the right closing value. But if there are several quotes during that 2115 time it is simply impossible to guess which one Reuters chooses as their "close".
Any time you see a discrepancy between intraday prices and daily prices you should look for the missing datum among the bid/ask prices in a T&S window for that trading day.
If found, suspect a "trading rules" violation and log the problem with the words "Trading Rules" prominent and "Reuters" nearly invisible. This will assure most appropriate routing of the problem.
If not found, suspect a day boundary misassignment and report it to Technical Services as quickly as possible so we can look at the overnight log file before it gets wiped out.
NO PREV AND NET VALUE ON PLATTS INSIDE FERC
The short answer to this is—put it on your Reuters permanent watchlist (keyword .RT) and wait a day. Reuters does not supply prev and net for Platt's symbols so these must be calculated. If you've never requested a symbol before (or, equivalently, your database has been cleared out for some reason), request a symbol and (b) wait until the next day before you see prev and net calculated. From that point on you should always have prev and net values.
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207 CONSOLE ERROR
Occasionally, the Aspen Reuters server can run behind after it received a bad timestamp from Reuters. From this point forward, the console error window reflected 207 and other associated console errors related to date/time mismatches. There are three things you can do to prevent and/or resolve this:
1. Set your system clock accurately.
2. Remove the dt=line from your setup.txt and restart the server.
3. Reindex the Time and Sales database.
505 CONSOLE ERROR
If you notice a Console Error 505 you should look in your \APEX directory for aspendmp.log (see Reuters Message Logging on page 64)and e-mail the log file to your aspen Research Group Technical Support Representative.
REUTERS MESSAGE LOGGING ( ASPENDMP.LOG)
If the Aspen server finds an error when freeing a block of memory, Aspen Graphics for Reuters server
1. Traps the error.
2. Issues non-fatal Console Error 505 : "Error returning memory" .
3. Writes a log file, called aspendmp.log, stored in C:\APEX (by default) with the area around the memory to be freed.
4. Ignores the attempt to free memory.
Instead of crashing due to a memory deallocation error the system continues running without deallocating the memory. The server loses a little memory but continues running.
Aspendmp.log Naming Conventions
If there is a pre-existing \APEX\aspendmp.log it will be renamed to \APEX\aspendmp.lo1. If there is already an \APEX\aspendmp.lo1, it will be renamed to \APEX\aspendmp.lo2, deleting any \APEX\aspendmp.lo2. This is in case there are several errors in a row. It is possible to specify an alternate location for the aspendmp.log using the mlog= command line argument. See MLOG on page 28 for details.
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Reuters Server Error Messages and Outages
This section describes possible Reuters server error messages and offers troubleshooting tips to resolve them.
"BUILDING WATCHLIST" MESSAGE
This message is displayed while the Aspen server is loading and processing the permanent watchlist. The time spent building the watchlist is proportional to the number of contracts involved. Thus, CD@C50 takes 10 times longer than SP@C5. Because of IDN Data Center data delays, this process can take some time. To reduce the amount of time it takes to build the watchlist, consider removing macros from the RT Permanent Watchlist Dialog.
Figure 8 RT Permanent Watchlist Dialog
"CONNECTING TO REUTERS" MESSAGE
This message indicates the server has the information it believes is necessary to communicate with the Reuters box, but is waiting for lower level network communication to complete. This message generally lasts less than a few seconds.
Troubleshooting the "Connecting to Reuters" error message
1. If the "Connecting to Reuters" message persists, check your SETUP.TXT parameters. Specifically, verify the AMS_IP_ADDR and AMS_IP_PORT information against the information in the AMS Box console.
2. Go to the AMS Box console.
3. Type the F4 key and "01" to bring up AMS configuration screen #1.
4. Verify that the AMS_IP_ADDR matches the address displayed on "HOST IP ADDR" in the lower middle section of the AMS configuration display.
5. Type "02"to bring up AMS configuration screen #2.
6. Verify that the "IP ADDRESS" in one of the columns (most likely the first column) matches your server IP address.
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7. Verify that the "PORT NUMBER" matches the value of AMS_IP_PORT in SETUP.TXT.
8. If the IP address and Port Number match, check cabling connections and other hardware issues.
SYMBOL NOT DEFINED/UNDEFINED CAUSES
Suppose, for example, you wanted to display Strand Board futures prices, but when you entered “BD@3” on your workstation you received a “Symbol Undefined” error Message.
This error has three likely causes:
1. BD futures are not currently in your Aspen Server Master Table.
2. Your AMS box is not entitled for BD Futures
3. You are not entitled for BD futures data via ADMIN.
Options prospecting symbols resolve the first scenario. To make BD futures known to your Master Table, enter the following command: “?BD” or ?bd [SHIFT]+[ENTER]. The Aspen parser then “prospects” for all BD futures and options and defines them in the Master Table.
Note: entering a prospecting symbol does not display data for the requested instrument. In fact, after entering a prospecting symbol, you will receive an error message indicating the “Symbol is not found”. This is because there are no Reuters Instrument Codes beginning with a ?. The prospecting symbol merely alerts the Aspen parser to seek out and find all open contracts and options for the specified symbol. Futures and options contracts are defined after a short wait (generally from 30 seconds to 2 minutes). You should then be able to successfully enter the RIC-- BD@3 in this example.
INSTRUMENT TYPE PROSPECT SYMBOL SYNTAX ALL OPTIONS OR FUTURES “?
SYMBOL STOPS UPDATING
Occasionally, even when you use a macro on your permanent watchlist, all of the contracts for the macro may not expand, and you may get a “straggler” contract that does not update at all. If this happens, follow this procedure:
1. Verify that the appropriate macro or symbol is in your permanent watchlist, by pulling up the RT Permanent Watchlist Dialog (Keyboard command: .RT)
2. Shutdown the server.
3. Add the nofeed command line argument to the server’s command line (see NOFEED on page 29)
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4. Restart the server.
5. Reindex the symbols in your database.
6. Shutdown the server.
7. Remove the NOFEED command line.
8. Restart the server.
The symbol should now start updating.
STATUS 10 WATCHIST FULL ERROR.
In case of a “Status 10 Watchlist Full" error, the Aspen Graphics server attempts to make more room on the watchlist and reattempt the request. There are also a number of steps you can take to prevent this error. The most obvious is to upgrade your watchlist capacity (see Reuters Guide) or reduce your instrument requirements. Note: the use of @-macro option expansions can use up a lot of watchlist space.
TROUBLESHOOTING "WATCHLIST FULL"/MULTIPLE SERVERS
The watchlist full error is fairly common with multiple Aspen servers accessing a single AMS box (a configuration unsupported by Reuters). In this case you may choose to use the MAXWATCHLIST= SETUP.TXT parameter to ensure that the combined servers do not exceed the watchlist capacity (see Partitioning the Watchlist using Maxwatchlist= on page 22 for more information and examples.
Alternatively, you can use the WLBREATHE Setup.TXT parameter to ensure that there are spare watchlist slots available at all times.
TROUBLESHOOTING "WATCHLIST FULL"/SINGLE SERVER
Watchlist full error messages are relatively rare in single server configurations. If you receive this message, consider upgrading your AMS Box to a model offering a larger watchlist. Alternatively, you can use the WLBREATHE Setup.TXT parameter to ensure that there are spare watchlist slots available at all times.
PRE-LOADING WATCHLIST NNNN/MMMM
This message displays while the Aspen server is scanning Watchlist.IDX for the most popular instruments. The number nnnn represents the current scan position within Watchlist.IDX and the number mmmm represents the total number of entries to scan. In the unlikely event that mmmm grows larger than 200,000 you should reindex the watchlist. See Reindexing Watchlist.IDX on page 24 for detailed instructions.
VARIIABLE MEANING nnnn The current scan position within Watchlist.IDX. mmmm The total number of entries to scan.
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Table 28 Preloading Watchlist Values
NO DATA FROM AMS BOX
This message appears when there is an outage between the Aspen server and the AMS Box or a communications failure between the AMS Box and the IDN Center. This message can have transient or permanent causes. Often, it results from LAN noise, connectivity problems, power outages, AMS Box malfunction, or lack of server resources.
Restoring an AMS Box Connection
1. In the case of LAN noise, Aspen server recovery is automatic.
2. Connectivity problems may be resolved by checking system cabling.
3. AMS Box power outages or malfunctions may be resolved by restoring power or contacting a Reuters technician.
4. After eliminating the preceding causes above, it is possible that the Aspen server has insufficient resources. If this is the case, we suggest restarting the Aspen server.
OUTAGES: AMS BOX TO IDN DATA CENTER
On the server console window, you may see the following message:
"
"
Followed about a minute later by:
"
"
During the period between these two pairs of messages no data arrives from Reuters. This error generally occurs when equity market activity is at its peak—around 9:30 A.M. E.S.T, and other high volume trading periods.
According to Section 9.4 of the AMS SelectFeed Plus User Guide, this event indicates a communications fault on the backlink—i.e, between the AMS Box and the Reuters IDN Center. While Aspen Graphics cannot prevent backlink errors, it does recover from them automatically.
OUTAGES: ASPEN SERVER TO AMS BOX
The Aspen server should automatically recover from Aspen server to AMS box network outages. If the network link is broken, the Aspen server is able to reconnect and restore the flow of data, then automatically attempts to backfill ticks for the outage period To recover index, forex, cash market, (or any other data type not available from the Reuters Time and Sales database) lost during an outage, use the Aspen Graphics Information Retrieval (AIR) machine.
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Note: if you are experiencing network problems, these should be fixed at the source (NIC, cables, congestion, etc.). While Aspen can and should recover from such failures, some data (including Forex and market indices) cannot automatically be refreshed and will therefore be lost. It is preferable to better to fix the source of the problem as opposed to relying on data recovery mechanisms.
IDENTIFYING BACKLINK OUTAGES
To determine if you have a backlink outage, request an .RTPAGE that is not popular or frequently requested, i.e. is not on the watchlist and is not cached in the AMS box. Ask for a page that is not popular, to force the AMS to go get it from the IDN data center. Try a few random FX speedguide pages like, say, SZL/1 (Swaziland Lilageni) or GTQ/1 (Guatemelan Quetzal).
Resetting a backlink connection
To reestablish the backlink connection:
1. Call the Reuters help desk.
2. Supply the AMS box ID# or IP address of the AMS box.
3. Inform the Reuters help desk representative that the backlink is down.
Reuters will open a job ticket and typically reset the link, which restores the backlink. This is usually done within the hour.
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Reuters Diagnostic Symbols
This section details available Reuters-specific diagnostic symbols, their functions, and expected ranges.
STAT_REQUEUES
Typing this diagnostic symbol on an Aspen standalone or server displays a count of outgoing messages requed during any given minute because the recipient AMS Box was busy. These messages are transmitted after a short delay.
Expected STAT_REQUEUES Range
Normally there are few stat_requeues (approximately one per minute). Occasionally, if the AMS box has an outage or experiences a state where it needs to reject all messages temporarily, there may be a burst of several hundred.
STAT_WLIST
The Stat_Wlist diagnostic symbol charts the value of Wlist in the Reuters server status window. This value is the minimum watchlist size required to handle your network requests. Use this diagnostic symbol to determine the optimal watchlist size for your network. If your Stat_wlist value is running near your watchlist capacity, you may need to contact Reuters to arrange for a larger watchlist. Similarly, if your stat_wlist value is consistently lower than your actual watchlist size, you may want to arrange for a smaller watchlist.
Expected STAT_WLIST Range
Your STAT_WLIST value should be at or below the capacity of your AMS Box watchlist. See AMS Box Watchlist Sizes on page 16 for more information.
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Appendix A: Frequently Asked SelectFeed Plus Questions
What happens when the AMS Box Watchlist is used up?
Older versions of SelectFeed Plus imposed a limit on the rate at which items could be requested, but AMS version 7.x does not have a throttle limit. In AMS Version 7.0, all requests are honored as they are received, in “First-in, First-out” fashion. What happens when the Aspen Server Watchlist is used up?
Once the Aspen server uses up 95% of its capacity, the WL values in the Status window turn from white to red. If even more of the watchlist is used, it is possible for the WL values to move into negative territory, in which case the server will be so busy processing requests from the permanent and run-time watchlist that new quote requests may be interminably delayed. If the WL Free value in the Status Window is red (or a negative number), try increasing the server watchlist size to that of the AMS Box using the WLSIZE= setup.txt parameter. If that is still not sufficient, you may need to remove some instruments (particularly macros) from your Aspen server’s Permanent Watchlist, and/or upgrade your AMS box to support a larger watchlist size. See the table of AMS Box Watchlist sizes on page 16, and the section on determining an optimal watchlist size on page 18. What is the Difference Between Broadcast and Interactive Data?
Below is an excerpt from the Reuters website at: http://customer.reuters.com/data_feeds.htm
All datafeeds fall into one of two categories: broadcast or interactive.
There are two types of broadcast feeds: one-way broadcast and two-way broadcast. Marketfeed 2000 uses two-way communication. Once a line is permissioned at the data center, the client begins receiving all information pertaining to records within the permissioned set. With two-way communication, the receiver can ask the transmitter to re-send messages that are lost or corrupt. Two-way communications also lets the transmitter detect the loss of a receiver and take special action during the outage.
Broadcast is available in two flavors: terrestrial and satellite. A terrestrial broadcast entails the use of physical wiring (usually existing telephone cables) from the source to the recipient to carry data. Satellite broadcast entails wireless transmission of data from the source to a satellite and on to the recipient. With satellite delivery, which is one-way broadcast, data is sent out but there is no way for the receiver to communicate back to the transmitter in the case of problems.
Selectfeed Plus is a hybrid between a broadcast and interactive feed in that it can utilize both a broadcast and interactive link. Selectfeed Plus can be installed in two configurations: 1) with only an interactive link 2) with both an interactive and broadcast link. Our configuration is an interactive link only.
Why does my AMS backlink (concentrator line) frequently disconnect?
One possible reason is the limitation imposed by the useable bandwidth of the phone line connecting the AMS to a concentrator in the Reuters data center. The concentrator port has an output buffer which helps to compensate for times when the data stream to the AMS uses all the available phone line bandwidth. During times of heavy traffic, the concentrator buffer may fill
Last revised March 16, 2000 Page 71 Reuters Reference Guide Aspen Research Group Documentation up.When this happens, the concentrator must reset its connection to the AMS to clear the output buffer. The AMS sees only that its backlink has suffered a momentary communications outage.
The most effective way to address this issue is to use the AMS Dynamic Cache configuration, which sources most popular data items from a high-bandwidth broadcast line. Less popular data items, Time and Sales, and Time Series data are available only through the AMS backlink.
What is the Difference between a Watchlist and a Dynamic Cache?
A watchlist is a list of records a client is interested in at a particular point in time. It includes items being updated from the broadcast and the backlink. A dynamic cache contains all the records the client has been interested in at any time since AMS7 was installed, unless items have been preempted. These items will be updated from the broadcast but not necessarily be in use.
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Related Resources
Aspen Research Group, Ltd. Documentation. Aspen Graphics documentation page at: http://www.aspenres.com/website/documents.htm.
Aspen Research Group, Ltd. Aspen Graphics Version 3.71 General Release Notes
Aspen Research Group, Ltd. Aspen Graphics Version 3.71 for Reuters SSL.
Aspen Research Group, Ltd. Aspen Graphics for Reuters Symbology QuickStart.
Reuters. Reuters Web site at http://www.reuters.com
Reuters open systems support website: http://www.opensystems.reuters.com/waverunner/index.htm
Sun Microsystems. Sun Web site at http://www.sun.com
Last revised March 16, 2000 Page 73