Thomson Reuters Elektron Edge V2.3.0

Thomson Reuters Elektron Edge V2.3.0

Thomson Reuters Elektron Edge v2.3.0 Programmer’s Guide Version: 1.0 07 May 2013 © Thomson Reuters 2013. All Rights Reserved. Thomson Reuters, by publishing this document, does not guarantee that any information contained herein is and will remain accurate or that use of the information will ensure correct and faultless operation of the relevant service or equipment. Thomson Reuters, its agents and employees, shall not be held liable to or through any user for any loss or damage whatsoever resulting from reliance on the information contained herein. This document contains information proprietary to Thomson Reuters and may not be reproduced, disclosed, or used in whole or part without the express written permission of Thomson Reuters. Any Software, including but not limited to, the code, screen, structure, sequence, and organization thereof, and Documentation are protected by national copyright laws and international treaty provisions. This manual is subject to U.S. and other national export regulations. Nothing in this document is intended, nor does it, alter the legal obligations, responsibilities or relationship between yourself and Thomson Reuters as set out in the contract existing between us. Thomson Reuters Elektron Edge Programmer’s Guide ii 1 Table of Contents 1 Table of Contents ............................................................................................................................ iii 2 List of Figures................................................................................................................................... v 3 List of Tables ................................................................................................................................... vi 4 INTRODUCTION TO THOMSON REUTERS ELEKTRON EDGE ............................................. 7 4.1 Who should read this Guide ..................................................................................................... 9 4.2 How to Use this Guide .............................................................................................................. 9 4.3 Other References ...................................................................................................................... 9 5 ABOUT THE THOMSON REUTERS ELEKTRON EDGE ......................................................... 10 5.1 Organisation of Document ...................................................................................................... 10 5.2 Quality Guidelines and Checklist ........................................................................................... 10 5.3 News 2000 Quality Guidelines and Checklist ........................................................................ 11 5.4 Conventions Used in Part I ..................................................................................................... 11 6 CONCEPTS .................................................................................................................................... 12 6.1 Thomson Reuters Instrument Code (RIC) .............................................................................. 12 6.1.1 The Component Parts of a RIC ....................................................................................... 12 6.1.2 Database Access Rules ................................................................................................... 13 6.1.3 Instrument Code Constituents ......................................................................................... 13 6.1.4 Summary of Instrument Type Delimiters ....................................................................... 20 6.1.5 Source Code Constituents ............................................................................................... 20 6.2 Chain Records......................................................................................................................... 20 6.3 Page Records .......................................................................................................................... 21 6.3.1 ‗Monitor Style‘ Pages (64x14) ....................................................................................... 21 6.3.2 Large Page Records (80x25) and 99-Character Pages .................................................... 21 6.4 Field Identifiers (FIDs) and Values ........................................................................................ 21 6.4.1 A Word About Time Fields ............................................................................................ 22 6.5 Record Classification .............................................................................................................. 22 6.6 Permissions ............................................................................................................................. 23 6.6.1 IDN Permissions ............................................................................................................. 23 6.6.2 User Permissioning ......................................................................................................... 23 6.7 Watchlist ................................................................................................................................. 23 6.8 Delivery Path and Services ..................................................................................................... 23 6.9 Data Group ............................................................................................................................. 24 6.10 Data Health ............................................................................................................................. 24 6.11 Snapshots ................................................................................................................................ 24 6.12 Non-updating Item Support .................................................................................................... 24 6.13 Support Aliases ....................................................................................................................... 25 6.14 TCP/IP Nagle Algorithm ........................................................................................................ 25 6.15 Support Statistic RIC (%CSTATRIC) .................................................................................... 26 6.16 Support Pseudo RIC for Elektron Edge Configurations (%CCONFIG) ................................. 28 7 DESIGN GOALS AND SYSTEM FEATURES OF ELEKTRON EDGE .................................... 30 7.1 Elektron Edge Design Goals ................................................................................................... 30 7.2 Elektron Edge Connectivity .................................................................................................... 30 7.2.1 Ultra Performance API (UPA) ........................................................................................ 30 7.2.2 Robust Foundation API (RFA) ....................................................................................... 30 7.2.3 Software Foundation Classes (SFC) ............................................................................... 31 SSL Classic Edition/SSL SDK API ........................................................................................ 31 7.2.4 ................................................................................................................................................ 31 7.3 Criteria Based Requests (SSL/Market Feed), Symbol List Requests (OMM) ........................ 31 7.3.1 Criteria/Symbol List Resolution ..................................................................................... 32 7.4 Multiple Channel Support ....................................................................................................... 32 7.5 Watchlist Support ................................................................................................................... 32 7.6 Data Health and Recovery ...................................................................................................... 32 7.6.1 Image Refresh ................................................................................................................. 32 7.7 News Services......................................................................................................................... 33 8 LOGICAL DATA FORMATS IN SSL .......................................................................................... 34 8.1 Overview ................................................................................................................................ 34 8.2 Notation .................................................................................................................................. 34 8.2.1 ASCII Characters ............................................................................................................ 34 8.2.2 Special Character Representations .................................................................................. 34 8.2.3 Separators ....................................................................................................................... 35 8.2.4 Message Structure ........................................................................................................... 35 Thomson Reuters Elektron Edge Programmer’s Guide iii 8.2.5 Repetitions ...................................................................................................................... 35 8.2.6 Intra-Field Position Sequence

View Full Text

Details

  • File Type
    pdf
  • Upload Time
    -
  • Content Languages
    English
  • Upload User
    Anonymous/Not logged-in
  • File Pages
    89 Page
  • File Size
    -

Download

Channel Download Status
Express Download Enable

Copyright

We respect the copyrights and intellectual property rights of all users. All uploaded documents are either original works of the uploader or authorized works of the rightful owners.

  • Not to be reproduced or distributed without explicit permission.
  • Not used for commercial purposes outside of approved use cases.
  • Not used to infringe on the rights of the original creators.
  • If you believe any content infringes your copyright, please contact us immediately.

Support

For help with questions, suggestions, or problems, please contact us