wiwat-tharateeraparb
commented
6 years ago Are you referring to a chain RIC? Thomson Reuters has legacy, unstructured chain RIC data model for delivery of a list of symbols. SymbolList (OMM) is a newer structured which is only available from TRDF-D feeds (Direct Feed for exchanges). Typically if you want a list of symbols from, say, 0#RIC from IDN, it is most likely that you are requesting for a chain RIC and not a SymbolList.
To pull a chain RIC with PyRFA, you can see code in this post and repost here:
def expandChainRIC(self, chainRIC):
expanded = []
done = False
snapshot = self.snapshotRequest([chainRIC])
while not done:
if not snapshot:
break
for i in ['LINK_1', 'LINK_2', 'LINK_3', 'LINK_4', 'LINK_5', 'LINK_6', 'LINK_7', 'LINK_8', 'LINK_9', 'LINK_10', 'LINK_11', 'LINK_12', 'LINK_13', 'LINK_14', 'LONGLINK1', 'LONGLINK2', 'LONGLINK3', 'LONGLINK4', 'LONGLINK5', 'LONGLINK6', 'LONGLINK7', 'LONGLINK8', 'LONGLINK9', 'LONGLINK10', 'LONGLINK11', 'LONGLINK12', 'LONGLINK13', 'LONGLINK14']:
if snapshot[0][2].has_key(i) and snapshot[0][2][i]:
expanded.append(snapshot[0][2][i])
if snapshot[0][2].has_key('NEXT_LR') and snapshot[0][2]['NEXT_LR']:
snapshot = self.snapshotRequest([snapshot[0][2]['NEXT_LR']])
elif snapshot[0][2].has_key('LONGNEXTLR') and snapshot[0][2]['LONGNEXTLR']:
snapshot = self.snapshotRequest([snapshot[0][2]['LONGNEXTLR']])
else:
done = True
# if chainRIC is not a chain, return itself back
if not expanded:
expanded.append(chainRIC)
if self.debug:
print "[debug] Expand chain " + chainRIC + " -> " + str(expanded)
return expandedand
def snapshotRequest(self, ricList):
snaphots = ()
self.pyrfa.log("Subscribing items: " + str(ricList) + " (total: " + str(len(ricList)) + " )")
for ric in ricList:
self.pyrfa.marketPriceRequest(ric)
global end
end = False
t = threading.Timer(10, stop)
t.start()
imageReceived = 0
while not end and imageReceived < len(ricList):
images = self.pyrfa.dispatchEventQueue()
if images:
for i in images:
if type(i[2]) is dict:
imageReceived += 1
snaphots += (i,)
t.cancel()
t = threading.Timer(10, stop)
t.start()
self.pyrfa.log("Snapshots received: " + str(imageReceived))
t.cancel()
return snaphots
kodeaway
clgoldman
Getting errors while using getSymbolList
Debug is ON and am able to see the below.
[SymbolListHandler::decodeSymbolList] Expected key buffer databuffer type of Buffer ({'MTYPE' : 'REFRESH','RIC' : 'SL RICNAME','SERVICE' : 'SERVICENAME'})
SymbolList are being pulled OK with other tools without any issues.