Elektron Realtime NEWS over Web Socket David M Thomas Developer Advocate Platform APIs REUTERS Firstname Lastname 2 Thomson Reuters Elektron Real Time Content News Real Time News News Analytics ID: 768910
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Elektron Real-time NEWS over Web Socket David M ThomasDeveloper Advocate - Platform APIs REUTERS / Firstname Lastname
2 Thomson Reuters Elektron Real Time Content News Real Time News News Analytics Sentiment Indices Market Exchange Traded OTC CashDerivatives GeographyAmericasEMEAAPACFrontier Asset ClassEquitiesFixed IncomeMoney MarketsCommodities & EnergyFXOptionsFuturesIndicesEconomic Indicators Third PartyBroker DataICAPTulletTraditionGFI TradeWebBGCDealing & MatchingWM Fixings Market Axess Consolidated real time feeds from over 500 exchange-traded and OTC markets
3 Thomson Reuters Elektron Real Time feedThomson Reuters Elektron Real Time is a low-latency global data feed that delivers full tick and depth-of-market dataIt is distributed via: Eikon WebSocket ElektronData PlatformEMA ETAWebSocketElektron SDKTREPEMAETA WebSocketElektron SDK
4 WebSocket API vs EMA Feature Elektron Message API WebSocket API Connection management Timeouts, reconnection, multiple servers…YesMust be implemented by the applicationConsumerMulti domains, batch, views, posts…Yes Yes ProviderInteractive, Non InteractiveYesIn future versions Configuration filesYesNoPerformanceInteractive, Non InteractiveHigh performanceGood performanceProgramming languages C++ and JavaAll languageswith WebSocket & Json capabilities#TRDevelopers
5 #TRDevelopers Market Price Request All Requests and Responses use a simplified JSON format: “tr_json2”
6 #TRDevelopers Market Price Response - Refresh
7 #TRDevelopers Market Price Response - Update
8 #TRDevelopers MRN_STORY Request
9 #TRDevelopers MRN_STORY Response - Refresh
10 #TRDevelopers MRN_STORY Response - Update
11 #TRDevelopers MRN_STORY Response – Update Payload
12 #TRDevelopers Fragment ProcessingFRAGMENT field holds the News content Gzip compressed. For WebSocket API this result is Base64 Encoded FRAG_NUMThe Fragment number – Used when News Items that span multiple fragments Any further fragments are delivered in subsequent updatesAll fragments for a News item must be concatenated before it can be uncompressed. TOT_SIZE Gives the compressed size of the complete News Item
13 #TRDevelopers Fragment ProcessingGUID Field Identifies unique News Items across Updates News Item is complete when: FRAGMENT field length == TOT_SIZE Otherwise Start concatenating until: LENGTH OF CONCATENATED FRAGMENTS == TOT_SIZE
14 #TRDevelopers MRN_TRNA Request
15 # TRDevelopers MRN_TRNA Response - Refresh
16 # TRDevelopers MRN_TRNA Response – Refresh Payload
17 #TRDevelopers MRN_TRNA Response - Update
18 #TRDevelopers MRN_TRNA Response – Update Payload
19 WebSocket API TRY IT NOW! DOCUMENTATION Available from the Developer Portal https ://developers.thomsonreuters.com/elektron/websocket-api/downloads
20 WebSocket API Examples WebSocket API Sample Applications available from the Developer PortalAlso available under streamingtools in the latest ADS releases
21 Demonstration: From MarketPrice to MRN MarketPriceExample.cs market_price.js Demonstrate Real-time NEWS using these simple MarketPrice examples with appropriate changes.