question

Upvotes
Accepted
1 0 0 3

How to get the Quote Currency from a TREP RFA MarketPrice subscription?

I've created a MarketPrice subscription with the RFA feed. I received bid and ask on the REFRESH response but I also require the currency. How do I get this value? thanks.

treprfarfa-api
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 5.0 MiB each and 10.0 MiB total.

Upvotes
Accepted
9.5k 10 5 7

As far as I know, the currency is in Field ID 15 CURRENCY as mentioned in RDMFieldDictionary:

CURRENCY   "CURRENCY"              15  NULL        ENUMERATED    5 ( 3 )  ENUM             2 !
! The currency in which the instrument is quoted.

The example when subscribing the RIC JPY=. It showed the currency is JPY in field id 15


currency-field.png (19.5 KiB)
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 5.0 MiB each and 10.0 MiB total.

Upvotes
9.5k 10 5 7

@randeep gill

If you have any questions regarding RFA technical issue, please specify RFA edition you use e.g. RFA.NET, RFA C++, RFA Java. Hence, you will get the proper answers.

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 5.0 MiB each and 10.0 MiB total.

Click below to post an Idea Post Idea