Refinitiv Real-Time SDK - Java

Quick Start - Connecting to a deployed RTDS

Last update Apr 2022
Environment Windows, Linux
Compilers JDK 1.8 or greater
Prerequisites

The steps outlined within this guide depend on details outlined within the RTSDK Java Installation Guide available within the Documentation tab. Ensure this document is at your disposal.

Access to an existing Refinitiv Real-Time Distribution System to retrieve content

Introduction

The goal of this Getting Started tutorial is to provide the developer with the steps required to download and confirm they have access to their Refinitiv Real-Time Distribution System (RTDS) by executing one of the packaged RTSDK examples.  EMA and ETA are sub-components of the RTSDK (Refinitiv Real-Time SDK) package that includes a number of examples available to test specific functionality.  For our purposes, the goal is to walk through the procedure to specify the connection details to access your market data environment to connect and retrieve market data content.

The tutorial is applicable to both Linux and Windows environments.

Download the RTSDK

The Enterprise Message API (EMA) and Enterprise Transport API (ETA) are included in the RTSDK package.  Within the RTSDK Java Installation Guide, you can refer to the sections to obtain the download package, set up Gradle, and establish any dependencies required to run the packaged examples. 

Select and configure a consumer sample

After you've installed the RTSDK package on your file system, you may test whether you can successfully obtain streaming data from your RTDS environment.  Within the Building Examples section defined within the RTSDK Java Installation Guide, ensure you can generate a listing of the RTSDK examples.  This will guarantee that your Gradle system is up and running before you try out one of the examples.

Once you have successfully listed the examples as outlined within the Installation Guide, then we can move to the Building and Running an Example using Gradle section within the guide.  While there are many examples to try, for our purposes, we will simply consume some streaming market data from the platform using examples for both ETA and EMA.

To run an example, you will need to ensure you have the following:

  • Server connection details
    • Eg: ads:14002
  • Service providing market data
    • Eg: MDSERVICE

You will need to reach out to your market data team to get this required information.

Build and run the examples

As outlined within the Installation Gude, use Gradle to build the desired example (ETA: runVAConsumer; EMA: runconsumer100)

ETA

    	
            
To list the command-line parameters:
> Gradlew runVAConsumer --args="-?"
 
And an example of how to run this test to retrieve streaming market data:
> Gradlew runVAConsumer --args="-c rtds:14002 ELEKTRON_AD mp:AAPL.O"

Upon execution, we are presented with some initial connection results followed by our initial image called a RefreshMsg. The RefreshMsg or initial image contains all fields for the requested instrument representing the latest up-to-date market values. Following this image, we will begin to see UpdateMsgs or real-time updates reflecting changes in the market.

The example application will automatically exit after ~1 minute.  Alternatively, you can (Ctrl+C) to exit at any time.

    	
            

Consumer initializing...

Channel Up Event: java.nio.channels.SocketChannel[connected local=/10.46.208.3:60241 remote=ewa/10.116.80.111:14002]

Received Login Refresh for Username: U8007876

LoginRefresh:

        streamId: 1

        name: U8007876

        nameType: 1

        State: Open/Ok/None - text: "Login accepted by host torsrmds11."

        isSolicited: true

        applicationId: 256

        applicationName: ADS

        position: 10.46.208.3/U8007876-TPL-A

        providePermissionProfile: 0

        providePermissionExpressions: 1

        singleOpen: 1

        allowSuspectData: 1

        supportBatchRequests: 1

        supportBatchReissues: 1

        supportBatchCloses: 1

        supportOMMPost: 1

        supportOptimizedPauseResume: 0

        supportStandby: 0

        supportViewRequests: 1

 

Received Source Directory Refresh

DirectoryRefresh:

        streamId: 2

        State: Open/Ok/None - text: "null"

        clearCache: true

        solicited: true

        filter: INFO | GROUP | STATE

        Service:

                serviceId: 779

                InfoFilter:

                        serviceName: DELAY_CONFLATE1

                        vendor: Thomson Reuters

                        isSource: 0

                        supportsQosRange: 0

                        supportsOutOfBandSnapshots: 1

 

...

 

AAPL.O

DOMAIN: MARKET_PRICE

State: Open/Ok/None - text: "All is well"

        1/PROD_PERM: 74

        2/RDNDISPLAY: 66

        3/DSPLY_NAME: APPLE INC

        4/RDN_EXCHID:    (0)

        6/TRDPRC_1: 144.1499

        7/TRDPRC_2: 144.15

        8/TRDPRC_3: 144.15

        9/TRDPRC_4: 144.155

        10/TRDPRC_5: 144.155

        11/NETCHNG_1: 1.2099

        12/HIGH_1: 144.6

        13/LOW_1: 142.78

        14/PRCTCK_1: ■(2)

        15/CURRENCY: USD(840)

        16/TRADE_DATE: 21 SEP 2021

        18/TRDTIM_1: 16:09:00:000:000:000

        19/OPEN_PRC: 143.93

        21/HST_CLOSE: 142.94

        22/BID: 144.14

...

        32741/TRNOVR_UNS: 5.7553131375547E9

        32743/ACVOL_UNS: 40035669

 

(Channel java.nio.channels.SocketChannel[connected local=/10.46.208.3:60241 remote=ewa/10.116.80.111:14002]):

AAPL.O

DOMAIN: MARKET_PRICE

UPDATE TYPE: QUOTE

        22/BID: 144.14

        25/ASK: 144.15

        30/BIDSIZE: 4.0

        31/ASKSIZE: 7.0

        11683/BIDFINMMID: <blank data>

        11684/ASKFINMMID: <blank data>

        3298/BIDXID: NAS(43)

        3297/ASKXID: NAS(43)

        6579/BID_COND_N: R

        6580/ASK_COND_N: R

        293/BID_MMID1: NAS

        296/ASK_MMID1: NAS

        1000/GV1_TEXT: A

        8937/LIMIT_INDQ: BOE(25)

        3887/SEQNUM_QT: 5.415158E7

        118/PRC_QL_CD:    (0)

        3264/PRC_QL3:    (0)

        8406/QTE_ORIGIN:

        1041/GV1_FLAG:

        12783/NBBO_IND: 6  (5)

        3855/QUOTIM_MS: 58182906

        1025/QUOTIM: 16:09:42:000:000:000

        14238/ORDRECV_MS: 16:09:42:906:000:000

        14246/ORDREC2_MS: <blank data>

...

EMA

The majority of the EMA examples do not provide command-line parameters but instead require modification to the source code.  From the RTSDK root directory, navigate to the source directory:

./Ema/Examples/src/main/java/com/refinitiv/ema/examples/training/consumer/series100/ex100_MP_Streaming

Within the Consumer.java source file, you can modify connection details for your specific environment.  For example, within the main function, you will likely need to replace the 'localhost' and 'DIRECT_FEED' values to suit your environment setup.  You may need to contact your market data team for these details.

    	
            

OmmConsumerConfig config = EmaFactory.createOmmConsumerConfig();

consumer  = EmaFactory.createOmmConsumer(config.host("localhost:14002").username("user"));

ReqMsg reqMsg = EmaFactory.createReqMsg();

consumer.registerClient(reqMsg.serviceName("DIRECT_FEED").name("IBM.N"), appClient);

Once the source file has been configured, you are ready to execute the EMA example:

    	
            > gradlew runconsumer100
        
        
    

The output will be similar to that of the ETA example.

Once you have successfully completed the steps above, you can further your learning by following the series of EMA tutorials or ETA tutorials.