The Robust Foundation API (RFA) C++ Edition provides data-neutral, thread-aware access for consuming and providing market information as well as some generic configuration and logging capabilities using the C++ programming language. It is a developer toolkit that gives customer applications access to a wide range of financial data from Thomson Reuters, 3rd party and in-house sources. The RFA C++ Edition is a highly performing API, and offers a low latency, high throughput data delivery solution.
With the RFA C++ Edition, developers have the ability to extend their use of RFA even further into the enterprise by using the Open Message Model (OMM) interfaces. The OMM provides an extremely flexible set of messaging constructs that allow complex data types to be expressed, cached and delivered through the TREP system. OMM was used by Thomson Reuters to normallize all exchange data in Elektron Real Time with full order book support.
OMM opens up TREP to an unlimited range of structured data models such as Order Books, Market Makers, Symbol Lists and Dictionaries in addition to existing field/value oriented data. Customers, partners and 3rd parties can use OMM to create new data models for a wide variety of data types with a range of interaction types from static reference data to the high-updating, low-latency market data. Once encoded using OMM structures, this data can be distributed through TREP using a high performance binary wire format while continuing to leverage the existing capabilities of TREP.
The screenshot above shows an example program, included with RFA C++, displaying real-time full order book data.
RFA C++ supports multi-threaded programming. It also includes a generic set of logging and configuration interfaces that can be used by applications to log application-specific messages and to perform its own configuration.
RFA C++ supports connectivity to the Elekton Real Time, a low-latency consolidated global data feed that delivers full tick, depth-of-market data, and the Thomson Reuters Enterprise Platform (TREP) for real-time, through the Reuters Domain Models (RDM).
RFA C++ is composed of several packages. Each API package included in RFA comprises all the necessary components including libraries, full documentation, and examples of how the API is used.
The addition of Value Added Components has been integrated into the RFA package. The Value Added Components provide a set of classes that virtually eliminate routine initialization of RFA and handles all encoding and decoding of the specific RDM domains.