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Elektron Real-time NEWS over Web Socket

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Presentation on theme: "Elektron Real-time NEWS over Web Socket"— Presentation transcript:

1 Elektron Real-time NEWS over Web Socket
REUTERS / Firstname Lastname Elektron Real-time NEWS over Web Socket David M Thomas Developer Advocate - Platform APIs

2 Thomson Reuters Elektron Real Time Content
News Real Time News News Analytics Sentiment Indices Market Exchange Traded OTC Cash Derivatives Geography Americas EMEA APAC Frontier Asset Class Equities Options Fixed Income Futures Money Markets Indices Commodities & Energy Economic Indicators FX Third Party Broker Data TradeWeb Market Axess ICAP BGC Tullet Dealing & Matching Tradition GFI WM Fixings Consolidated real time feeds from over 500 exchange-traded and OTC markets EMA Java for Beginner

3 Thomson Reuters Elektron Real Time feed
Thomson Reuters Elektron Real Time is a low-latency global data feed that delivers full tick and depth-of-market data It is distributed via: Eikon Web Socket Elektron Data Platform EMA ETA Elektron SDK TREP EMA Java for Beginner

4 Connection management Yes Must be implemented by the application
WebSocket API vs EMA Feature Elektron Message API WebSocket API Connection management Timeouts, reconnection, multiple servers… Yes Must be implemented by the application Consumer Multi domains, batch, views, posts… Provider Interactive, Non Interactive In future versions Configuration files No Performance Interactive, Non Interactive High performance Good performance Programming languages C++ and Java All languages with WebSocket & Json capabilities #TRDevelopers

5 All Requests and Responses use a simplified JSON format: “tr_json2”
Market Price Request All Requests and Responses use a simplified JSON format: “tr_json2” #TRDevelopers

6 Market Price Response - Refresh
#TRDevelopers

7 Market Price Response - Update
#TRDevelopers

8 MRN_STORY Request #TRDevelopers

9 MRN_STORY Response - Refresh
#TRDevelopers

10 MRN_STORY Response - Update
#TRDevelopers

11 MRN_STORY Response – Update Payload
#TRDevelopers

12 Fragment Processing FRAGMENT field holds the News content FRAG_NUM
Gzip compressed. For WebSocket API this result is Base64 Encoded FRAG_NUM The Fragment number – Used when News Items that span multiple fragments Any further fragments are delivered in subsequent updates All fragments for a News item must be concatenated before it can be uncompressed. TOT_SIZE Gives the compressed size of the complete News Item #TRDevelopers

13 Fragment Processing GUID Field News Item is complete when:
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 #TRDevelopers

14 MRN_TRNA Request #TRDevelopers

15 MRN_TRNA Response - Refresh
#TRDevelopers

16 MRN_TRNA Response – Refresh Payload
#TRDevelopers

17 MRN_TRNA Response - Update
#TRDevelopers

18 MRN_TRNA Response – Update Payload
#TRDevelopers

19 WebSocket API TRY IT NOW! DOCUMENTATION
Available from the Developer Portal

20 WebSocket API Examples
WebSocket API Sample Applications available from the Developer Portal Also 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.


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