ETAC_RDMUsageGuide Transport APIC RDMUsage Guide

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Transport API C Edition
V3.2.x

RDM USAGE GUIDE
C EDITION

Document Version: 3.2.0
Date of issue: 27 April 2018
Document ID: ETAC320UMRDM.180

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Nothing in this document is intended, nor does it, alter the legal obligations, responsibilities or relationship between yourself and Thomson
Reuters as set out in the contract existing between us.

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Contents

Contents
Chapter 1
1.1
1.2
1.3
1.4
1.5
1.6
1.7
1.7.1
1.7.2
1.7.3
1.8
1.9

Introduction ...................................................................................................................... 1
About this Manual ...........................................................................................................................................
Audience .........................................................................................................................................................
Open Message Model (OMM).........................................................................................................................
Reuters Wire Format (RWF) ...........................................................................................................................
References......................................................................................................................................................
Documentation Feedback ...............................................................................................................................
Conventions ....................................................................................................................................................
Typographic ..............................................................................................................................................
General Transport API Syntax..................................................................................................................
Definitions and Standard Behaviors .........................................................................................................
Acronyms and Abbreviations ..........................................................................................................................
What’s New .....................................................................................................................................................

1
1
1
1
2
2
2
2
3
3
4
4

Chapter 2

Domain Model Overview.................................................................................................. 5

2.1
2.2

2.7.1
2.7.2
2.7.3
2.7.4
2.7.5
2.7.6
2.7.7

What is a Domain Message Model? ............................................................................................................... 5
Reuters Domain Models (RDMs) Vs User-Defined Models ............................................................................ 5
Reuters Domain Models (RDMs).............................................................................................................. 5
User-Defined Domain Model .................................................................................................................... 6
Domain Message Model Creation ............................................................................................................ 6
........................................................................................................................................................................ 7
OMM Consumer / OMM Interactive Provider Initial Interaction ....................................................................... 8
OMM Non-Interactive Provider Initial Interaction ............................................................................................ 9
Sending and Receiving Content.................................................................................................................... 10
General Transport API Concepts .................................................................................................................. 11
Snapshot and Streaming Requests ........................................................................................................ 11
Multi-Part Messages ............................................................................................................................... 11
Reissue Requests and Pause/Resume .................................................................................................. 11
Rippling Fields ........................................................................................................................................ 12
Dynamic View ......................................................................................................................................... 12
Batch Request ........................................................................................................................................ 12
Posting.................................................................................................................................................... 12

Chapter 3

Login Domain ................................................................................................................. 13

2.2.1
2.2.2
2.2.3
2.3
2.4
2.5
2.6
2.7

3.1
3.2
3.2.1
3.2.2
3.2.3
3.2.4
3.2.5
3.2.6
3.2.7
3.2.8
3.2.9
3.2.10
3.2.11
3.3
3.3.1
3.3.2
3.4

Description ....................................................................................................................................................
Usage............................................................................................................................................................
Login Request Message .........................................................................................................................
Login Request Elements.........................................................................................................................
Login Refresh Message..........................................................................................................................
Login Refresh Elements .........................................................................................................................
Login Status Message ............................................................................................................................
Login Status Elements............................................................................................................................
Login Update Message...........................................................................................................................
Login Close Message .............................................................................................................................
Login Generic Message Use ..................................................................................................................
Login Post Message ...............................................................................................................................
Login Ack Message ................................................................................................................................
Data...............................................................................................................................................................
Login Refresh Message Payload............................................................................................................
Login Generic Message Payload............................................................................................................
Special Semantics.........................................................................................................................................

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13
14
14
16
19
21
26
27
27
28
28
29
29
30
30
32
33
1

3.4.1
3.4.2
3.4.3
3.4.4
3.5
3.5.1
3.5.2

Chapter 4
4.1
4.2
4.2.1
4.2.2
4.2.3
4.2.4
4.2.5
4.3
4.3.1
4.3.2
4.4
4.4.1
4.4.2
4.4.3
4.4.4
4.4.5
4.5
4.5.1
4.5.2

Chapter 5
5.1
5.2
5.3
5.3.1
5.3.2
5.3.3
5.4
5.5
5.5.1
5.5.2
5.6
5.6.1
5.6.2
5.7
5.8
5.9
5.9.1
5.9.2
5.9.3
5.10
5.11
5.11.1
5.11.2
5.11.3
5.12

Authentication and Login Handling .........................................................................................................
Negotiating msgKey.attrib Parameters ...................................................................................................
Group and Service Status.......................................................................................................................
Single Open and Allow Suspect Data Behavior......................................................................................
Login Sample XML........................................................................................................................................
Login Request Message Sample XML ...................................................................................................
Login Refresh Message Sample XML ....................................................................................................

33
33
33
34
35
35
36

Source Directory Domain .............................................................................................. 37
Description ....................................................................................................................................................
Usage............................................................................................................................................................
Source Directory Request Message .......................................................................................................
Source Directory Refresh Message........................................................................................................
Source Directory Update Message.........................................................................................................
Source Directory Status Message ..........................................................................................................
Source Directory Generic Message........................................................................................................
Data...............................................................................................................................................................
Source Directory Refresh and Update Payload......................................................................................
Source Directory ConsumerStatus Generic Message Payload ..............................................................
Special Semantics.........................................................................................................................................
Multiple Streams .....................................................................................................................................
ServiceState and AcceptingRequests ....................................................................................................
Service and Group Status Values...........................................................................................................
Removing a Service................................................................................................................................
Non-existent Services.............................................................................................................................
Source Directory Sample XML......................................................................................................................
Source Directory Request Message Sample XML .................................................................................
Source Directory Refresh Message Sample XML ..................................................................................

37
38
38
40
41
42
43
44
44
54
54
54
54
56
56
56
57
57
57

Dictionary Domain ......................................................................................................... 59
Description ....................................................................................................................................................
Decoding Field List Contents with Field and Enumerated Types Dictionaries ..............................................
Usage............................................................................................................................................................
Dictionary Request Message..................................................................................................................
Dictionary Refresh Message...................................................................................................................
Dictionary Status Message .....................................................................................................................
Payload and Summary Data for the Refresh Message .................................................................................
Field Dictionary .............................................................................................................................................
Field Dictionary Payload .........................................................................................................................
Field Dictionary File Format....................................................................................................................
Enumerated Types Dictionary.......................................................................................................................
Enumerated Types Dictionary Payload ..................................................................................................
Enumerated Types Dictionary File Format .............................................................................................
Global Field Set Definition Payload...............................................................................................................
Global Element Set Definition Payload .........................................................................................................
Special Semantics.........................................................................................................................................
DictionaryId.............................................................................................................................................
DictionariesProvided and DictionariesUsed............................................................................................
Version Information.................................................................................................................................
Other Dictionary Types .................................................................................................................................
Dictionary Sample XML.................................................................................................................................
Dictionary Request Message Sample XML ............................................................................................
Field Dictionary Refresh Message Sample XML ....................................................................................
Enumerated Types Dictionary Refresh Message Sample XML..............................................................
Dictionary Utility Function..............................................................................................................................

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59
59
61
61
62
63
64
65
65
66
70
70
72
75
77
78
78
78
78
79
80
80
80
82
83
2

5.12.1
5.12.2

Chapter 6
6.1
6.2
6.2.1
6.2.2
6.2.3
6.2.4
6.2.5
6.3
6.4
6.4.1
6.4.2

Example: Basic Dictionary Use............................................................................................................... 84
Example: Dictionary Lookup Using a FieldId .......................................................................................... 85

Market Price Domain...................................................................................................... 87
Description ....................................................................................................................................................
Usage............................................................................................................................................................
Market Price Request Message..............................................................................................................
Market Price Refresh Message ..............................................................................................................
Market Price Update Message ...............................................................................................................
Market Price Status Message.................................................................................................................
Market Price Post Message....................................................................................................................
Data: Market Price Refresh Message / Update Message Payload ...............................................................
Market Price Sample XML ............................................................................................................................
Market Price Request Message Sample XML ........................................................................................
Market Price Refresh Message Sample XML.........................................................................................

87
87
87
89
90
92
93
94
94
94
94

Chapter 7

Market By Order Domain ............................................................................................... 96

7.1
7.2

Description .................................................................................................................................................... 96
Usage............................................................................................................................................................ 96
Market By Order Request Message ....................................................................................................... 96
Market By Order Refresh Message ........................................................................................................ 98
Market By Order Update Message ......................................................................................................... 99
Market By Order Status Message......................................................................................................... 100
Market By Order Post Message............................................................................................................ 100
Data............................................................................................................................................................. 101
Market By Order Refresh / Update Payload ......................................................................................... 101
Summary Data...................................................................................................................................... 102
RsslMapEntry Contents ........................................................................................................................ 102
Market By Order Sample XML .................................................................................................................... 102
Market By Order Request Message Sample XML................................................................................ 102
Market By Order Refresh Message Sample XML................................................................................. 103

7.2.1
7.2.2
7.2.3
7.2.4
7.2.5
7.3
7.3.1
7.3.2
7.3.3
7.4
7.4.1
7.4.2

Chapter 8
8.1
8.2
8.2.1
8.2.2
8.2.3
8.2.4
8.2.5
8.3
8.3.1
8.3.2
8.3.3
8.4
8.4.1
8.4.2

Chapter 9
9.1
9.2
9.2.1
9.2.2
9.2.3

Market By Price Domain .............................................................................................. 105
Description ..................................................................................................................................................
Usage..........................................................................................................................................................
Market By Price Request Message ......................................................................................................
Market By Price Refresh Message .......................................................................................................
Market By Price Update Message ........................................................................................................
Market By Price Status Message..........................................................................................................
Market By Price Post Message.............................................................................................................
Data.............................................................................................................................................................
Market By Price Refresh/Update Payload ............................................................................................
Summary Data......................................................................................................................................
RsslMapEntry Contents ........................................................................................................................
Market By Price Sample XML .....................................................................................................................
Market By Price Request Message Sample XML.................................................................................
Market By Price Refresh Message Sample XML..................................................................................

105
105
105
106
108
109
109
110
110
110
110
111
111
111

Market Maker Domain .................................................................................................. 113
Description ..................................................................................................................................................
Usage..........................................................................................................................................................
Market Maker Request Message..........................................................................................................
Market Maker Refresh Message...........................................................................................................
Market Maker Update Message............................................................................................................

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113
113
113
115
116
3

9.2.4
9.2.5
9.3
9.3.1
9.3.2
9.3.3
9.4
9.4.1
9.4.2

Chapter 10
10.1
10.2
10.2.1
10.2.2
10.2.3
10.2.4
10.2.5
10.3
10.3.1
10.3.2
10.3.3
10.4
10.5
10.5.1
10.5.2

Chapter 11
11.1
11.2
11.2.1
11.2.2
11.2.3
11.2.4
11.3
11.3.1
11.3.2
11.3.3
11.4
11.4.1
11.4.2

Market Maker Status Message .............................................................................................................
Market Maker Post Message ................................................................................................................
Data.............................................................................................................................................................
Market Maker Refresh/Update Payload................................................................................................
Summary Data......................................................................................................................................
RsslMapEntry Contents ........................................................................................................................
Market Maker Sample XML.........................................................................................................................
Market Maker Request Message Sample XML ....................................................................................
Market Maker Refresh Message Sample XML .....................................................................................

117
117
118
118
118
118
119
119
119

Yield Curve Domain ..................................................................................................... 122
Description ..................................................................................................................................................
Usage..........................................................................................................................................................
Yield Curve Request Message .............................................................................................................
Yield Curve Refresh Message ..............................................................................................................
Yield Curve Update Message ...............................................................................................................
Yield Curve Status Message ................................................................................................................
Yield Curve Domain Post Message ......................................................................................................
Data.............................................................................................................................................................
Yield Curve Refresh/Update Payload ...................................................................................................
Summary Data......................................................................................................................................
Yield Curve Input and Output Entries ...................................................................................................
....................................................................................................................................................................
Yield Curve Sample XML ............................................................................................................................
Yield Curve Request Message Sample XML........................................................................................
Yield Curve Refresh Message Sample XML ........................................................................................

122
122
122
124
125
126
126
127
127
128
128
128
129
129
129

Symbol List Domain..................................................................................................... 132
Description ..................................................................................................................................................
Usage..........................................................................................................................................................
Symbol List Request Message .............................................................................................................
Symbol List Refresh Message ..............................................................................................................
Symbol List Update Message ...............................................................................................................
Symbol List Status Message ................................................................................................................
Data.............................................................................................................................................................
Symbol List Request Payload...............................................................................................................
Symbol List Data Streams ....................................................................................................................
Symbol List Refresh/Update Payload ...................................................................................................
Symbol List Sample XML ............................................................................................................................
Symbol List Request Message Sample XML........................................................................................
Symbol List Refresh Message Sample XML ........................................................................................

132
132
132
134
135
136
136
136
137
138
138
138
138

Appendix A RDMUpdateEventTypes................................................................................................ 140
Appendix B Revision History ............................................................................................................ 141

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Contents

List of Figures
Figure 1.
Figure 2.
Figure 3.
Figure 4.
Figure 5.
Figure 6.
Figure 7.
Figure 8.
Figure 9.
Figure 10.
Figure 11.
Figure 12.
Figure 13.
Figure 14.
Figure 15.
Figure 16.
Figure 17.
Figure 18.
Figure 19.
Figure 20.
Figure 21.
Figure 22.
Figure 23.
Figure 24.
Figure 25.
Figure 26.
Figure 27.
Figure 28.
Figure 29.

OMM Consumer and Interactive Provider Initial Interactions .......................................................................... 8
OMM Non-Interactive Provider Initial Interaction ............................................................................................ 9
General Domain Use..................................................................................................................................... 10
Login Refresh Message Payload .................................................................................................................. 30
Source Directory Refresh and Update Message Payload............................................................................. 44
RsslFieldList Referencing Field Dictionary............................................................................................ 60
RsslFieldEntry Referencing an Enumerated Types Table ..................................................................... 61
Field Dictionary Payload ............................................................................................................................... 65
Field Dictionary File Format Sample ............................................................................................................. 67
Field Dictionary Tagged Attributes Sample ................................................................................................... 67
Enumerated Types Dictionary Refresh Message Payload............................................................................ 71
Global Field Set Definition Payload............................................................................................................... 75
Global Element Set Definition Payload ......................................................................................................... 78
Enumerated Type Dictionary Refresh Message Sample XML Message Layout .......................................... 83
Market Price Request Message Sample XML Message Layout ................................................................... 94
Market Price Refresh Message Sample XML Message Layout .................................................................... 94
.................................................................................................................................................................... 101
Market By Order Request Message Sample XML Message Layout ........................................................... 102
Market By Order Refresh Message Sample XML Message Layout............................................................ 104
Market By Price Request Message Sample XML Message Layout ............................................................ 111
Market By Price Refresh Message Sample XML Message Layout............................................................. 112
.................................................................................................................................................................... 118
Market Maker Request Message Sample XML Message Layout ............................................................... 119
Market Maker Refresh Message Sample XML Message Layout ................................................................ 121
Yield Curve Payload Example..................................................................................................................... 127
Yield Curve Request Message Sample XML Message Layout................................................................... 129
Yield Curve Refresh Message Sample XML Message Layout ................................................................... 131
Symbol List Request Message Sample XML Message Layout................................................................... 138
Symbol List Refresh Message Sample XML Message Layout ................................................................... 139

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Contents

List of Tables
Table 1:
Table 2:
Table 3:
Table 4:
Table 5:
Table 6:
Table 7:
Table 8:
Table 9:
Table 10:
Table 11:
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Table 39:
Table 40:
Table 41:
Table 42:
Table 43:
Table 44:
Table 45:
Table 46:
Table 47:
Table 48:
Table 49:
Table 50:
Table 51:

Acronyms and Abbreviations .......................................................................................................................... 4
Reuters Domain Model Overview ................................................................................................................... 5
Login Request Message Member Use .......................................................................................................... 14
Login Request msgKey.attrib Elements.................................................................................................. 16
Login Refresh Message Member Use........................................................................................................... 19
Login Refresh msgKey.attrib Elements................................................................................................... 21
Login Status Message Member Use ............................................................................................................. 26
Login Status msgKey.attrib Elements ..................................................................................................... 27
Login Close Message Member Use .............................................................................................................. 28
Login Generic Message Member Use........................................................................................................... 28
Login Refresh.Payload Vector.SummaryData’s ElementList Contents .............................................. 31
Login Refresh.Payload VectorEntry’s ElementList Contents .................................................................. 31
GenericMsg.Payload RsslMap's MapEntry Information ........................................................................ 32
Login GenericMsg.Payload MapEntry Elements ................................................................................... 32
SingleOpen and AllowSuspectData Handling ............................................................................................... 34
Source Directory Request Message Member Use ........................................................................................ 38
Source Directory Refresh Message Member Use......................................................................................... 40
Source Directory Update Message Member Use.......................................................................................... 41
Source Directory Status Message Member Use ........................................................................................... 42
Source Directory Generic Message Member Use......................................................................................... 43
Source Directory RsslMap Contents............................................................................................................ 44
Source Directory RsslMapEntry Filter Entries ........................................................................................... 45
Source Directory Info Filter Entry Elements .................................................................................................. 46
Source Directory State RsslFilterEntry Elements ................................................................................ 49
Source Directory Group RsslFilterEntry Elements ............................................................................... 50
Source Directory Load RsslFilterEntry Elements ................................................................................. 51
Source Directory Data RsslFilterEntry Elements ................................................................................. 51
Source Directory Link RsslFilterEntry Map Contents ........................................................................... 52
Source Directory Sequenced Multicast RsslFilterEntry Map Contents ................................................ 53
Source Directory Sequenced Multicast RsslFilterEntry Vector Contents............................................. 53
Source Directory RsslGenericMsg RsslMapEntry .................................... 54
Source Directory Generic Message RsslMapEntry Elements ................................................................... 54
ServiceState and AcceptingRequests........................................................................................................... 55
Dictionary Request Message Member Use................................................................................................... 61
Dictionary Request Message Member Use................................................................................................... 62
Dictionary Status Message Member Use ...................................................................................................... 63
Dictionary summaryData......................................................... 64
Field Dictionary Element Entries ................................................................................................................... 66
Field Dictionary File Tag Information ............................................................................................................ 67
Field Dictionary File Column Names and RsslElementEntry Names...................................................... 68
Field Dictionary Type Keywords and Their Data Types ................................................................................ 68
Marketfeed to RWF Mappings in RDMFieldDictionary.................................................................................. 69
Element Entries Describing Each Enumerated Type Table .......................................................................... 72
Enumerated Type Dictionary File Tag Information........................................................................................ 74
RWF EnumType Dictionary File Format Reference Fields ........................................................................... 74
RWF EnumType Dictionary File Values ........................................................................................................ 74
Set Definition Enumerations.......................................................................................................................... 76
Other Dictionary Types ................................................................................................................................. 80
Dictionary Helper Functions .......................................................................................................................... 83
Market Price Request Message Member Use .............................................................................................. 87
Market Price Refresh Message Member Use ............................................................................................... 89

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Table 52:
Table 53:
Table 54:
Table 55:
Table 56:
Table 57:
Table 58:
Table 59:
Table 60:
Table 61:
Table 62:
Table 63:
Table 64:
Table 65:
Table 66:
Table 67:
Table 68:
Table 69:
Table 70:
Table 71:
Table 72:
Table 73:
Table 74:
Table 75:
Table 76:
Table 77:
Table 78:
Table 79:
Table 80:
Table 1:
Table 2:

Market Price Update Message Member Use ................................................................................................ 90
Market Price Update Message Member Use ................................................................................................ 92
Market By Order Request Message Member Use ........................................................................................ 96
Market By Order Refresh Message Member Use ......................................................................................... 98
Market By Order Update Message Member Use .......................................................................................... 99
Market By Order Status Message Member Use ......................................................................................... 100
Market By Order Map.................................................................................................................................. 101
Market By Price Request Message Member Use ....................................................................................... 105
Market By Price Refresh Message Member Use ........................................................................................ 106
Market By Price Update Message Member Use ......................................................................................... 108
Market By Price Status Message Member Use .......................................................................................... 109
Market By Price Map ................................................................................................................................... 110
Market Maker Request Message Member Use........................................................................................... 113
Market Maker Refresh Message Member Use ........................................................................................... 115
Market Maker Update Message Member Use ............................................................................................ 116
Market Maker Status Message Member Use .............................................................................................. 117
Market Maker Map ...................................................................................................................................... 118
Yield Curve Request Message Member Use .............................................................................................. 122
Yield Curve Refresh Message Member Use ............................................................................................... 124
Yield Curve Update Message Member Use ................................................................................................ 125
Yield Curve Status Message Member Use ................................................................................................. 126
Yield Curve Inputs and Outputs .................................................................................................................. 128
Symbol List Request Message Member Use .............................................................................................. 132
Symbol List Refresh Message Member Use ............................................................................................... 134
Symbol List Update Message Member Use ................................................................................................ 135
Symbol List Status Message Member Use ................................................................................................. 136
Symbol List Behaviors Element .................................................................................................................. 136
Symbol List Behaviors Element .................................................................................................................. 137
Symbol List Refresh/Update Map ............................................................................................................... 138
RDMUpdateEventTypes ............................................................................................................................. 140
Document Revision History ......................................................................................................................... 141

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Chapter 1

Introduction

Chapter 1 Introduction
1.1

About this Manual

This manual describes how the Reuters Domain Models (RDM) are defined in terms of the Open Message Model (OMM).
Data conforming to RDM is available via Thomson Reuters Enterprise Platform (TREP), EleKtron, and Reuters Data Feed
Direct (RDFD) using the Transport API.

1.2

Audience

This guide is written for software developers who are familiar with the Transport API and want to develop Transport API-based
applications to access RDM-formatted data. Before reading this manual:

•
•

Users should be familiar with OMM concepts and types.
It may be useful to read the Transport API C Edition Developers Guide and be familiar with the example applications
provided in the Transport API package.

1.3

Open Message Model (OMM)

The OMM is a collection of message header and data constructs. Some OMM message header constructs, such as the
Update message, have implicit market logic associated with them while others, such as the Generic message, allow for freeflowing bi-directional messaging. OMM data constructs can be combined in various ways to model data that ranges from
simple (or flat) primitive types to complex multiple-level hierarchal data.
The layout and interpretation of any specific OMM model, also referred to as a domain model, is described within that model’s
definition and is not coupled with the API. The OMM is the flexible tool that simply provides the building blocks to design and
produce domain models to meet the needs of the system and its users. The Transport API provides structural representations
of the OMM constructs and manages the RWF binary-encoded representation of the OMM. Transport API users can leverage
the provided OMM constructs to consume or provide OMM data throughout their TREP.

1.4

Reuters Wire Format (RWF)

Reuters Wire Format (RWF) is the encoded representation of OMM. RWF is a highly-optimized, binary format designed to
reduce the cost of data distribution as compared to previous wire formats. Binary encoding represents data in the machine’s
native manner, enabling further use in calculations or data manipulations. RWF allows for serializing OMM message and data
constructs in an efficient manner while still allowing rich content types. RWF can distribute field identifier-value pair data, selfdescribing data, as well as more complex, nested hierarchal content.

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Chapter 1

1.5

Introduction

References

For additional Transport API documentation, refer to:

•
•

The Transport API C Edition Developers Guide
The Thomson Reuters Professional Developer Community

1.6

Documentation Feedback

While we make every effort to ensure the documentation is accurate and up-to-date, if you notice any errors, or would like to
see more details on a particular topic, you have the following options:

•
•

Send us your comments via email at apidocumentation@thomsonreuters.com.
Mark up the PDF using the Comment feature in Adobe Reader. After adding your comments, you can submit the entire
PDF to Thomson Reuters by clicking Send File in the File menu. Use the apidocumentation@thomsonreuters.com
address.

1.7

Conventions

1.7.1

Typographic

The Transport API uses the following typographical conventions:
•

The Reuters Domain Models (RDMs) are described in terms of OMM concepts. Images and XML example layouts are
provided as a reference in relevant sections.

•

In-line structures, functions, and types are shown in orange, Lucida Console font.

•

Parameters, filenames, and directories are shown in Bold font.

•

Document titles and variable values are shown in italics.

•

When included in the body of the text, new concepts are called out in Bold, Italics the first time they are mentioned.

•

Verbose code examples (one or more lines of code) are shown in Lucida Console font against an orange background.
Comments in such code samples are formatted in green coloring. For example:

/* decode contents into the filter list structure */
if ((retVal = rsslDecodeFilterList(&decIter, &filterList)) >= RSSL_RET_SUCCESS)
{
/* create single filter entry and reuse while decoding each entry */
RsslFilterEntry filterEntry = RSSL_INIT_FILTER_ENTRY;

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Chapter 1

1.7.2

Introduction

General Transport API Syntax

The Transport API uses the following general API syntax conventions:
•

Dot-separated notation indicates data available within a hierarchy. Each period can indicate a structure (e.g.,
RsslRefreshMsg.msgKey), a data member (e.g., msgKey.name), an entry (e.g.,
RsslRefreshMsg.Payload.DirectoryInfo, where DirectoryInfo refers to the DirectoryInfo filter entry), or an
element name (e.g., RsslUpdateMsg.Payload.DirectoryInfo.name where name refers to the name element).

•

streamId values are assigned by the application and used across all domain models. Consumer applications assign
positive streamId values when requesting content and interactive provider applications respond using the same
streamId. Non-interactive provider applications assign negative streamId values.

•

Payload generically refers to the message payload. On any RsslMsg, the payload is housed in the encDataBody
buffer and follows the formatting rules of that message’s containerType.

•

Integer constants are defined in all capital letters with underscores (e.g., RSSL_DMT_MARKET_PRICE,
RDM_DIRECTORY_SERVICE_INFO_ID). In the Transport API, they can be found in the rsslRDM.h header.

•

The names of Transport API filterId values (e.g. RDM_DIRECTORY_SERVICE_INFO_ID) correspond to the flag
value enumeration defined for use with the message key’s filter (e.g.,
RDM_DIRECTORY_SERVICE_INFO_FILTER). Names may be shortened for clarity (e.g., ServiceInfo).

•

1.7.3

Definitions and Standard Behaviors

This Transport API manual uses the following terms and the API illustrates the following default behavior:
•

Not Used means the attribute is not extensible; the Transport API may pass-on the information, however there is no
guarantee that the data will be passed through the network now or in the future. Use of a “Not Used” attribute may
cause problems when interacting with some components.

•

Required means the data must be provided or set.

•

Conditional means date might be required depending on a particular scenario or context. Refer to the description for
specific details.

•

Optional means the data may be provided or set, but is not required. This data should be handled and understood by
all applications, even if not including it. When present, this information should be passed through the network.

•

If data is not present, the Transport API assumes the default value.

•

Generic message use is not supported within existing, defined Reuters Domain Models, except when explicitly
defined.

•

Posting is assumed to be supported within currently-defined Reuters Domain Models, except when otherwise
indicated. Posting is not supported on Source Directory and Dictionary domains. Posting within the Login domain must
follow off-stream posting rules and target a domain other than Login. Posting on any other allowed domains must
follow on-stream posting rules and target that specific domain. For further details about posting, refer to the Transport
API C Edition Developers Guide.

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Chapter 1

1.8

Introduction

Acronyms and Abbreviations

ACRONYM

DEFINITION

AAAAPI

Authorization, Authentication, and Administration API

ADH

Advanced Data Hub

ADS

Advanced Distribution Server

API

Application Programming Interface

ASCII

American Standard Code for Information Interchange

ATS

Advanced Transformation Server

DACS

Data Access Control System

DMM

Domain Message Model

EED

Elektron Edge Device

EMA

Elektron Message API

ETA

Elektron Transport API

OMM

Open Message Model

QoS

Quality of Service

RDM

Reuters Domain Model

RMTES

Reuters Multi-Lingual Text Encoding Standard

RSSL

Reuters Source Sink Library

RWF

Reuters Wire Format

TRDFD

Thomson Reuters Datafeed Direct

TREP

Thomson Reuters Enterprise Platform

Table 1: Acronyms and Abbreviations

1.9

What’s New

This release of the RDM Usage Manual includes general documentation changes. Appendix B maintains a versioned list of
changes to this document.

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Chapter 2

Domain Model Overview

Chapter 2 Domain Model Overview
2.1

What is a Domain Message Model?

A Domain Message Model (DMM) describes a specific arrangement of OMM message and data constructs. A domain
message model will define any specialized behaviors associated with the domain or any specific meaning or semantics
associated with data contained in the message. Unless a domain model specifies otherwise, any implicit market logic
associated with a message still applies (e.g. an Update message indicates that any previously-received data also contained in
the Update message is being modified).

2.2

Reuters Domain Models (RDMs) Vs User-Defined Models

2.2.1

Reuters Domain Models (RDMs)

An RDM is a domain message model typically provided or consumed by a Thomson Reuters product, such as the TREP, Data
Feed Direct, or Elektron. Some currently-defined RDMs allow for authenticating to a provider (e.g. Login), exchanging field or
enumeration dictionaries (e.g. Dictionary), and providing or consuming various types of market data (e.g. Market Price, Market
by Order, Market by Price). Thomson Reuters’s defined models have a domain value of less than 128.
The following table provides a high-level overview of the currently-available RDMs. The following chapters provide more
detailed descriptions for each of these.
DOMAIN

PURPOSE

Authenticates users and advertise/request features that are not specific to a particular domain.
Use of and support for this domain is required for all OMM applications.
This is considered an administrative domain, content is required and expected by many
Thomson Reuters components and conformance to the domain model definition is expected.
For further details refer to Chapter 3, Login Domain.

Source Directory

Advertises information about available services and their state, QoS, and capabilities. This
domain also conveys any group status and group merge information.
Interactive and Non-Interactive OMM provider applications require support for this domain.
Thomson Reuters strongly recommends that OMM Consumers request this domain.
This is considered an administrative domain, and many Thomson Reuters components expect
and require content to conform to the domain model definition.
For further details, refer to Chapter 4, Source Directory Domain.

Dictionary

Provides dictionaries that may be needed when decoding data. Though use of the Dictionary
domain is optional, Thomson Reuters recommends that provider applications support the
domain’s use.
Considered an administrative domain, content is required and expected by many Thomson
Reuters components and following the domain model definition is expected.
For further details refer to Chapter 5, Dictionary Domain.

Table 2: Reuters Domain Model Overview

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Chapter 2

Domain Model Overview

DOMAIN

PURPOSE

Market Price

Provides access to Level I market information such as trades, indicative quotes and top of
book quotes. Content includes information such as volume, bid, ask, net change, last price,
high, and low.
For further details refer to Chapter 6, Market Price Domain.

Market By Order

Provides access to Level II full order books. Contains a list of orders (keyed by the order IDs)
with related information such as price, whether it is a bid/ask order, size, quote time, and
market maker identifier.
For further details refer to Chapter 7, Market By Order Domain.

Market By Price

Provides access to Level II market depth information. Contains a list of price points (keyed by
that price and the bid/ask side) with related information.
For further details refer to Chapter 8, Market By Price Domain.

Market Maker

Provides access to market maker quotes and trade information. Contains a list of market
makers (keyed by that market maker’s ID) with related information such as that market maker’s
bid and asking prices, quote time, and market source.
For further details refer to Chapter 9, Market Maker Domain.

Yield Curve

Provides access to yield curve information. This can contain input information used to calculate
a yield curve along with output information (which is the curve itself). A yield curve shows the
relation between the interest rate and the term associated with the debt of a borrower. The
curve’s shape can help to give an idea of future economic activity and interest rates.
For further details refer to Chapter 10, Yield Curve Domain.

Symbol List

Provides access to a set of symbol names, typically from an index, service, or cache. Minimally
contains symbol names and can optionally contain additional cross-reference information such
as permission information, name type, or other venue-specific content.
For further details refer to Chapter 11, Symbol List Domain.

Table 2: Reuters Domain Model Overview (Continued)

2.2.2

User-Defined Domain Model

A User Defined Domain Model is a domain message model defined by a party other than Thomson Reuters. These may be
defined to solve a specific user or system need in a particular deployment which is not resolvable through the use of an RDM.
Any user-defined model must use a domain value between 128 and 255. If needed, domain model designers can work with
Thomson Reuters to define their models as standard RDMs. This allows for the most seamless interoperability with future
RDM definitions and with other Thomson Reuters products.

2.2.3

Domain Message Model Creation

This document discusses defined RDMs capable of flowing through the Transport API. Transport API users can leverage
OMM to create their own Domain Message Models (DMMs) in addition to those described in this document. When defining a
DMM, consider the following questions / points:

•
•

Is a new DMM really needed, or can you express the data in terms of an existing RDM?
The DMM should be well-defined. Following the design templates used in this document is a good approach. The
structure, properties, use cases, and limitations of the DMM should be specified.

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Chapter 2

Domain Model Overview

•

While OMM provides building blocks that can structure data in many ways, the semantics of said data must abide by the
rules of OMM. For example, custom DMMs should follow the request, refresh, status, and update semantics implicitly
defined by those messages. If more flexible messaging is desired within a custom DMM, it can be accomplished through
the use of a generic message, which allows for more free-form bidirectional messaging after a stream is established.

•

domainType values less than 128 are reserved for RDMs. The domainType of a custom DMM must be between 128 and

255.

•

You might want to work with Thomson Reuters to define a published RDM, rather than use a custom DMM. This ensures
the most seamless interoperability with future RDMs and other Thomson Reuters products.

2.3

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Chapter 2

2.4

Domain Model Overview

OMM Consumer / OMM Interactive Provider Initial Interaction

An OMM consumer application can establish connections to other OMM interactive provider applications, including TREP,
Data Feed Direct, and Elektron. This interaction first requires an exchange of login messages between the consumer and
provider, where the provider can either accept or reject the consumer. If the consumer is allowed to log in, it may then request
the list of services available from the provider. Optionally1, the consumer can request any dictionaries it needs to decode data
from the provider. After this process successfully completes, the consumer application can begin requesting from nonadministrative domains, which provide other content (e.g. Market Price, Market By Order).

Figure 1. OMM Consumer and Interactive Provider Initial Interactions

1. Instead of downloading any needed dictionaries, the application can load them from a local file.
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Chapter 2

2.5

Domain Model Overview

OMM Non-Interactive Provider Initial Interaction

An OMM non-interactive provider application can establish a connection to an Advanced Data Hub (ADH). After successfully
connecting, an OMM non-interactive provider can publish information into the ADH’s cache, without needing to handle
requests for the information. This interaction first requires a login message exchange between the non-interactive provider and
the ADH, where the ADH can either accept or reject the non-interactive provider. If the non-interactive provider logs in, it
should push out its service information. After this process successfully completes, the non-interactive provider application can
begin publishing content on other non-administrative domains (e.g. Market Price, Market By Order).

Figure 2. OMM Non-Interactive Provider Initial Interaction

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Chapter 2

2.6

Domain Model Overview

Sending and Receiving Content

Use of non-administrative domains generally follows a specific sequence:

•
•

The consumer sends an RsslRequestMsg containing the name of an item it is interested in.

•
•

As data changes, the provider sends RsslUpdateMsg (if the consumer requested streaming information).

The provider first responds with an RsslRefreshMsg to bring the consumer up to date with all currently available
information.

When the consumer is no longer interested, it sends an RsslCloseMsg to close the stream (or, if the provider needs to
close the stream, it uses an RsslStatusMsg).

Figure 3. General Domain Use

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2.7

Domain Model Overview

General Transport API Concepts

Many domains share a set of common behaviors for handling data. If a specific behavior is not supported on a domain, this
should be specified in that domains detailed description. This section briefly defines these concepts; the Transport API C
Edition Developers Guide describes them in greater detail.

2.7.1

Snapshot and Streaming Requests

Many domains generally support issuing a request message with or without setting the RSSL_RQMF_STREAMING flag.
When the flag is set, the request is known as a “streaming” request, meaning that the refresh will be followed by updates.
When a snapshot request is made, the refresh should have a streamState of RSSL_STREAM_NON_STREAMING. When
the final part of the refresh is received, the stream is considered closed (the final refresh is indicated by the
RSSL_RFMF_REFRESH_COMPLETE flag on the RsslRefreshMsg). The consumer should be prepared to receive status
messages or update messages between the first and final parts of the refresh (if the domain supplies only single part refresh
messages, like Market Price, no updates would be delivered on the stream).
A provider may also set the streamState to RSSL_STREAM_NON_STREAMING if it does not allow streaming of the
requested item.

2.7.2

Multi-Part Messages

Many domains support splitting the content of a large RsslRefreshMsg into multiple, smaller refresh messages. Each part is a
continuation of data from the previous parts, and the final part is denoted by including the
RSSL_RFMF_REFRESH_COMPLETE flag.
When possible, the provider should indicate the expected number of total container entries across all parts of the refresh. This
is set using the totalCountHint parameter available on some containers (such as RsslMap).
Though the Transport API Transport Package can fragment large messages on the users behalf, Thomson Reuters
recommends that the application fragment large messages whenever possible. The application knows best how data should
be split, and this allows consuming applications to receive and process parts of the message without needing to wait for all
parts to be delivered.
In addition to RsslRefreshMsg, RsslPostMsg and RsslGenericMsg also have multi-part support. For more information, see
the Transport API C Edition Developers Guide.

2.7.3

Reissue Requests and Pause/Resume

A consumer application can request a new refresh and change certain parameters on an already requested stream. To do so,
the application sends a subsequent RsslRequestMsg on the same stream. This is known as a reissue.
A reissue changes the priority of a stream and pauses or resumes data flow.
•

To pause streaming data, the application can send a reissue with the RSSL_RQMF_PAUSE flag. Issuing a pause on
the Login stream is interpreted as a Pause All request, resulting in all streams being paused.

•

To resume data flow on the stream, the application can send a subsequent reissue with the
RSSL_RQMF_STREAMING flag. Issuing a resume on the Login stream is interpreted as a Resume All.

Pause and Resume is provided as a best effort, and data may continue streaming even after a pause has been issued.
For further details on reissue requests, changeable parameters, and Pause and Resume functionality, refer to the Transport
API C Edition Developers Guide.

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Chapter 2

2.7.4

Domain Model Overview

Rippling Fields

The RsslFieldList container supports the rippling of fields. When rippling, newly received content associated with a
fieldId replaces previously received content associated with the same fieldId. The previously received content is moved to
a new fieldId, which is typically indicated in a field dictionary. In the RDMFieldDictionary, the ‘RIPPLES TO’ column defines
fieldId information used when rippling (for details, refer to Section 5.5.1 and Section 5.5.2). Rippling typically reduces
bandwidth consumption. Because previously received information is still relevant, it would normally need to be sent with
subsequent updates even though the value does not change. The use of rippling allows this information to be optimized out of
subsequent updates; however it relies on the consumer to use ripple information from a field dictionary to correctly propagate
the previously received content.
Note: The consumer application is responsible for rippling and the Transport API does not perform entry rippling.

Warning! The application should not perform rippling if the updateType of the RsslUpdateMsg is
RDM_UPD_EVENT_TYPE_CORRECTION.

2.7.5

Dynamic View

A dynamic view allows a consumer application to specify a subset of data content in which it is interested. A providing
application can choose to supply only this requested subset of content across all response messages. This filtering results in
reduced data flow across the connection. View use can be leveraged across all non-administrative domain model types, where
specific usage and support should be indicated in the model definition. The provider indicates its support for view requesting
via the supportViewRequests Login attribute, as described in Section 3.3.1. For more information on dynamic views, refer to
the Transport API C Edition Developers Guide.

2.7.6

Batch Request

A batch request allows a consumer application to indicate interest in multiple like-item streams with a single
RsslRequestMsg. A providing application should respond by providing a status on the batch request stream itself and with new
individual item streams for each item requested in the batch. Batch requesting can be leveraged across all non-administrative
domain model types. The provider indicates its support for batch requests via the supportBatchRequests Login attribute, as
described in Section 3.3.1. For more information on batch requests, refer to the Transport API C Edition Developers Guide.

2.7.7

Posting

Posting offers an easy way for an OMM consumer application to publish content to upstream components which can then
provide the information. This can be done off-stream using the Login domain or on-stream using any other non-administrative
domain. Use RsslPostMsg to post content to the system. An RsslPostMsg can contain any OMM container type as its payload
(but this is often an RsslMsg). A provider indicates support for posting via the supportOMMPost Login attribute, as described in
Section 3.3.1. For more information on posting, refer to the Transport API C Edition Developers Guide.

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Chapter 3

Chapter 3 Login Domain
3.1

Description

The Login domain registers a user with the system, after which the user can request1, post2, or provide3 RDM content. A
Login request can also be used to authenticate a user with the system.

•
•

A consumer application must log into the system before it can request or post content.
A non-interactive provider application must log into the system before providing any content. An interactive provider
application is required to handle log in requests and provide Login response messages, possibly using DACS to
authenticate users.

For further details:

•
•
•
•

Section 3.2 details the use of each message within the Login domain.
Section 3.3 presents the message payloads.
Section 3.4 includes a brief summary of login handling and authentication.
Section 3.5 includes example layouts of login messages.

1. Consumer applications can request content after logging into the system.
2. Consumer applications can post content, which is similar to contribution or unmanaged publication, after logging into the system.
3. Non-interactive provider applications.
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Chapter 3

3.2

Usage

3.2.1

A Login request message is encoded and sent by OMM consumer and OMM non-interactive provider applications. This
message registers a user with the system. After receiving a successful login response, applications can then begin consuming
or providing additional content. An OMM provider can use the Login request information to authenticate users with DACS.
An initial Login request must be streaming (i.e., a RSSL_RQMF_STREAMING flag is required). After the initial Login stream is
established, subsequent Login requests using the same streamId can be sent to obtain additional refresh messages, pause
the stream, or resume the stream. If a login stream is paused, this is interpreted as a ‘Pause All’ request which indicates that
all item streams associated with the user should be paused. A login stream is paused by specifying RSSL_RQMF_PAUSE
without the streaming flag. To resume data flow on all item streams (also known as a Resume All), the streaming flag must be
sent again. For more information, refer to the Transport API C Edition Developers Guide.
For an example layout of this message, refer to Section 3.4.4.
COMPONENT

DESCRIPTION / VALUE

msgClass

Required. RSSL_MC_REQUEST == 1

domainType

Required. RSSL_DMT_LOGIN == 1

qos

Not used.

worstQos

Not used.

priorityClass

Not used.

priorityCount

Not used.

extendedHeader

Not used.

msgKey.serviceId

Not used.

Table 3: Login Request Message Member Use

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COMPONENT

DESCRIPTION / VALUE

msgKey.nameType

Optional, if present msgKey.flags value of RSSL_MKF_HAS_NAME_TYPE should be
specified. Possible values are:
•

RDM_LOGIN_USER_NAME == 1

•

RDM_LOGIN_USER_EMAIL_ADDRESS == 2

•

RDM_LOGIN_USER_TOKEN == 3

•

RDM_LOGIN_USER_COOKIE == 4

•

RDM_LOGIN_USER_AUTHN_TOKEN == 5

If msgKey.nameType is not set, it is assumed to be RDM_LOGIN_USER_NAME.
A type of RDM_LOGIN_USER_NAME typically corresponds to a DACS user name. This can
be used to authenticate and permission a user.
RDM_LOGIN_USER_TOKEN is specified when using the AAA API The user token is retrieved
from a AAA API gateway and then passed through the system via the msgKey.name. To
validate users, a provider can pass this user token to an authentication manager application.
If you specify RDM_LOGIN_USER_AUTHN_TOKEN, you must also set msgKey.name to a
single, null character (i.e., a 0x00 binary), and include an AuthenticationToken element in
the msgKey.attrib. For details on the AuthenticationToken, refer to Section 3.2.2.
Both RDM_LOGIN_USER_TOKEN and RDM_LOGIN_USER_AUTHN_TOKEN can
periodically change: when it changes, an application can send a login reissue to pass
information upstream.
•

For further details on using RDM_LOGIN_USER_TOKEN, refer to the AAA API
documentation.

•

For further details on using RDM_LOGIN_USER_AUTHN_TOKEN, refer to the TREP
Authentication User Manual.a

msgKey.name

Required. A msgKey.flags value of RSSL_MKF_HAS_NAME_TYPE should be specified.
msgKey.name should be populated with appropriate content corresponding to the
msgKey.nameType specification.

msgKey.filter

Not used.

msgKey.identifier

Not used.

msgKey.attrib

Optional. If present, a msgKey.flags value of RSSL_MKF_HAS_ATTRIB should be specified
and msgKey.attribContainerType should be set to RSSL_DT_ELEMENT_LIST. Attributes
are specified in Section 3.2.2.

Payload

Not used.

Table 3: Login Request Message Member Use (Continued)
a. For further details on TREP Authentication, refer to the TREP Authentication User Manual, accessible on Thomson Reuters MyAccount in the DACS
product documentation set.

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Chapter 3

3.2.2

You can use the Login msgKey.attrib elements to send additional authentication information and user preferences between
components. The ReqMsg.Attrib attribContainerType is an RsslElementList (RSSL_DT_ELEMENT_LIST). The
predefined elements available on a Login Request are shown in the following table.

ELEMENT NAME

DATA TYPE
ENUMERATION

RANGE/
EXAMPLE

DESCRIPTION

AllowSuspectData

RSSL_DT_UINT

0|1

•

ApplicationAuthorizationToken

RSSL_DT_ASCII_STRING Encrypted
Indicates that application behaviors was
application
inspected and approved by Thomson Reuters.
authorization token Encrypt this token using the provided methods in
the API to prevent other users or applications
from compromising it.
For more information on obtaining an application
authorization token, contact your Thomson
Reuters representative.

ApplicationId

RSSL_DT_ASCII_STRING 1 - 65535
e.g., 256

The DACS application ID. If the server
authenticates with DACS, the consumer
application might need to pass in a valid
ApplicationId. This must be unique for each
application. IDs from 1 to 256 are reserved for
permanent market data applications. These are
assigned by Thomson Reuters and will be uniform
across all client systems. IDs from 257 to 65535
are available for site-specific use.

ApplicationName

RSSL_DT_ASCII_STRING Name of
application e.g.,
Transport API

Identifies the application sending the Login
request or response message. When present, the
application name in the Login request identifies
the OMM consumer, and the application name in
the Login response identifies the OMM provider.

AuthenticationExtended

RSSL_DT_BUFFER

Any binary buffer

This is a binary buffer whose content will be
passed to the token authenticator as an additional
means for verifying a user’s identity.

AuthenticationToken

RSSL_DT_ASCII_STRING Any ASCII String,
e.g., HOLDER

Conditional. AuthenticationToken is a
client-generated token that identifies the user
when operating in an environment that uses
TREP Authenticationa. On login reissue
messages, this field contains a new token
intended to replace the previous one about to
expire.
If your TREP system has TREP Authentication
enabled, AuthenticationToken is included in
the message.
The default setting is: "" (an empty string)

DisableDataConversion

N/A

Reserved by TR.

N/A

1: Indicates that the consumer application
allows for suspect streamState information
• 0: Indicates that the consumer application
prefers any suspect data result in the stream
being closed with an
RSSL_STREAM_CLOSED_RECOVER state.
For more information, refer to Section 3.4.4.

Table 4: Login Request msgKey.attrib Elements
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ELEMENT NAME

DATA TYPE
ENUMERATION

RANGE/
EXAMPLE

DownloadConnectionConfig

RSSL_DT_UINT

0|1

InstanceId

RSSL_DT_ASCII_STRING Any ASCII String,
e.g., Instance1

InstanceId is used to differentiate applications
that run on the same machine. However, because
InstanceId is set by the user logging into the
system, it does not guarantee uniqueness across
different applications on the same machine.

Password

RSSL_DT_ASCII_STRING my_password

Sets the password for logging into the system.
See specific component documentation to
determine password requirements and how to
obtain one.

Position

RSSL_DT_ASCII_STRING ip addr/net
e.g., 192.168.1.1/
net

DACS position. If the server is authenticating with
DACS, the consumer application might need to
pass in a valid position.

ProvidePermissionExpressions

RSSL_DT_UINT

0|1

If specified on the Login Request, this indicates a
consumer wants permission expression
information to be sent with responses. Permission
expressions allow for items to be proxy
permissioned by a consumer via content-based
entitlements.
ProvidePermissionExpressions defaults to
1.

ProvidePermissionProfile

RSSL_DT_UINT

0|1

When specified on a Login Request, indicates
that a consumer desires the permission profile.
An application can use the permission profile to
perform proxy permissioning.
ProvidePermissionProfile defaults to 1.

Role

RSSL_DT_UINT

RDM_LOGIN_ROL Indicates the role of the application logging onto
E_CONS == 0,
the system.
RDM_LOGIN_ROL • An OMM consumer application should specify
E_PROV == 1
its role as RDM_LOGIN_ROLE_CONS.
• An OMM non-interactive provider application
should specify its role as
RDM_LOGIN_ROLE_PROV.
OMM consumer applications typically connect to
a different port number than non-interactive
provider applications. Role information allows
TREP to detect and inform users of incorrect port
use.
Role defaults to 0.

DESCRIPTION
Specifies whether to download the configuration:
• 1: Indicates the user wants to download
connection configuration information.
• 0 (or if absent): Indicates that no connection
configuration information is desired. 0 is the
default setting.

Table 4: Login Request msgKey.attrib Elements (Continued)

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ELEMENT NAME

DATA TYPE
ENUMERATION

RANGE/
EXAMPLE

DESCRIPTION

SingleOpen

RSSL_DT_UINT

0|1

•

SupportProviderDictionaryDownload RSSL_DT_UINT

0|1

Indicates whether the server supports the
Provider Dictionary Download feature:
• 1: The server supports provider dictionary
downloads.
• 0: The server does not support provider
dictionary downloads.
If this element is missing, the server does not
support provider dictionary downloads.
For more information on the provider dictionary
download feature, refer to the Transport API C
Edition Developers Guide.
SupportProviderDictionaryDownload
defaults to 0.

1: Indicates the consumer application wants
the provider to drive stream recovery.
• 0: Indicates that the consumer application will
drive stream recovery.
For more information, refer to Section 3.4.4.
SingleOpen defaults to 1.

Table 4: Login Request msgKey.attrib Elements (Continued)
a. For further details on TREP Authentication, refer to the TREP Authentication User Manual, accessible on Thomson Reuters
MyAccount in the DACS product documentation set.

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Chapter 3

3.2.3

A Login refresh message is encoded and sent by OMM interactive provider applications. This message is used to respond to a
Login Request message after the user’s Login is accepted. An OMM provider can use the Login request information to
authenticate users with DACS. After authentication, a refresh message is sent to convey that the login was accepted. If the
login is rejected, a Login status message should be sent as described in Section 3.2.5.
The content of a Login Refresh message is expected to be atomic and contained in a single part, therefore
RSSL_RFMF_REFRESH_COMPLETE should be set to true. If the login refresh is sent in response to a request, the
RSSL_RFMF_SOLICITED flag should be set to true to indicate that this is a solicited response.
COMPONENT

DESCRIPTION / VALUE

msgClass

Required. RSSL_MC_REFRESH == 2

domainType

Required. RSSL_DMT_LOGIN == 1

state

When accepting Login:

qos
seqNum

•

streamState = RSSL_STREAM_OPEN

•

dataState = RSSL_DATA_OK

•

stateCode = RSSL_SC_NONE

Not used.
Optional.
A user-specified, item-level sequence number which can be used by the application for sequencing
messages within this stream.

groupId

Not used.

permData

Not used.

extendedHeader

Not used.

msgKey.serviceId

Not used.

msgKey.nameType

Optional.
If present, a msgKey.flags value of RSSL_MKF_HAS_NAME_TYPE should be specified.
Possible values:
•

RDM_LOGIN_USER_NAME == 1

•

RDM_LOGIN_USER_EMAIL_ADDRESS == 2

•

RDM_LOGIN_USER_TOKEN == 3

•

RDM_LOGIN_USER_COOKIE == 4

•

RDM_LOGIN_USER_AUTHN_TOKEN == 5

If nameType is not set then it is assumed to be a nameType of RDM_LOGIN_USER_NAME.
If present, the value should match the type specified in the Login request.
msgKey.name

Optional.
A msgKey.flags value of RSSL_MKF_HAS_NAME should be specified, and name should match the
name specified in the Login request and contain appropriate content corresponding to the nameType
specification.

msgKey.filter

Not used.

Table 5: Login Refresh Message Member Use

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COMPONENT

DESCRIPTION / VALUE

msgKey.identifier

Not used.

msgKey.attrib

Optional.

If present msgKey.flags value of RSSL_MKF_HAS_ATTRIB should be specified and
msgKey.attribContainerType should be RSSL_DT_ELEMENT_LIST. Elements are specified in
Section 3.2.4.
Payload

Optional.
Typically present when login requests connection configuration or permission profile information. The
payload is sent as an RsslElementList. For payload details, refer to Section 3.3.1.

Table 5: Login Refresh Message Member Use (Continued)

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3.2.4

The Login msgKey.attrib can be used to send additional authentication information and user preferences between
components. The attribContainerType is an RsslElementList, which can contain any of the following predefined elements
(none of which are required):

ELEMENT NAME

DATA TYPE
ENUMERATION

RANGE/EXAMPLE DESCRIPTION

AllowSuspectData

RSSL_DT_UINT

0|1

Sets whether the provider application passes
along suspect streamState information.
•

1: The provider application passes along
suspect streamState information. 1 is the
default setting.

•

0: The provider application does not pass
along suspect data.

Any suspect stream will be closed with an
RSSL_STREAM_CLOSED_RECOVER state.
For more information, refer to Section 3.4.4.
ApplicationId

RSSL_DT_ASCII_STRING 1 - 65535

e.g., 256

ApplicationName

Specifies the DACS application ID. If the
server authenticates with DACS, the
consumer application may be required to pass
in a valid ApplicationId. This should match
whatever was sent in the request. This must
be unique for each application. IDs from 1 to
256 are reserved for permanent market data
applications. Thomson Reuters assigns these
and they are uniform across all client systems.
IDs from 257 to 65535 are available for sitespecific use.

RSSL_DT_ASCII_STRING name of application Identifies the application sending the Login

e.g., Transport API request or response message. When present,
the application name in the Login request
If connecting to
identifies the OMM consumer and the
ADS, use ADS
application name in the Login response
identifies the OMM provider.
From 0 to
4294967296

AuthenticationErrorCode

RSSL_DT_UINT

AuthenticationErrorText

RSSL_DT_ASCII_STRING User-defined value

AuthenticationExtendedResp

RSSL_DT_BUFFER

Specifies the code for a specific TREP
Authentication error (or non-error) condition. 0
indicates no error condition and is the default
setting.
Text accompanying and explaining the
AuthenticationErrorCode.

User-defined value This is a binary buffer.
AuthenticationExtendedResp contains
additional customer-defined data associated
with the AuthenticationToken element sent
in the original Login Request.

Table 6: Login Refresh msgKey.attrib Elements

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ELEMENT NAME

DATA TYPE
ENUMERATION

AuthenticationTTReissue

RSSL_DT_UINT

Position

RSSL_DT_ASCII_STRING ip addr/hostname

RANGE/EXAMPLE DESCRIPTION
User-defined value Indicates when a new authentication token
needs to be reissued (in UNIX epoch time).
or ip addr/net
e.g.:
192.168.1.1/net

ProvidePermissionExpressions

RSSL_DT_UINT

0|1

Specifies the DACS location. If the server
authenticates with DACS, the consumer
application might be required to pass in a valid
position. If present, this should match
whatever was sent in the request or be set to
the IP address of the connected client.
If specified on a Login Refresh, indicates that
a provider will send permission expression
information with its responses.
ProvidePermissionExpressions is typically
present because the login request message
requested this information. Permission
expressions allow for items to be proxy
permissioned by a consumer via contentbased entitlements.
ProvidePermissionExpressions defaults to

1.
ProvidePermissionProfile

RSSL_DT_UINT

0|1

If specified on the Login Refresh, indicates
that the permission profile is provided. This is
typically present because the login request
message requested this information. An
application can use the permission profile to
perform proxy permissioning.
ProvidePermissionProfile defaults to 1.

SequenceRetryInterval

RSSL_DT_UINT

0-4,294,967,295

The ADS uses this element to configure a
watchlist-enabled Transport API reactor that
consumes multicast data.
Configures the number of seconds the reactor
delays the recovery of items in response to a
detected gap.
SequenceRetryInterval defaults to 5.

SequenceNumberRecovery

RSSL_DT_UINT

0|1

The ADS uses this element to configure a
watchlist-enabled Transport API Reactor that
consumes multicast data.
Configures whether the reactor recovers item
streams when gaps are detected.
•

0: The reactor does not recover items.

•

1: The reactor recovers items. 1 is the
default setting.

Table 6: Login Refresh msgKey.attrib Elements (Continued)

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ELEMENT NAME

DATA TYPE
ENUMERATION

RANGE/EXAMPLE DESCRIPTION

SingleOpen

RSSL_DT_UINT

0|1

Specifies whether the provider drives stream
recovery:
•

1: The provider drives stream recovery. 1 is
the default setting.

•

0: The provider does not drive stream
recovery; it is the responsibility of the
downstream application.

For more information, refer to Section 3.4.4.
SupportBatchRequests

RSSL_DT_UINT

0, 7

Indicates whether the provider supports batch
messages. Consumers use batch messages
to specify multiple items or streams in the
same request or close message. For more
information on batch requesting, refer to the
Transport API C Edition Developers Guide.
•

0x0 (or if absent): The provider does not
support batch messages. 0 is the default
setting.

•

0x1: The provider supports batch request.

•

0x2: The provider supports batch reissue.

•

0x4: The provider supports batch close.

For instance, if value is set to 7, then based on
combination of bits set (0x1 + 0x2 + 0x4),
provider supports batch request, reissue, and
close.
SupportEnhancedSymbolList

RSSL_DT_UINT

0|1

Indicates whether the provider supports
enhanced symbol list functionality.
•

0: The provider does not support Symbol
List enhancements. 0 is the default setting.

•

1: The provider supports Symbol List data
streams.

For more information on Symbol List items,
refer to the Transport API C Edition
Developers Guide.
Table 6: Login Refresh msgKey.attrib Elements (Continued)

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ELEMENT NAME

DATA TYPE
ENUMERATION

RANGE/EXAMPLE DESCRIPTION

SupportOMMPost

RSSL_DT_UINT

0|1

Indicates whether the provider supports OMM
posting and whether the user is permissioned
to post:
•

1: The provider supports OMM posting and
the user is permissioned.

•

0: The provider supports the OMM posting
feature, but the user is not permissioned. 0
is the default setting.

•

If absent, the server does not support the
OMM Post feature.

For more information on Posting, refer to the
Transport API C Edition Developers Guide.
SupportOptimizedPauseResume RSSL_DT_UINT

SupportProviderDictionaryDownl RSSL_DT_UINT
oad

0|1

Indicates whether the provider supports
Optimized Pause and Resume. Optimized
Pause and Resume allows for pausing/
resuming of individual item streams or
pausing all item streams (by pausing the Login
stream). For more information on Pause and
Resume, refer to the Transport API C Edition
Developers Guide.
•

1: The server supports optimized pause
and resume.

•

0 (or if absent): The server does not
support optimized pause and resume. 0 is
the default setting.

Indicates whether the server supports the
Provider Dictionary Download feature:
•

1: The server supports the provider
dictionary download.

•

0: The server does not support the
provider dictionary download feature. 0 is
the default setting.

If this element is missing, the server does not
support the provider dictionary download
feature.
For more information on the provider
dictionary download feature, refer to the
Transport API C Edition Developers Guide.
Table 6: Login Refresh msgKey.attrib Elements (Continued)

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ELEMENT NAME

DATA TYPE
ENUMERATION

RANGE/EXAMPLE DESCRIPTION

SupportStandby

RSSL_DT_UINT

0|1

Indicates whether the provider supports Warm
Standby functionality. If supported, a provider
can be told to run as an active or a standby
server, where the active will behave as usual.
The standby will respond to item requests only
with the message header and will forward any
state changing information. If informed that
the active server failed, the standby begins
sending responses and assumes active
functionality.
•

1: The provider supports a Warm Standby
group setup.

•

0 (or if absent): The provider does not
support warm standby functionality. 0 is the
default setting.

For more information on Warm Standby
functionality, refer to Section 3.2.9.
SupportViewRequests

UpdateBufferLimit

RSSL_DT_UINT

0|1

0-4,294,967,295

Indicates whether the provider supports
requesting with Dynamic View information.
Using Dynamic Views, a user can request only
the specific contents of the response
information in which they are interested. For
more information on using Dynamic Views,
refer to the Transport API C Edition
Developers Guide.
•

1: The provider supports Dynamic Views
specified on request messages.

•

0 (or if absent): The provider does not
support Dynamic Views specified on
request messages. 0 is the default setting.

The ADS uses this element to configure a
watchlist-enabled Transport API reactor that
consumes multicast data.
Configures the maximum number of multicast
messages the reactor will interally buffer for
an item. The reactor synchronizes buffered
messages against the item’s refresh.
UpdateBufferLimit defaults to 100.

Table 6: Login Refresh msgKey.attrib Elements (Continued)

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3.2.5

OMM provider and OMM non-interactive provider applications use the Login status message to convey state information
associated with the login stream. Such state information can indicate that a login stream cannot be established or to inform a
consumer of a state change associated with an open login stream.
The Login status message can also be used to reject a login request or close an existing login stream. When a login stream is
closed via a status, any other open streams associated with the user are also closed as a result.
COMPONENT

DESCRIPTION / VALUE

msgClass

Required. RSSL_MC_STATUS == 3

domainType

Required. RSSL_DMT_LOGIN == 1

state

When rejecting Login:
•

streamState = RSSL_STREAM_CLOSED or RSSL_STREAM_CLOSED_RECOVER

•

dataState = RSSL_DATA_SUSPECT

•

stateCode = RSSL_SC_NOT_ENTITLED

groupId

Not used.

permData

Not used.

extendedHeader

Not used.

msgKey.serviceId

Not used.

msgKey.nameType

Optional. If present, a msgKey.flags value of RSSL_MKF_HAS_NAME_TYPE should be
specified.
Possible values:
•

RDM_LOGIN_USER_NAME == 1

•

RDM_LOGIN_USER_EMAIL_ADDRESS == 2

•

RDM_LOGIN_USER_TOKEN == 3

•

RDM_LOGIN_USER_COOKIE == 4

If present, msgKey.nameType should match the type specified in the Login request. If
msgKey.nameType is unspecified, it is assumed to be a msgKey.nameType of
RDM_LOGIN_USER_NAME.
msgKey.name

Optional. A msgKey.flags value of RSSL_MKF_HAS_NAME should be specified and
msgKey.name should match the one used in the Login request and should contain appropriate
content corresponding to the msgKey.nameType specification.

msgKey.filter

Not used.

msgKey.identifier

Not used.

msgKey.attrib

Optional.
If present, contains the AuthenticationErrorCode and any associated
AuthenticationErrorText.

Payload

Not used.

Table 7: Login Status Message Member Use

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3.2.6

ELEMENT NAME

DATA TYPE
ENUMERATION

AuthenticationErrorCode

RSSL_DT_UINT

AuthenticationErrorText

RSSL_DT_ASCII_STRING

UpdateBufferLimit

RSSL_DT_UINT

RANGE/EXAMPLE DESCRIPTION
From 0 to
4294967296

0-4,294,967,295

Table 8: Login Status msgKey.attrib Elements

3.2.7

Update messages are currently not used or supported on a Login stream.

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3.2.8

A Login close message is encoded and sent by OMM consumer applications. This message allows a consumer to log out of
the system. Closing a login stream is equivalent to a ‘Close All’ type of message, where all open streams are closed (thus all
other streams associated with the user are closed). A provider can log off a user and close all of that user’s streams via a
Login Status message (for details, refer to Section 3.2.5).
COMPONENT

DESCRIPTION / VALUE

msgClass

Required. RSSL_MC_CLOSE == 5

domainType

Required. RSSL_DMT_LOGIN == 1

extendedHeader

Not used.

Payload

Not used.

Table 9: Login Close Message Member Use

3.2.9

Note: The Transport API supports RsslGenericMsg use on the Login domain only for the sending and receiving of information
related to “ConsumerConnectionStatus” Warm Standby Mode.
A Login generic message is encoded and sent by OMM consumer applications. This message informs an interactive provider
of its role in a Warm Standby group (either as an Active or Standby provider). When Active, a provider behaves normally.
However, if a provider is Standby, it responds to requests only with a message header (intended to allow a consumer
application to confirm the availability of their requested data across active and standby servers), and forwards any staterelated messages (i.e., unsolicited refresh messages, status messages). While in Standby mode, a provider should aggregate
changes to item streams whenever possible. If the provider is changed from Standby to Active via this message, all
aggregated update messages are passed along. When aggregation is not possible, a full, unsolicited refresh message is
passed along.
The consumer application is responsible for ensuring that items are available and equivalent across all providers in a warm
standby group. This includes managing state and availability differences as well as item group differences.
Content for a Login Generic message is expected to be atomic and contained in a single part, therefore
RSSL_GNMF_MESSAGE_COMPLETE should be present in the Generic message’s flags.
COMPONENT

DESCRIPTION / VALUE

msgClass

Required. RSSL_MC_GENERIC == 7

domainType

Required. RSSL_DMT_LOGIN == 1

partNum

Not used.

seqNum

Not used.

secondarySeqNum

Not used.

permData

Not used.

extendedHeader

Not used.

Table 10: Login Generic Message Member Use
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COMPONENT

DESCRIPTION / VALUE

msgKey.serviceId

Not used.

msgKey.nameType

Not used.

msgKey.name

Required. msgKey.name must be set to ConsumerConnectionStatus.

msgKey.filter

Not used.

msgKey.identifier

Not used.

msgKey.attrib

Not used.

Payload

Required. Indicates whether a provider acts as an Active or Standby server. Payload is sent as
an RSSL_DT_MAP type. For further details, refer to Section 3.3.2.

Table 10: Login Generic Message Member Use (Continued)

3.2.10

OMM consumer applications can encode and send data for any item via Post messages on the item’s Login stream. This is
known as off-stream posting because items are posted without using that item’s dedicated stream. Posting an item on its
own dedicated stream is referred to as on-stream posting.
When an application is posting off-stream, the RsslPostMsg requires msgKey information. For more details on posting, refer to
the Transport API C Edition Developers Guide.

3.2.11

OMM provider applications encode and send acknowledgment messages (RsslAck) to acknowledge the receipt of Post
messages. This message is used whenever a consumer posts and asks for acknowledgments. For more details on posting,
see the Transport API C Edition Developers Guide.

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3.3

Data

3.3.1

When a Login request message asks for connection configuration information (i.e., DownloadConnectionConfig = 1), a
provider capable of supplying these details should respond with extended connection information in the RsslRefreshMsg
payload. This information can be useful for load balancing connections across multiple providers or ADS components. Load
balancing can be set up in a manner where some well-known providers act solely as load-balancing servers, monitoring the
load and state of other providers and directing consumers to less-loaded providers to handle the information exchange.
The extended connection information contains a list of other providers, along with connection and load-related information,
and is formatted as a sorted RsslVector type, where each RsslVectorEntry contains an RsslElementList. Each vector
entry contains data specific to one provider. The summary data (an RsslElementList) contains information about the number
of standby providers to which the consumer should connect. If this value is non-zero, the consumer is expected to support
Warm Standby functionality and connect to multiple providers.
The list should be sorted in order of best to worst choice.

Figure 4. Login Refresh Message Payload

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When the payload is present, the summary data RsslElementList must contain the following element (which has no default):
NAME

TYPE

RANGE/EXAMPLE DESCRIPTION

NumStandbyServers

RSSL_DT_UINT

0 - 0xFFFFFFFF
value

Specifies the number of standby servers to
which the client can connect.
If set to 0, only one provider is connected,
which serves as the primary connection (i.e.,
warm standby should not be attempted).

Table 11: Login Refresh.Payload Vector.SummaryData’s ElementList Contents
Each RsslVectorEntry contains an RsslElementList, each list describing a single provider. Possible elements in this list are
as follows, with any default behavior included in the description:
NAME

TYPE

RANGE/EXAMPLE DESCRIPTION

Hostname

RSSL_DT_ASCII_STRING “myHostName”

“192.168.1.100”

Conditional. Specifies the candidate
provider’s IP address or hostname. Hostname
is required when a payload is present.

Port

RSSL_DT_UINT

14002

Conditional. Specifies the candidate
provider’s port number. Port is required when
a payload is present.

LoadFactor

RSSL_DT_UINT

0 - 65535

Describes the load of the provider, where 0 is
the least loaded and 65535 is the most
loaded. The RsslVector is expected to be
sorted, so a consumer need not traverse the
list to find the least loaded; the first
RsslVectorEntry should contain an
RsslElementList describing the least-loaded
provider.
LoadFactor defaults to 65535.

ServerType

RSSL_DT_UINT

0|1

When using a warm standby setup,
ServerType specifies the provider’s expected

behavior:

SystemID

RSSL_DT_ASCII_STRING

•

0: This provider should be the Active
server.

•

1: This provider should be the Standby
server. 1 is the default setting.

For future use.

Table 12: Login Refresh.Payload VectorEntry’s ElementList Contents

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3.3.2

The Login data structure for GenericMsg.Payload is a Map of AsciiString -> ElementList. Each key is a
ServiceName.Map.Key. Each RsslElementList contains one RsslElementEntry. The Login GenericMsg.Payload is
formatted as an RsslMap type, with a keyPrimitiveType of RSSL_DT_ASCII_STRING and a containerType of
RSSL_DT_ELEMENT_LIST. There is no summary data and typically only one map entry that informs the provider of its warm
standby role.
KEY PRIMITIVE TYPE

CONTAINER TYPE

PERMISSION DATA

RSSL_DT_ASCII_STRING

RSSL_DT_ELEMENT_LIST Not used

DESCRIPTION
Required. This entry key must be set to
WarmStandbyInfo.

Table 13: GenericMsg.Payload RsslMap's MapEntry Information
ELEMENT NAME

DATA TYPE

RANGE/EXAMPLE DESCRIPTION

WarmStandbyMode

RSSL_DT_UINT

0|1

Required. Informs an interactive provider of its role
in a Warm Standby group.
• 0: Informs the provider to be an Active server
• 1: Informs the provider to be a Standby server.
WarmStandbyMode does not have a default.

Table 14: Login GenericMsg.Payload MapEntry Elements

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3.4

Special Semantics

3.4.1

Authentication and Login Handling

Whether or not a user is authenticated depends on how the provider is implemented. However, providers are required to
respond to Login Request Messages in the following manner:
•

If the Login is accepted, the provider should send a Refresh message with streamState = RSSL_STREAM_OPEN,
dataState = RSSL_DATA_OK, and stateCode = RSSL_SC_NONE.

•

A login request can be rejected or closed by sending a Status message with streamState =
RSSL_STREAM_CLOSED (or RSSL_STREAM_CLOSED_RECOVER if the user is allowed to attempt another
login), dataState = RSSL_DATA_SUSPECT, and a stateCode that best describes the reason for the stream closure.

•

If the provider closes the login stream, all other streams related to that login are implicitly closed without sending any
item status messages to the consumer.

•

If the consumer application closes the login stream using a close message, all streams related to that login are
automatically closed without sending any item close messages to the provider.

•

If a login stream is not open or was closed by either the consumer or the provider, the consumer must open a new
Login stream before sending any other request messages. If the consumer application attempts to request data
without an open Login stream, it will receive a status message indicating failure.

•

3.4.2

Negotiating msgKey.attrib Parameters

Note: The consumer must support all parameters specified by the provider in its Login response.
Several ReqMsg.MsgKey.Attrib parameters indicate how the provider should handle a connection including:
ProvidePermissionProfile, ProvidePermissionExpressions, SingleOpen, AllowSuspectData, InstanceId, and Role. If
the provider cannot support a specified value, it can change the value in the RespMsg.MsgKey.Attrib’s ElementList in its
response to the consumer.
If the RespMsg.MsgKey.Attrib includes an ElementList, then the Elements should be checked to verify that the parameters
have been accepted. If a request parameters differs from the response parameter, the consumer must support the parameters
that the server provided in the RespMsg.

3.4.3

Group and Service Status

Group and service status messages do not apply to the Login domain.

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3.4.4

Single Open and Allow Suspect Data Behavior

The SingleOpen and AllowSuspectData Elements that are passed via the ReqMsg.MsgKey.Attrib can effect how state
information is processed. When the provider indicates support for SingleOpen behavior, the provider should drive the recovery
of item streams. If no provider support is indicated, the consumer should drive any recovery.
The following table shows how a provider can convert messages to honor the consumer’s SingleOpen and
AllowSuspectData settings. The first column in the table shows the provider’s actual streamState and dataState. Each
subsequent column shows how this state information can be modified to follow that column’s specific SingleOpen and
AllowSuspectData settings. If any SingleOpen and AllowSuspectData configuration causes a contradiction in behavior
(e.g., SingleOpen indicates that the provider should handle recovery, but AllowSuspectData indicates that the consumer
does not want to receive suspect status), SingleOpen behavior takes precedence.

Note: The Transport API does not perform any special processing based on the SingleOpen and AllowSuspectData settings.
The provider application must perform any necessary conversion.
If AcceptingRequests is FALSE, new requests should not be made to a provider application, regardless of ServiceState.
However, even if AcceptingRequests is FALSE, reissue requests can still be made for any item streams that are currently
open to the provider.
The following table uses the abbreviations:
•

SS for streamState

•

DS for dataState

ACTUAL STATE
INFORMATION

MESSAGE SENT WHEN:
SINGLEOPEN = 1
ALLOWSUSPECTDATA = 1

MESSAGE SENT WHEN:
SINGLEOPEN = 1
ALLOWSUSPECTDATA = 0

MESSAGE SENT WHEN:
SINGLEOPEN = 0
ALLOWSUSPECTDATA = 1

MESSAGE SENT WHEN:
SINGLEOPEN = 0
ALLOWSUSPECTDATA =
0

SS = OPEN
DS = SUSPECT

SS = CLOSED_RECOVER
DS = SUSPECT

SS = OPEN
DS = SUSPECT

SS = CLOSED_RECOVER
DS = SUSPECT

New item request whena:
SS = OPEN
ServiceState = DOWN
DS = SUSPECT
AcceptingRequests = TRUE

SS = OPEN
DS = SUSPECT

SS = CLOSED_RECOVER
DS = SUSPECT

SS = OPEN
New item requests whena:
ServiceState = UP
DS = OK or SUSPECT based
AcceptingRequests = TRUE on individual item’s state.

SS = OPEN
DS = OK or SUSPECT based
on individual item’s state.

If DS == OK: SS = OPEN
if DS == SUSPECT: SS =
CLOSED_RECOVER

Table 15: SingleOpen and AllowSuspectData Handling
a. For more information, refer to Source Directory information in Chapter 4, Source Directory Domain.

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3.5

3.5.1

Code Example 1: Login Request Message Sample XML Message Layout

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3.5.2

Code Example 2: Login Refresh Message Sample XML Message Layout

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Source Directory Domain

Chapter 4 Source Directory Domain
4.1

Description

The Source Directory domain model conveys:

•

Information about all available services and their capabilities. This includes information about domain types supported
within a service, the service’s state, the QoS, and any item group information associated with the service. Each service is
associated with a unique serviceId. When requesting or responding to information associated with a specific service, the
serviceId is specified in the msgKey.

•

Status information associated with item groups. This allows a single message to change the state of all associated items,
avoiding the need to send a status message for each individual item. The consumer is responsible for applying any
changes to its open items. For details, refer to Section 4.3.1.2 and Section 4.3.1.3.

•

Source Mirroring information between an ADH and OMM interactive provider applications exchanged via a specificallyformatted generic message as described in Section 4.2.5.

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4.2

Usage

4.2.1

Source Directory Request Message

Source Directory Domain

A Directory request message is encoded and sent by OMM consumer applications. A consumer can request information about
all services by omitting serviceId information, or specify a serviceId to request information about only that service. Because
the Source Directory domain uses a RsslFilterList, a consumer can indicate the specific source related information in
which it is interested via a msgKey.filter. Each bit-value represented in the filter corresponds to an information set that can
be provided in response messages. A consumer can change the requested filter via a reissue. For more details about the
RsslFilterList type, refer to the Transport API C Edition Developers Guide.
Thomson Reuters recommends that a consumer application minimally request Info, State, and Group filters for the Source
Directory:
•

The Info filter contains the ServiceName and serviceId data for all available services. When an appropriate service is
discovered by the OMM Consumer, the serviceId associated with the service is used on subsequent requests to that
service.

•

The State filter contains status data for the service. Status data informs the Consumer whether the service is up (and
available) or down (and unavailable).

•

The Group filter conveys any item group status information, including group states and as regards the merging of
groups if applicable.

Note: If an application does not subscribe to the Source Directory’s group filter, it will not receive group status messages. This
can result in potentially incorrect item state information, as relevant status information may be missed.

COMPONENT

DESCRIPTION / VALUE

msgClass

Required. RSSL_MC_REQUEST == 1

domainType

Required. RSSL_DMT_SOURCE == 4

qos

Not used.

worstQos

Not used.

priorityClass

Not used.

priorityCount

Not used.

extendedHeader

Not used.

msgKey.nameType

Not used.

msgKey.name

Not used.

Table 16: Source Directory Request Message Member Use

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COMPONENT

DESCRIPTION / VALUE

msgKey.filter

Required. Specifies a filter indicating the specific data in which a consumer is interested.
Available categories include:
•

RDM_DIRECTORY_SERVICE_INFO_FILTER == 0x01

•

RDM_DIRECTORY_SERVICE_STATE_FILTER == 0x02

•

RDM_DIRECTORY_SERVICE_GROUP_FILTER == 0x04

•

RDM_DIRECTORY_SERVICE_LOAD_FILTER == 0x08

•

RDM_DIRECTORY_SERVICE_DATA_FILTER == 0x10

•

RDM_DIRECTORY_SERVICE_LINK_FILTER == 0x20

•

RDM_DIRECTORY_SERVICE_SEQ_MCAST_FILTER == 0x40

For details on the contents of each filter entry, refer to Section 4.3.1.1.
msgKey.serviceId

Optional. If a consumer wants information regarding only one particular service, it should
specifythe msgKey.serviceId of that service (i.e., set a msgKey.flags value of
RSSL_MKF_HAS_SERVICE_ID). If the consumer wishes to receive information about all
services, the consumer should not specify a msgKey.serviceId (i.e., the consumer should not
set RSSL_MKF_HAS_SERVICE_ID).

msgKey.identifier

Not used.

msgKey.attrib

Not used.

Payload

Not used.

Table 16: Source Directory Request Message Member Use (Continued)

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4.2.2

Source Directory Domain

Source Directory Refresh Message

A Directory Refresh Message is sent by OMM provider and OMM non-interactive provider applications. This message
provides information about currently-known services, as well as additional details ranging from state information to provided
domain types.
COMPONENT

DESCRIPTION / VALUE

msgClass

Required. RSSL_MC_REFRESH == 2

domainType

Required. RSSL_DMT_SOURCE == 4

state

Required. Indicates stream and data state information.

qos

Not used.

seqNum

Optional. A user-specified, item-level sequence number that the application can use to
sequence messages within this stream.

groupId

Not used.

permData

Not used.

extendedHeader

Not used.

msgKey.serviceId

Not used.

msgKey.nameType

Not used.

msgKey.name

Not used.

msgKey.filter

Required. Identifies the filtered entries provided in this response. When possible, this should
match the filter set in the consumer’s request. For additional details, refer to the
msgKey.filter member in Section 4.2.1.

msgKey.identifier

Not used.

msgKey.attrib

Not used.

Payload

Required. The payload contains data about available services in the form of an RsslMap
where each entry’s key is one serviceId. For additional details, refer to Section 4.3.1.

Table 17: Source Directory Refresh Message Member Use

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4.2.3

Source Directory Domain

Source Directory Update Message

A Source Directory Update Message is sent by OMM provider and OMM non-interactive provider applications. An Update
message can:
•

Indicate the addition or removal of services from the system or changes to existing services.

•

Convey item group status information via the State and Group filter entries. For more information about item group
use, refer to the Transport API C Edition Developers Guide.

COMPONENT

DESCRIPTION / VALUE

msgClass

Required. RSSL_MC_UPDATE == 4

domainType

Required. RSSL_DMT_SOURCE == 4

updateType

Not used.

seqNum

Optional. A user-specified, item-level sequence number that the application can use to
sequence messages in this stream.

conflationCount

Not used.

conflationTime

Not used.

permData

Not used.

extendedHeader

Not used.

msgKey.serviceId

Not used.

msgKey.nameType

Not used.

msgKey.name

Not used.

msgKey.filter

Optional. The msgKey.filter indicates which filter entries are provided in this response. For
an update, this conveys only the ID values associated with filter entries present in the update
payload.
For more details, refer to the msgKey.filter member in Section 4.2.1.

msgKey.identifier

Not used.

msgKey.attrib

Not used.

Payload

Required. The payload contains only the changed information associated with the provided
services. For more details, refer to Section 4.3.1.

Table 18: Source Directory Update Message Member Use

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4.2.4

Source Directory Domain

Source Directory Status Message

A Source Directory status message is encoded and sent by both OMM interactive provider and non-interactive provider
applications. This message conveys state change information associated with a source directory stream.
COMPONENT

DESCRIPTION / VALUE

msgClass

Required. RSSL_MC_STATUS == 3

domainType

Required. RSSL_DMT_SOURCE == 4

state

Optional. Contains stream and data state information for the directory stream.

groupId

Not used.

permData

Optional. If present, this is the new permissioning information associated with all contents on
the stream.

extendedHeader

Not used.

msgKey.serviceId

Not used.

msgKey.nameType

Not used.

msgKey.name

Not used.

msgKey.filter

Required. The filter represents the filter entries being provided in this response. When
possible, this should match the filter as set in the consumer’s request.
For additional details, refer to the msgKey.filter member in Section 4.2.1

msgKey.identifier

Not used.

msgKey.attrib

Not used.

Payload

Not used.

Table 19: Source Directory Status Message Member Use

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4.2.5

Source Directory Domain

Source Directory Generic Message

A Source Directory Generic message is encoded and sent by an ADH when using a ‘hot standby’ configuration. When running
in hot standby mode, the ADH can leverage source mirroring and use a generic message to convey usage information to
upstream providers. A generic message can inform providers whether the ADH is an active server without a standby
(ActiveNoStandby), an active server with a standby (ActiveWithStandby) or a standby provider (Standby). This message is
mainly for informational purposes, and allows a provider to better understand their role in a hot standby environment (the
provider does not require a return action or acknowledgment).
A provider indicates each service’s ability to process this message via the AcceptingConsumerStatus element in its Source
Directory responses (refer to Section 4.3.1.1).
COMPONENT

DESCRIPTION / VALUE

msgClass

Required. RSSL_MC_GENERIC == 7

domainType

Required. RSSL_DMT_SOURCE == 4

partNum

Not used.

seqNum

Optional. A user-specified, item-level sequence number that the application can use to
sequence messages in this stream.

secondarySeqNum

Not used.

permData

Not used.

extendedHeader

Not used.

msgKey.serviceId

Not used (Payload can contain information pertaining to multiple services, each of which is
specifically identified in the payload).

msgKey.nameType

Not used.

msgKey.name

Required. The name of this message must be ConsumerStatus.

msgKey.filter

Not used.

msgKey.identifier

Not used.

msgKey.attrib

Not used.

Payload

Required. The payload is an RsslMap whose entries contain the Source Mirroring status for
each service. For the full structure, refer to Section 4.3.2.

Table 20: Source Directory Generic Message Member Use

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4.3

Data

4.3.1

Source Directory Refresh and Update Payload

Source Directory Domain

A list of services is represented by an RsslMap. Each RsslMapEntry represents a known service and is uniquely identified by
its msgKey.serviceId (i.e., its key).
The information about each service is represented as an RsslFilterList. Each RsslFilterEntry contains one of six
different categories of information. These categories should correspond to the msgKey.filter member of the refresh or
update.
For example layouts of these messages, refer to Section 4.5.

Figure 5. Source Directory Refresh and Update Message Payload

KEY TYPE

CONTAINER TYPE

PERMISSION DATA

DESCRIPTION

RSSL_DT_UINT

RSSL_DT_FILTER_LIST

Not used

Contains information for each known service.
The key is the service’s msgKey.serviceId.

Table 21: Source Directory RsslMap Contents

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Source Directory Domain

There are six categories of information about a service, each represented by one RsslFilterEntry. Categories can be added
or updated in update messages (note that the clear action RSSL_FTEA_CLEAR_ENTRY is not used, and that the Info
category should not change).
RSSLFILTERENTRY ID
(CORRESPONDING MSGKEY.FILTER BITVALUE)

TYPE

DESCRIPTION

RDM_DIRECTORY_SERVICE_INFO_ID == 1
(RDM_DIRECTORY_SERVICE_INFO_FILTER ==
0x01)

RSSL_DT_ELEMENT_LIST

Provider applications must be able to provide
this information.
Identifies a service and its available data.
Refer to Section 4.3.1.1.

RDM_DIRECTORY_SERVICE_STATE_ID = 2
(RDM_DIRECTORY_SERVICE_STATE_FILTER ==
0x02)

RSSL_DT_ELEMENT_LIST

Provider applications must be able to provide
this information.
Describes the current state of a service (i.e., the
service’s current ability to provide data). Can also
change the status of all items associated with this
service.
The effects of this category occur immediately.
Therefore, the initiating RsslUpdateMsg should
set RSSL_UPMF_DO_NOT_CONFLATE.
Refer to Section 4.3.1.2.

RDM_DIRECTORY_SERVICE_GROUP_ID == 3
(RDM_DIRECTORY_SERVICE_GROUP_FILTER ==
0x04)

RSSL_DT_ELEMENT_LIST

Manages group information. Can change the
status of a group of items or merge items from one
group to another.
The effects of this category occur immediately and
only affect existing items. Therefore, the initiating
RsslUpdateMsg should set
RSSL_UPMF_DO_NOT_CONFLATE and
RSSL_UPMF_DO_NOT_CACHE.
Refer to Section 4.3.1.3.

RDM_DIRECTORY_SERVICE_LOAD_ID == 4
(RDM_DIRECTORY_SERVICE_LOAD_FILTER ==
0x08)

RSSL_DT_ELEMENT_LIST

Information about the current workload of this
service, including how many items are currently
being serviced.
Optionally, the initiating RsslUpdateMsg can set
RSSL_UPMF_DO_NOT_CONFLATE.
Refer to Section 4.3.1.4.

RDM_DIRECTORY_SERVICE_DATA_ID == 5
(RDM_DIRECTORY_SERVICE_DATA_FILTER ==
0x10)

RSSL_DT_ELEMENT_LIST

Includes broadcast data that applies to all items
requested from that service. This information is
typically provided in a dedicated RsslUpdateMsg
and sent independently of other filter entries. The
data filter is commonly used with ANSI Pagebased data.
Flag values RSSL_UPMF_DO_NOT_CONFLATE
and RSSL_UPMF_DO_NOT_CACHE can
optionally be set to prevent conflation and caching
of this content.
Refer to Section 4.3.1.5.

Table 22: Source Directory RsslMapEntry Filter Entries

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RSSLFILTERENTRY ID
(CORRESPONDING MSGKEY.FILTER BITVALUE)
RDM_DIRECTORY_SERVICE_LINK_ID = 6
(RDM_DIRECTORY_SERVICE_LINK_FILTER = 0x20)

Source Directory Domain

TYPE

DESCRIPTION

RSSL_DT_MAP

Provides information about individual upstream
sources that provide data for this service. This is
primarily used by systems that aggregate sources
(such as the ADH) for identification and load
balancing, and is not required to be processed by
a consumer application.
Refer to Section 4.3.1.6.

RDM_DIRECTORY_SERVICE_SEQ_MCAST_ID = 7
RSSL_DT_ELEMENT_LIST
(RDM_DIRECTORY_SERVICE_SEQ_MCAST_FILTER
= 0x40)

Provides information about the EDF (Elektron
Direct Feed) and EDF connection information.
For further information, refer to the Elektron Direct
Feed Development Guide.

Table 22: Source Directory RsslMapEntry Filter Entries (Continued)

4.3.1.1

Source Directory Info Filter Entry

The Info filter entry (RDM_DIRECTORY_SERVICE_INFO_FILTER, RDM_DIRECTORY_SERVICE_INFO_ID) conveys
information that identifies a service and the content it can provide. This includes information about provided domain types
(e.g., Market Price, Market By Order), available QoS, and the names of any dictionaries required to parse the published
content.
The Info RsslFilterEntry should be present when a service is first added, and should not be changed as long as the service
remains in the list. If an RsslFilterEntry element uses a default value, it is included in the element’s description.
RANGE/
EXAMPLE

ELEMENT NAME

TYPE

DESCRIPTION

Name

RSSL_DT_ASCII_STRING e.g., IDN_RDF

Required. Specifies the service’s name. This value
allows for mapping between the service name and the
serviceId.

Vendor

RSSL_DT_ASCII_STRING e.g., Thomson
Reuters

Specifies the name of the vendor that provides the data
for this service.

IsSource

RSSL_DT_UINT

0|1

Specifies whether the service aggregates content from
multiple sources. Available values are:
• 0: The service aggregates multiple sources into a
single service. This is the default behavior.
• 1: The service is provided directly by the original
publisher

Capabilities

RSSL_DT_ARRAY of
RSSL_DT_UINT

e.g., [5, 6]

Required. Lists the domains which this service can
provide.
For example, a list containing
RSSL_DMT_DICTIONARY (5) and
RSSL_DMT_MARKET_PRICE (6) indicates a
consumer can request dictionaries and Market Price
data from this service. Set RsslArray.itemLength
to 1, as each domainType uses only one byte.

Table 23: Source Directory Info Filter Entry Elements

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RANGE/
EXAMPLE

Source Directory Domain

ELEMENT NAME

TYPE

DictionariesProvided

RSSL_DT_ARRAY of
e.g., RWFFld
RSSL_DT_ASCII_STRING

Lists the Dictionary names that this service can
provide. A consumer can obtain these dictionaries by
requesting them by name on the
RSSL_DMT_DICTIONARY domain.
For details, refer to Chapter 5, Dictionary Domain.

DictionariesUsed

RSSL_DT_ARRAY of
e.g., RWFFld,
RSSL_DT_ASCII_STRING RWFEnum

Conditional. Lists the Dictionary names that might be
required to fully process data from this service.
Whether or not the dictionary is required depends on
the consumer’s needs. For example: if the consumer is
not a display application, it might not need an
Enumerated Types Dictionary.
For details, refer to Chapter 5, Dictionary Domain.

QoS

RSSL_DT_ARRAY of
RSSL_DT_QOS

e.g., Realtime, Tick- Specifies the available Qualities of Service (QoS).
By-Tick
• If the data comes from one source, there will
usually be only one QoS.
• If there are multiple sources, more than one QoS
may be available.
The default QoS is Realtime, Tick-By-Tick. Thus. if a
QoS is not provided, or if the Transport API receives a
QoS value of Unspecified, the Transport API assumes
the service provides a QoS of Realtime, Tick-By-Tick.
For more information about QoS use and handling,
refer to the Transport API C Edition Developers
Guide.

SupportsQoSRange

RSSL_DT_UINT

0|1

ItemList

RSSL_DT_ASCII_STRING

SupportsOutOfBandSnapshots RSSL_DT_UINT

DESCRIPTION

Indicates whether the provider supports a QoS range
when requesting an item.
If supported, a consumer can indicate an acceptable
range via the qos and worstQos members of an
RsslRequestMsg.
• 0: The provider does not support QoS range
requests. This is the default behavior.
• 1: The provider supports QoS range requests.
Specifies the name of a SymbolList (i.e., a specific item
requested to get the names of all items available for
this service). The consumer requests this item via the
RSSL_DMT_SYMBOL_LIST domain (See Chapter 11,
Symbol List Domain).

0|1

Indicates whether Snapshot requests can still be made
after reaching the OpenLimit (refer to Section 4.3.1.4).
• 0: Snapshot requests cannot be made if the
OpenLimit is reached.
• 1: Snapshot requests can be made even when the
OpenLimit is reached. This is the default behavior.

Table 23: Source Directory Info Filter Entry Elements (Continued)

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ELEMENT NAME

TYPE

RANGE/
EXAMPLE

AcceptingConsumerStatus

RSSL_DT_UINT

0|1

Source Directory Domain

DESCRIPTION
Indicates whether a service can accept and process
messages related to Source Mirroring (refer to Section
4.2.4).
• 0: The service cannot accept and process
messages related to Source Mirroring.
• 1: The service can accept and process messages
related to Source Mirroring. This is the default
behavior.

Table 23: Source Directory Info Filter Entry Elements (Continued)

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4.3.1.2

Source Directory Domain

Source Directory State Filter Entry

The State filter entry (RDM_DIRECTORY_SERVICE_STATE_FILTER, RDM_DIRECTORY_SERVICE_STATE_ID) conveys
information about the current state of a service. This information usually has some bearing on the availability of data from a
service. If a service becomes temporarily unavailable or becomes available again, consumers are informed via updates to this
category.
This category should be present in the initial refresh and updated as needed.
The Status element can change the state of items provided by this service. Prior to changing a service status, Thomson
Reuters recommends that you issue item or group status messages to update item states.
Any default behavior is explained in the Element’s description.
ELEMENT NAME

TYPE

RANGE/EXAMPLE

DESCRIPTION

ServiceState

RSSL_DT_UINT

0|1

Required. Indicates whether the original provider of the data
is available to respond to new requests. If the service is
down, requests for data may be handled by the immediate
upstream provider (to which the consumer is directly
connected). However, because the most current data might
be serviced from a cached copy while the source is down, the
most current data may not be immediately available.
Changes to ServiceState do not affect streams that are
already open.
Available values are:
• 0: Service is Down
• 1: Service is Up
Refer to Section 4.4.3.

AcceptingRequests

RSSL_DT_UINT

0|1

Indicates whether the immediate provider can accept new
requests and/or handle reissue requests on already open
streams. Existing streams remain unaffected, however new
requests may be rejected. AcceptingRequests defaults to
1.
Available values are:
• 0: The provider cannot accept new requests on existing
streams.
• 1: The provider can accept new requests on existing
streams.
Refer to Section 4.4.3.

Status

RSSL_DT_STATE

e.g., [RSSL_STREAM_OPEN, Specifies a status change to apply to all items provided by
RSSL_DATA_OK,
this service. It is equivalent to sending an RsslStatusMsg
for each item.
RSSL_SC_NONE]
The streamState is only allowed to be
RSSL_STREAM_OPEN or
RSSL_STREAM_CLOSED_RECOVER.
This status only applies to item streams that have received a
refresh or status of OPEN/OK.
Refer to Section 4.4.3.1.

Table 24: Source Directory State RsslFilterEntry Elements

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4.3.1.3

Source Directory Domain

Source Directory Group Filter Entry

The Group filter entry (RDM_DIRECTORY_SERVICE_GROUP_FILTER, RDM_DIRECTORY_SERVICE_GROUP_ID)
conveys item group status and item group merge information. Every item stream is associated with an item group as defined
by the groupId provided with the item’s RsslRefreshMsg or RsslStatusMsg. If some kind of change impacts all items within
the same group, only a single group status message need be provided. For more information on item group use and handling,
see the Transport API C Edition Developers Guide.
If multiple group RsslFilterEntrys are received in a single RsslFilterList, then they should be applied in the order in
which they were received.
Any default behavior is explained in the Element’s description.
ELEMENT NAME

TYPE

RANGE/EXAMPLE

DESCRIPTION

Group

RSSL_DT_BUFFER

e.g., 1.26.102

Required. Specifies the groupId with which this
information is associated.
This is typically represented as a series of 2-byte unsigned
integers (i.e., two-byte unsigned integers written directly next
to each other in the buffer). The example provided in the
RANGE / EXAMPLE column of this table shows such a
series, with inserted dots to help indicate two-byte value.
When encoded into a buffer, do not include these dots.

MergedToGroup

RSSL_DT_BUFFER

e.g., 1.26.110

Changes all items whose group currently matches the
Group element to the specified MergedToGroup.

Note: The consumer should change the groupId of
those items to match this element.
Status

RSSL_DT_STATE

e.g.,
[RSSL_STREAM_OPEN,
RSSL_DATA_OK,
RSSL_SC_NONE, ]

A status change to be applied to all items whose groupId
matches the Group element. It is equivalent to sending an
RsslStatusMsg to each item.
• The streamState is only allowed to be
RSSL_STREAM_OPEN or
RSSL_STREAM_CLOSED_RECOVER.
• If you need to convey group status text or code
information without changing the data state, use the
value RSSL_DATA_NO_CHANGE.
• If present in the same message as a MergedToGroup
element, this change should be applied before the
merge.
This change only applies to item streams that have received
a refresh or status with a state of OPEN/OK.
Refer to Section 4.4.3.2

Table 25: Source Directory Group RsslFilterEntry Elements

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4.3.1.4

Source Directory Domain

Source Directory Load Filter Entry

The Load filter entry (RDM_DIRECTORY_SERVICE_LOAD_FILTER, RDM_DIRECTORY_SERVICE_LOAD_ID) conveys
information about the service’s workload. If multiple services can provide desired data, a consumer can use service workload
information to help decide which to use. None of these elements are required, nor have a default value.

ELEMENT NAME

TYPE

RANGE/
EXAMPLE

OpenLimit

RSSL_DT_UINT

0 – 4,294,967,295

Maximum number of streaming items that the client is allowed to
open for this service.
If the service supports out-of-band snapshots, snapshot requests do
not count against this limit (refer to Section 4.3.1.1).

OpenWindow

RSSL_DT_UINT

0 - 4,294,967,295

Maximum number of outstanding requests (i.e., requests for items not
yet open) that the service will allow at any given time.
If OpenWindow is 0, the behavior is the same as setting
AcceptingRequests to 0 and no open item request is accepted.
The provider should not assume that the OpenWindow becomes
effective immediately.

LoadFactor

RSSL_DT_UINT

0-65,535

A number indicating the current workload on the source providing the
data.
This number and the means of its calculation vary based on the
system (i.e., bandwidth usage, CPU usage, number of clients, etc).
The only requirements are that:
• The LoadFactor should be calculated the same way for all
services in a system.
• A more heavily-loaded service should have a higher LoadFactor
than one that is less loaded.

DESCRIPTION

Table 26: Source Directory Load RsslFilterEntry Elements

4.3.1.5

Source Directory Data Filter Entry

The Data filter entry (RDM_DIRECTORY_SERVICE_DATA_FILTER, RDM_DIRECTORY_SERVICE_DATA_ID) conveys
information that should be applied to all items associated with the service. This is commonly used for services that provide
ANSI Page-based data. These elements has do not have a default value.
ELEMENT NAME

TYPE

RANGE/EXAMPLE

Type

RSSL_DT_UINT

•
•
•
•
•

Data

Any Data Type

DESCRIPTION

Time(1)
Conditional. You must include Type when data is present.
Explains the content of the Data.
Alert (2)
Headline (3)
Status (4)
Reserved values : 0 - 1023
Data that should be applied to all items from the service;
commonly used for services providing ANSI Page-based data.
The contents of this element should be applied as an update to
every item open for this stream. After the data fans out, it does
not need to be cached as part of the source directory.

Table 27: Source Directory Data RsslFilterEntry Elements

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4.3.1.6

Source Directory Domain

Source Directory Link Filter Entry

The Link filter entry (RDM_DIRECTORY_SERVICE_LINK_FILTER, RDM_DIRECTORY_SERVICE_LINK_ID) conveys
information about the upstream sources that provide data to a service.
This information is represented as an RsslMap, where each RsslMapEntry represents one upstream source. The map entry
key is the name associated with the communication link, and is of type RSSL_DT_ASCII_STRING. This name is scoped globally,
and if multiple sources have the same name, they are assumed to be identical and the aggregating system will balance
requests among them.
An ADH component can leverage this information for failover and hot standby functionality. More detailed information is
available in the ADH documentation. A typical consumer application can treat this entry as mainly informational. The consumer
should use the State RsslFilterEntry to make programmatic decisions about service availability and status.
Any default behavior is explained in the Element’s description.
ELEMENT NAME

TYPE

RANGE/EXAMPLE DESCRIPTION

Type

RSSL_DT_UINT

1|2

Indicates whether the upstream source is interactive or
broadcast. This does not describe whether the service itself is
interactive or broadcast.
• 1: The upstream source is interactive (this is the default).
• 2: The upstream source is a broadcast source.

LinkState

RSSL_DT_UINT

0|1

Required. Indicates whether the upstream source is up or
down
• 0: The upstream source is down.
• 1: The upstream source is up.

LinkCode

RSSL_DT_UINT

0-3

Provides additional status information about the upstream
source.
• 0: None (this is the default)
• 1: Ok
• 2: RecoveryStarted
• 3: RecoveryCompleted

Text

RSSL_DT_ASCII_STRING

N/A

Explains the LinkState and LinkCode. Text defaults to “”.

Table 28: Source Directory Link RsslFilterEntry Map Contents

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4.3.1.7

Source Directory Domain

Source Directory Sequenced Multicast Filter Entry

The Sequenced Multicast filter entry (RDM_DIRECTORY_SERVICE_SEQ_MCAST_FILTER,
RDM_DIRECTORY_SERVICE_SEQ_MCAST_ID) convey information about EDF components and connection information.
This information is represented as an RsslElementList, where each RsslElementEntry represents information about the
EDF component. The entries that contain the information about the Real Time Streams or Gap Fill Servers will have
RsslElementEntry that contain RsslVector with RsslVectorEntry with additional connection information (Multicast Group,
Port, and Domain).
While none of the RsslFieldEntry Map elements are required, all of the RsslFieldEntry vector elements are required.

ELEMENT NAME

TYPE

RANGE/
EXAMPLE

DESCRIPTION

ReferenceDataServerHost

RSSL_DT_ASCII_STRING

10.0.1.125

The hostname, or IP address, of the Reference Data Server.

ReferenceDataServerPort

RSSL_DT_UINT

14000

The port number to which the Reference Data Server is bound
and on which it listens for incoming connections.

SnapshotServerHost

RSSL_DT_ASCII_STRING

10.0.1.125

The hostname, or IP address, of the Snapshot server.

SnapshotServerPort

RSSL_DT_UINT

14002

The port number to which the Snapshot Server is bound and
on which it listens for incoming connections.

GapRecoveryServerHost

RSSL_DT_ASCII_STRING

10.0.1.125

The hostname, or IP address, of the Gap Recovery Server.

GapRecoveryServerPort

RSSL_DT_UINT

14001

The port number to which the Gap Recovery Server is bound
and on which it listens for incoming connections.

StreamingMulticastChannel RSSL_DT_VECTOR of
s
RSSL_DT_ELEMENT_LIST

Multicast channel/port information for the streaming data
provided by the service.

GapMulticastChannels

Multicast channel/port information used by the Gap Recovery
Server.

RSSL_DT_VECTOR of
RSSL_DT_ELEMENT_LIST

Table 29: Source Directory Sequenced Multicast RsslFilterEntry Map Contents

ELEMENT NAME

TYPE

RANGE/
EXAMPLE

DESCRIPTION

MulticastGroup

RSSL_DT_ASCII_STRING

224.1.62.2

Required. The Multicast channel used.

Port

RSSL_DT_UINT

30001

Required. The port used.

Domain

RSSL_DT_UINT

6 (MarketPrice)

Required. The domain covered by this multicast channel
and port.

Table 30: Source Directory Sequenced Multicast RsslFilterEntry Vector Contents

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4.3.2

Source Directory Domain

Source Directory ConsumerStatus Generic Message Payload

Note: RsslGenericMsg(s) are supported for the DIRECTORY RDM only for sending / receiving information related to
ConsumerStatus/Source Mirroring Mode.
The data structure for the ConsumerStatus message is an RsslMap. Each RsslMapEntry sends status to one service and is
uniquely identified by msgKey.serviceId (its key). Each entry contains an RsslElementList with one RsslElementEntry
that indicates how the provider is used. RsslMapEntrys do not use permission data.

KEY TYPE

VALUE TYPE

DESCRIPTION

RSSL_DT_UINT

RSSL_DT_ELEMENT_LIST

Required. Represents a service in the Source Directory. Contains an
RsslElementList with Source Mirroring information for that service.

Table 31: Source Directory RsslGenericMsg RsslMapEntry
ELEMENT NAME

TYPE

RANGE/EXAMPLE

DESCRIPTION

SourceMirroringMode

RSSL_DT_UINT

0-2

Required. Indicates how the downstream component uses the
service. There is no default setting. SourceMirroringMode
can have any of the following values:

•

0: ActiveNoStandby. The downstream device uses the
data from this service, and does not receive it from any
other service.

•

1: ActiveWithStandby. The downstream device uses the
data from this service, but also receives it from another
service.

•

2: Standby. The downstream device receives data from
this service, but actually uses data from another
service.

A reply from the provider application is not needed
because this is for informational use only.
Table 32: Source Directory Generic Message RsslMapEntry Elements

4.4

Special Semantics

4.4.1

Multiple Streams

Unlike other MessageModelTypes, two directory streams can be open with identical message key information. It is also
permissible to change an open stream’s filter.

4.4.2

ServiceState and AcceptingRequests

The ServiceState and AcceptingRequests elements in the State filter entry work together to indicate the ability of a
particular service to provide data:
•

ServiceState indicates whether the source of the data is accepting requests.

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•

Source Directory Domain

AcceptingRequests indicates whether the immediate upstream provider (the provider to which the consumer is

directly connected) can accept new requests. If False, new requests are rejected while existing streams remain
unaffected (reissue requests can still be made for any item streams that are currently open to the provider).
The following table applies only to new requests. Changes to the status of current streams should be sent using individual item
status messages or group status messages via the Group filter entry (refer to Section 4.3.1.3).

SERVICESTATE

ACCEPTINGREQUESTS

MEANING

Up(1)

Yes (1)

New requests and reissue requests can be successfully processed.

Up(1)

No (0)

Although the source of data is available, the immediate provider is not
accepting new requests. It may be possible to request from another provider.
However, reissue requests on already open streams can be processed.

Down (0)

Yes (1)

The source of data is not available. The immediate provider, however, can
accept the request and forward it when the source becomes available.

Down (0)

No (0)

Neither the source nor the immediate provider is accepting new requests.

Table 33: ServiceState and AcceptingRequests

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4.4.3

Source Directory Domain

Service and Group Status Values

The Status elements in the State and Group FilterEntries are transient. Their values should be applied to all existing streams.
The values should not be cached and should not affect any new requests.

4.4.3.1

Service Status

Providers can use a directory’s ServiceState.Status element to efficiently change the state of all of a service’s existing
streams with a single message. The ServiceState.Status does not apply to requests that are currently pending a first refresh
or status response message. EMA consumer implementation normally fans out state from the Status Element to all items
associated with the service. When EMA does this, it will not forward this Element to the application. Instead, the application
receives a RsslStatusMsg for each item from the service. The other elements from the ServiceState RsslFilterEntry will still be
sent to the application.

4.4.3.2

Group Status

The Group RsslFilterEntry can be used to efficiently change the state of a large number of items with a single message. The
Group.Status does not apply to requests that are currently pending a first refresh or status response message. EMA
consumer implementation normally fans out group messages to all items associated with the group. When EMA does this, it
will not forward this RsslFilterEntry to the application. Instead, the application will receive a RsslStatusMsg for each item in
the group.

4.4.4

Removing a Service

If a provider needs to remove a service from the list of known services, it should send the service’s RsslMapEntry with the
action set to RSSL_MPEA_DELETE_ENTRY. A consumer should place all open items associated with this service in the
RSSL_STREAM_CLOSED_RECOVER.
All services associated with a Source Directory stream are removed if:
•

The connection between the provider and consumer is closed or lost

•

The provider sends a state of RSSL_STREAM_CLOSED or RSSL_STREAM_CLOSED_RECOVER on the Source
Directory stream.

•

The provider sends a message with the RSSL_RFMF_CLEAR_CACHE on an RsslRefreshMsg or
RSSL_STMF_CLEAR_CACHE on an RsslStatusMsg on the Source Directory stream.

Note: Though not best practice, some applications may continue to store service information, even after a service is removed.
If this is the case, the application should advertise the service as Down and not accepting requests.

4.4.5

Non-existent Services

If no services currently exist or the consumer issued a Source Directory request and specified an unknown serviceId, a
Source Directory refresh should be sent containing an empty RsslMap. The provider can then add services, via Source
Directory updates, as they become available.

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4.5

Source Directory Sample XML

4.5.1

Source Directory Request Message Sample XML

Source Directory Domain

Code Example 3: Source Directory Request Message Sample XML Message Layout

4.5.2

Source Directory Refresh Message Sample XML

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Source Directory Domain

Code Example 4: Source Directory Refresh Message Sample XML Message Layout

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Dictionary Domain

Chapter 5 Dictionary Domain
5.1

Description

Note: RsslGenericMsg(s) are not supported for the Dictionary domain model.
OMM can optimize bandwidth usage by reducing or removing the need to constantly communicate well-known information
(e.g., names and data types associated with information in an RsslFieldList). Using these techniques, information is instead
contained in a field dictionary, where the field list contains only fieldId references to information in the dictionary.
A provider application can indicate any dictionaries needed to parse published content. To reconstruct omitted information,
consumer applications reference required dictionaries when decoding. Dictionaries may be available locally (i.e., in a file) or
available for request over the network from an upstream provider.
The following dictionaries provide domain models for network requests:

•

Field Dictionary: Stores data referenced by the RsslFieldList. Each fieldId in an RsslFieldEntry corresponds to an
entry in the Field Dictionary, which provides information such as the field’s name (e.g., BID) and data type (e.g.,
RSSL_DT_INT). Additional information (such as rippling fields and expected cache-sizing requirements) are also present.

•

Enumerated Types Dictionary: Contains tables defining values for enumerated values of type RsslEnum
(RSSL_DT_ENUM). Each table indicates the fieldId values of all fields that use the data in the table, as well as the
possible enumerated values. For example, a field indicating the currency of an item will use a table listing enumerations of
various currencies. If a consumer decodes the value of that field (e.g., 840), it can cross reference that value with its copy
of the table. The entry the consumer finds will contain a string that the consumer can print (e.g. USD), and possibly a more
meaningful description as well.

•

Global Field Set Definition and Global Element Set Definition: Provides global set definition database information.
These databases contain several set definitions, each of which contains a list of fieldId (for field lists) or Name (for
element lists) and value pairs. These definitions are used with structured data and provide bandwidth savings by not
sending data contained in the set definition on the wire.

The consumer should store the information contained in these dictionaries and may need to refer to them when decoding data.
For assistance, the Transport API provides utility functions for loading, encoding, and decoding the Thomson Reuters Field
Dictionary (RDMFieldDictionary) and Enumerated Types Dictionaries (enumtype.def) (for details, refer to Section 5.12).

5.2

Decoding Field List Contents with Field and Enumerated Types Dictionaries

By itself, an RsslFieldEntry contains only the fieldId and its associated encoded value in encData. With few exceptions,
the type information is not sent with the data and will appear as RSSL_DT_UNKNOWN. To decode the value, the application
must cross reference the fieldId with the correct Field Dictionary to determine its type. The RsslFieldList.dictionaryId
can optionally convey the identifier of the associated dictionary.

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Dictionary Domain

Figure 6. RsslFieldList Referencing Field Dictionary
The consumer matches the fieldId of the RsslFieldEntry to the information about that FID in the dictionary. This tells the
consumer the type (RsslDataTypes) of the data contained in the RsslFieldEntry. The consumer can now decode the data
by calling the appropriate decode function for that type.
If the field’s type is RSSL_DT_ENUM, the application expects and looks for a table of values in a corresponding Enumerated
Types Dictionary.

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Figure 7. RsslFieldEntry Referencing an Enumerated Types Table
The consumer, having decoded the enumerated value (e.g., 840), finds the correct table that defines the field and looks up the
enumerated value in that table. The value will have a displayable string associated with it (e.g., USD).

5.3

Usage

5.3.1

Dictionary Request Message

A dictionary request message is encoded and sent by OMM consumer applications. The request indicates the name of the
desired dictionary and how much information from that dictionary is needed.
Though updates are not sent on dictionary streams, Thomson Reuters recommends that the consumer make a streaming
request (setting RSSL_RQMF_STREAMING) so that it is notified whenever the dictionary version changes.
COMPONENT

DESCRIPTION / VALUE

msgClass

Required. RSSL_MC_REQUEST == 1

domainType

Required. RSSL_DMT_DICTIONARY == 5

qos

Not used.

Table 34: Dictionary Request Message Member Use
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COMPONENT

Dictionary Domain

DESCRIPTION / VALUE

worstQos

Not used.

priorityClass

Not used.

priorityCount

Not used.

extendedHeader

Not used.

msgKey.serviceId

Required. Specifies the msgKey.serviceId of the service from which the consumer requests
the dictionary.

msgKey.nameType

Not used.

msgKey.name

Required. Specify a msgKey.flags value of RSSL_MKF_HAS_NAME. Specifies the
msgKey.name of the desired dictionary as seen in the Source Directory response (refer to
Section 4.3.1.1).

msgKey.filter

Required. The filter represents the desired verbosity of the dictionary. The consumer should
set the msgKey.filter according to how much information is needed:
•

RDM_DICTIONARY_INFO == 0x00: Provides version information only.

•

RDM_DICTIONARY_MINIMAL == 0x03: Provides information needed for caching.

•

RDM_DICTIONARY_NORMAL == 0x07: Provides all information needed for decoding.

•

RDM_DICTIONARY_VERBOSE == 0x0F: Provides all information (including comments).

Providers are not required to support the MINIMAL and VERBOSE filters.
msgKey.identifier

Not used.

msgKey.attrib

Not used.

Payload

Not used.

Table 34: Dictionary Request Message Member Use (Continued)

5.3.2

Dictionary Refresh Message

DESCRIPTION / VALUE

msgClass

Required. RSSL_MC_REQUEST == 1

domainType

Required. RSSL_DMT_DICTIONARY == 5

qos

Not used.

worstQos

Not used.

priorityClass

Not used.

priorityCount

Not used.

Table 35: Dictionary Request Message Member Use
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COMPONENT

Dictionary Domain

DESCRIPTION / VALUE

extendedHeader

Not used.

msgKey.serviceId

Required. Specifies the msgKey.serviceId of the service from which the consumer requests
the dictionary.

msgKey.nameType

Not used.

msgKey.name

Required. Specify a msgKey.flags value of RSSL_MKF_HAS_NAME. Specifies the
msgKey.name of the desired dictionary as seen in the Source Directory response (refer to
Section 4.3.1.1).

msgKey.filter

Required. The filter represents the desired verbosity of the dictionary. The consumer should
set the msgKey.filter according to how much information is needed:
•

RDM_DICTIONARY_INFO == 0x00: Provides version information only.

•

RDM_DICTIONARY_MINIMAL == 0x03: Provides information needed for caching.

•

RDM_DICTIONARY_NORMAL == 0x07: Provides all information needed for decoding.

•

RDM_DICTIONARY_VERBOSE == 0x0F: Provides all information (including comments).

Providers are not required to support the MINIMAL and VERBOSE filters.
msgKey.identifier

Not used.

msgKey.attrib

Not used.

Payload

Not used.

Table 35: Dictionary Request Message Member Use (Continued)

5.3.3

Dictionary Status Message

A dictionary status message is encoded and sent by OMM Interactive and non-interactive provider applications. This message
can indicate changes to a dictionary’s version.
COMPONENT

DESCRIPTION / VALUE

msgClass

Required. RSSL_MC_STATUS == 3

domainType

Required. RSSL_DMT_DICTIONARY == 5

state

Optional. Used to indicate a change to a dictionary version. For more details, refer to Section
5.9.3.

groupId

Not used.

permData

Conditional. Used if the provided dictionary requires permissioning.

extendedHeader

Not used.

msgKey.serviceId

Optional.

msgKey.nameType

Not used.

msgKey.name

Optional. Should match name that was requested.

msgKey.filter

Not used.

Table 36: Dictionary Status Message Member Use
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COMPONENT

Dictionary Domain

DESCRIPTION / VALUE

msgKey.identifier

Not used.

msgKey.attrib

Not used.

Payload

Not used.

Table 36: Dictionary Status Message Member Use (Continued)

5.4

Payload and Summary Data for the Refresh Message

For example layouts of some dictionary messages, refer to Section 5.11.
The payload varies depending on the type of dictionary being sent. The domain model layout for each type of dictionary is
described in the following sections.
Although the structure varies for each type of dictionary, each uses an RsslElementList to identify its type, version, and
DictionaryId. If sending the dictionary as a multi-part refresh, this data must be present only in the first part. Any default
behavior is included in the dictionary type’s description.

NAME

TYPE

RANGE/EXAMPLE

Version

RSSL_DT_ASCII_STRING “1.1”

DESCRIPTION
Required. Specifies the version of
the provided dictionary.
For additional details on dictionary
versions, refer to Section 5.9.3.

Note: The Enumerated Types
dictionaries populate the Version
element using information from
the DT_Version tag.
Type

RSSL_DT_UINT

Total range is from 0 to 255, where values 0 - 127 are Required. Indicates the type of
reserved and values 28-255 are extensible.
dictionary contained in the payload.
• RDM_DICTIONARY_FIELD_DEFINITIONS == 1
• RDM_DICTIONARY_ENUM_TABLES == 2
• RDM_DICTIONARY_RECORD_TEMPLATES == 3
• RDM_DICTIONARY_DISPLAY_TEMPLATES == 4
• RDM_DICTIONARY_DATA_DEFINITIONS == 5
• RDM_DICTIONARY_STYLE_SHEET == 6
• RDM_DICTIONARY_REFERENCE == 7

DictionaryId

RSSL_DT_INT

Total range is from -16383 to 16383, where:
• Values 0 to 16383 are reserved by Thomson
Reuters
• The value 1 corresponds to the
RDMFieldDictionary.
• Values -1 to -16383 are Extensible

An ID that can indicates a
relationship between dictionaries.
For example, a Field Dictionary and
EnumeratedTypes Dictionary may
have the same DictionaryId,
indicating that they can be used
together.
DictionaryId defaults to 0.

Table 37: Dictionary summaryData

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RANGE/EXAMPLE

Dictionary Domain

NAME

TYPE

DESCRIPTION

RT_Version

RSSL_DT_ASCII_STRING “1.1”

Optionally sent only with the
enumerated type dictionary.
RT_Version identifies which field
dictionary should be used with this
enumerated type dictionary.

DT_Version

RSSL_DT_ASCII_STRING “1.1”

Optionally sent only with the
enumerated type dictionary.
DT_Version conveys the display
template version.

Table 37: Dictionary summaryData (Continued)

5.5

Field Dictionary

5.5.1

Field Dictionary Payload

The payload of a Field Dictionary Refresh Message consists of an RsslSeries where each series entries contains an
RsslElementList. Each RsslSeriesEntry represents a row of information in the dictionary. The RsslElementList contained
in each series entry provides information about an element of the row.

Figure 8. Field Dictionary Payload

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Dictionary Domain

Element entries do not have default values.

NAME

TYPE

LEAST
RANGE/EXAMPLE
VERBOSITY

NAME

RSSL_DT_ASCII_STRING

MINIMAL

e.g., “PROD_PERM”

Equivalent to the field’s ACRONYM
(i.e., Short Name).

FID

RSSL_DT_INT

MINIMAL

-32768 to 32767

The field’s fieldId.

RIPPLETO

RSSL_DT_INT

MINIMAL

-32768 to 32767

If the field ripples, this is the fieldId
of the field it ripples to.
A value of 0 indicates no rippling.
For a description of rippling, refer to the

DESCRIPTION

Transport API C Edition Developers
Guide.
TYPEa

RSSL_DT_INT

MINIMAL

e.g., RSSL_MFEED_INTEGER The data type of the field for the
Marketfeed format.

LENGTHa

RSSL_DT_UINT

MINIMAL

0 to 65535

The maximum string length of the field
for the Marketfeed format.

RWFTYPE

RSSL_DT_UINT

MINIMAL

e.g., RSSL_DT_INT

The data type (RsslDataTypes) of the
field.

RWFLEN

RSSL_DT_UINT

MINIMAL

0 to 65535

The maximum length needed to cache
the encoded value (the value found in
the RsslFieldEntry’s encData
buffer). This is only a suggestion and is
not enforced.
A length of 0 implies that the maximum
possible size for that type should be
used for caching.

ENUMLENGTH

RSSL_DT_UINT

NORMAL

0 to 65535

Used for fields of type
RSSL_DT_ENUM. This is the length of
the DISPLAY element in its
Enumerated Types table (See Section
5.6.1).

LONGNAME

RSSL_DT_ASCII_STRING

NORMAL

e.g., “PERMISSION”

Equivalent to the field’s DDE
ACRONYM (i.e., Long Name).

Table 38: Field Dictionary Element Entries
a. These elements are specific to the Marketfeed format and can be used in converting to or from it. They can otherwise be ignored.

5.5.2

Field Dictionary File Format

The RDMFieldDictionary file format is a plain-text table. Each row represents one field, and each column a datum about that
field. Each row is separated with a line break and columns are separated by whitespace. Lines beginning with an exclamation
point (!) are comments and are ignored.

!ACRONYM
PROD_PERM
RDNDISPLAY
DSPLY_NAME
RDN_EXCHID

DDE ACRONYM
"PERMISSION"
"DISPLAYTEMPLATE"
"DISPLAY NAME"
"IDN EXCHANGE ID"

FID
1
2
3
4

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RIPPLES TO
NULL
NULL
NULL
NULL

FIELD TYPE
INTEGER
INTEGER
ALPHANUMERIC
ENUMERATED

LENGTH
5
3
16
3 ( 3 )

RWF TYPE
UINT64
UINT32
RMTES_STRING
ENUM

RWF LEN
2
1
16
1
66

Chapter 5

TRDPRC_2
TRDPRC_3
TRDPRC_4
TRDPRC_5

"LAST
"LAST
"LAST
"LAST

1"
2"
3"
4"

7
8
9
10

TRDPRC_3
TRDPRC_4
TRDPRC_5
NULL

PRICE
PRICE
PRICE
PRICE

17
17
17
17

REAL64
REAL64
REAL64
REAL64

Dictionary Domain

7
7
7
7

Figure 9. Field Dictionary File Format Sample
Several tagged attributes are available at the beginning of the file. These attributes provide versioning information about the
dictionary in the file and are processed when loading from a file-based dictionary. Some of this information is conveyed along
with the domain model representation of the dictionary. Tags may be added as future dictionary versions become available.
For the RDMFieldDictionary, an example of these tags are shown below.

!tag
!tag
!tag
!tag
!tag
!tag

Filename
Desc
Type
Version
Build
Date

RWF.DAT
RDFD RWF field set
1
4.00.14
002
18-Nov-2010

Figure 10. Field Dictionary Tagged Attributes Sample

5.5.2.1

Field Dictionary Tag Attributes

The following table describes tag attributes and indicates whether they are used when encoding the domain representation of
the file.
TAG ATTRIBUTE

DESCRIPTION

Filename

The original name of the file as created by Thomson Reuters. This typically will not match the
current name of the file, RDMFieldDictionary.
Filename is not used when encoding the domain representation of the field dictionary.

Desc

Describes the dictionary.
Desc is not used when encoding the domain representation of the field dictionary.

Type

Stores the dictionary type associated with this dictionary. For a field dictionary, this should be
RDM_DICTIONARY_FIELD_DEFINITIONS == 1. Other types are defined in Section 5.4.
Type is used when encoding the domain representation of the field dictionary.

Version

Stores version information associated with this dictionary.
Version is used when encoding the domain representation of the field dictionary.

Build

Stores internal build information.
Build is not used when encoding the domain representation of the field dictionary.

Table 39: Field Dictionary File Tag Information

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TAG ATTRIBUTE

DESCRIPTION

Date

Stores dictionary release date information.

Dictionary Domain

Date is not used when encoding the domain representation of the field dictionary.
Table 39: Field Dictionary File Tag Information (Continued)

5.5.2.2

Field Dictionary Columns

The columns in the field dictionary correspond to the RsslElementEntry names used while encoding and decoding the Field
Dictionary:
COLUMN NAME IN FILE

RWF ELEMENT NAME

NOTES

ACRONYM

NAME

The abbreviated name corresponding to the field.

DDE ACRONYM

LONGNAME

A longer version of the name represented by the Acronym.

FID

The Field Identifier value.

RIPPLES TO

RIPPLETO

The file format uses the ACRONYM of the target field, rather than
the rows fieldId.
If the field does not ripple, this should be NULL.

FIELD TYPE

TYPE

The Marketfeed type associated with this field.

LENGTH

LENGTH (ENUMLENGTH)

The Marketfeed length associated with the field.

RWF TYPE

RWFTYPE

The RWF type (RsslDataTypes) associated with the field.

RWF LEN

RWFLEN

A caching length hint associated with this field.

Table 40: Field Dictionary File Column Names and RsslElementEntry Names

5.5.2.3

RWF TYPE Keywords

The following keywords are supported for the RWF TYPE:
KEYWORD

RSSL DATA TYPE

ANSI_PAGEa

RSSL_DT_ANSI_PAGE

ARRAYa

RSSL_DT_ARRAY

ASCII_STRING

RSSL_DT_ASCII_STRING

BUFFER

RSSL_DT_BUFFER

DATE

RSSL_DT_DATE

DATETIMEa

RSSL_DT_DATETIME

DOUBLEa

RSSL_DT_DOUBLE

ELEMENT_LIST, ELEM_LISTa RSSL_DT_ELEMENT_LIST
Table 41: Field Dictionary Type Keywords and Their Data Types
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KEYWORD

Dictionary Domain

RSSL DATA TYPE

ENUM

RSSL_DT_ENUM

FIELD_LISTa

RSSL_DT_FIELD_LIST

FILTER_LISTa

RSSL_DT_FILTER_LIST

FLOATa

RSSL_DT_FLOAT

INT, INT32, INT64

RSSL_DT_INT

MAPa

RSSL_DT_MAP

MSGa

RSSL_DT_MSG

OPAQUE

RSSL_DT_OPAQUE

QOSa

RSSL_DT_QOS

REAL, REAL32, REAL64

RSSL_DT_REAL

RMTES_STRING

RSSL_DT_RMTES_STRING

SERIESa

RSSL_DT_SERIES

STATUSa

RSSL_DT_STATE

TIME

RSSL_DT_TIME

UINT, UINT32, UINT64

RSSL_DT_UINT

UTF8_STRING

RSSL_DT_UTF8_STRING

VECTORa

RSSL_DT_VECTOR

XMLa

RSSL_DT_XML

Table 41: Field Dictionary Type Keywords and Their Data Types (Continued)
a. Type is RWF-Only and does not have a Marketfeed equivalent.

5.5.2.4

FIELD TYPE Keywords

Valid keywords for the Marketfeed Field Type are INTEGER, ALPHANUMERIC, ENUMERATED, TIME, TIME_SECONDS,
DATE, or PRICE.
The table below lists the mappings from FIELD TYPE to the RWF TYPE keyword. All are used in RDMFieldDictionary and
are safe.
FIELD TYPE

LENGTH

RWF TYPE

RWF LEN

NOTES

ALPHANUMERIC

ASCII_STRING

RIC/SYMBOL

ALPHANUMERIC

ASCII_STRING

RIC/SYMBOL

ALPHANUMERIC

ASCII_STRING

RIC/SYMBOL

ALPHANUMERIC

1-255

RMTES_STRING

1-255

length <= 3 is technically ASCII

Table 42: Marketfeed to RWF Mappings in RDMFieldDictionary

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FIELD TYPE

LENGTH

RWF TYPE

RWF LEN

NOTES

ENUMERATED

2-3 (1-8)

ENUM

Enum values 0 - 255

ENUMERATED

5 (3-8)

ENUM

Enum values 0 - 65535

BINARY

UINT32

Base64 encoded 2-byte unsigned int

BINARY

UINT32

Base64 encoded 3-byte unsigned int

BINARY

BUFFER

Base64 encoded buffer

BINARY

171

BUFFER

128

Base64 encoded buffer

DATE

Day, month, year

TIME_SECONDS

TIME

Time in hour, minute, second, and millisecond

TIME

Time in hour, minute, and second

PRICE

REAL

RsslReal can represent values with fractional

denominators, trailing zeros, or up to 14 decimal
positions.
INTEGER

REAL

Signed integer value, where trailing zero values can
be optimized off of the wire.

INTEGER

UINT

unsigned int 0 - 255

INTEGER

UINT

unsigned int 0 - 65535

INTEGER

UINT

unsigned int 0 - (240-1)

INTEGER

UINT

unsigned int 0 - (264-1)

INTEGER

UINT

unsigned int 0 - (232-1)

Table 42: Marketfeed to RWF Mappings in RDMFieldDictionary (Continued)

5.6

Enumerated Types Dictionary

5.6.1

Enumerated Types Dictionary Payload

The payload of an Enumerated Types Dictionary Refresh Message consists of an RsslSeries with each series entry
(RsslSeriesEntry) containing an RsslElementList and representing a table in the dictionary. The RsslElementList in each
entry contains information about each Enumerated Type in the table.
Each RsslElementEntry has a type of RSSL_DT_ARRAY, where there is one element for each column in the file: VALUE,
DISPLAY, and MEANING. The content of each RsslArray corresponds to one Enumerated Type, so each array should
contain the same number of entries.

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Figure 11. Enumerated Types Dictionary Refresh Message Payload

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LEAST
EXAMPLE
VERBOSITY LIST

Dictionary Domain

NAME

TYPE

FIDS

RSSL_DT_ARRAY of
RSSL_DT_INT

NORMAL

15, 1084,
1085,…

The fieldId’s of all fields that reference this
table. These fields should have type
RSSL_DT_ENUM in the Field Dictionary and
use the values given in the VALUE list. The
RsslArray.itemLength should be 2 because
each fieldId is a two-byte, signed integer
value.

VALUE

RSSL_DT_ARRAY of
RSSL_DT_ENUM

NORMAL

826, 840, …

Includes values that correspond to each
Enumerated Type. RsslFieldEntries that use
the table contain these values. The
RsslArray.itemLength should be 2 since
each enum is a two-byte, unsigned integer
value.

DISPLAY

NORMAL
RSSL_DT_ARRAY of
RSSL_DT_ASCII_STRING,
RSSL_DT_RMTES_STRING,
or RSSL_DT_UTF8_STRING

“GBP”,
“USD”,…

Brief, displayable names for each Enumerated
Type.

RSSL_DT_ARRAY of
RSSL_DT_ASCII_STRING

“UK pound
sterling”, “US
Dollar”,…

MEANING

VERBOSE

DESCRIPTION

When special characters are needed, the
DISPLAY column uses a hexadecimal value
identified by using hash marks instead of
quotation marks (e.g., #42FE#).
A longer description of each Enumerated Type.
Note: Providers do not need to provide this
array (even when verbosity is VERBOSE).

Table 43: Element Entries Describing Each Enumerated Type Table

5.6.2

Enumerated Types Dictionary File Format

The enumtype.def file format is a plain-text set of tables. Rows are separated by lines and columns are separated by
whitespace (excepting quoted strings, as illustrated in Section 5.6.1). Lines that begin with an exclamation point (!) are
comments and are ignored.
The file contains a set of tables, each with two sections:
1. A section with the list of fieldId values corresponding to all fields that use the table.
2. A section with the table of enumerated values and their respective display data.

5.6.2.1

Enumerated Types Dictionary File Example

! ACRONYM
! ------BIG_FIGURE
PIPS_POS
! VALUE
! ----0

FID
--6207
6208
DISPLAY
------"INT"

MEANING
------whole number

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1
2
3
4
5
6
7

"1DP"
"2DP"
"3DP"
"4DP"
"5DP"
"6DP"
"7DP"

!
! ACRONYM
! ------MATUR_UNIT
!
! VALUE
! ----0
1
2
3
4

1
2
3
4
5
6
7

decimal
decimal
decimal
decimal
decimal
decimal
decimal

Dictionary Domain

place
places
places
places
places
places
places

FID
--2378
DISPLAY
------"
"
"Yr "
"Mth"
"Wk "
"Day"

MEANING
------Undefined
Years
Months
Weeks
Days

Code Example 5: Enumerated Types Dictionary File Format Sample

5.6.2.2

Tagged Attributes

Several tagged attributes are available at the beginning of the file. These attributes provide version information about the
dictionary contained in the file and are processed while loading from a file-based dictionary. Some of this information is
conveyed along with the domain model representation of the dictionary. Tags may be added as future dictionary versions
become available.
For the enumtype.def, an example of these tags are as follows:

!tag
!tag
!tag
!tag
!tag
!tag

Filename
Desc
Type
RT_Version
DT_Version
Date

ENUMTYPE.001
IDN Marketstream enumerated tables
2
4.20.17
15.41
5-Feb-2017

Code Example 6: Enumerated Types Dictionary Tagged Attribute Sample
The following table describes the tag attributes and indicates which are used when encoding the domain representation of the
file.

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TAG ATTRIBUTE
Date

Dictionary Domain

DESCRIPTION
Includes information regarding the dictionary release date.
Date is not used when encoding the domain representation of the field dictionary.

Desc

A Description of the dictionary.
Desc is not used when encoding the domain representation of the field dictionary.

DT_Version

The version of the display template version.
DT_Version is used when encoding the domain representation of the field dictionary. For device
compatibility purposes, this value is sent as both Version and DT_Version.

Filename

The original name of the file as created by Thomson Reuters. This typically does not match the
current name of the file, enumtype.def.
Filename not used when encoding the domain representation of the field dictionary.

RT_Version

The version of the field dictionary associated with this enumerated type dictionary.
RT_Version is used when encoding the domain representation of the field dictionary.

Type

The dictionary type associated with this dictionary. For an enumerated types dictionary, this should
be RDM_DICTIONARY_ENUM_TABLES == 2. Other types are defined in Section 5.4.
Type is used when encoding the domain representation of the field dictionary.

Table 44: Enumerated Type Dictionary File Tag Information

5.6.2.3

Reference Fields Section

The first section lists all fields that use the table. These fields should have the type RSSL_DT_ENUM in their corresponding
Field Dictionary and have matching names.
NAME

RWF ELEMENT NAME

ACRONYM

n/a (The name of the field is not sent with the dictionary payload).

FID

FIDS

Table 45: RWF EnumType Dictionary File Format Reference Fields

5.6.2.4

Values Table Section

The second section lists the value of each enumerated type and its corresponding display data.
NAME

RWF ELEMENT NAME

NOTES

VALUE

The unsigned, integer value corresponding to the enumerated value.

DISPLAY

In cases where special characters are needed, the DISPLAY column uses a
hexadecimal value, which is identified by using hash marks instead of quotation
marks, e.g. #42FE#.

MEANING

The meaning column is not required over the network and typically not provided.

Table 46: RWF EnumType Dictionary File Values
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5.7

Dictionary Domain

Global Field Set Definition Payload

Note: This portion of the Dictionary Domain is used only with the Elektron Direct Feed (EDF) product. For further details,
consult the EDF product documentation.
The payload of a Field Set Definition Dictionary Refresh Message consists of an RsslVector, where each vector entry
contains an RsslElementList. Each RsslVectorEntry represents a specific Set Definition Id, which corresponds to the
RsslVectorEntry’s index. Each line in the set definition is represented by a corresponding value in the arrays within the FIDS
and TYPES element entries.

Figure 12. Global Field Set Definition Payload

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The following table shows the valid type enumerations for a set definition line, including base primitives, as well as set
primitives.
RWF TYPE

DESCRIPTION

RSSL_DT_INT

Signed Integer, 63 bits of value, with one bit of sign

RSSL_DT_UINT

Unsigned Integer, 64 bits of value

RSSL_DT_FLOAT

32-bit Floating Point, represents the same range as the system type

RSSL_DT_DOUBLE

64-bit Floating Point, represents the same range as the system type

RSSL_DT_REAL

Real Numeric value, 63 bits of value, with a one-bit sign, and a hint enumeration

RSSL_DT_DATE

Date type, containing month, day, and year values

RSSL_DT_TIME

Time type, containing hour, minute, second, and millisecond values

RSSL_DT_DATETIME

Date time type, containing all members of RSSL_DT_DATE and RSSL_DT_TIME

RSSL_DT_QOS

Quality of Service type

RSSL_DT_STATE

Stream state type.

RSSL_DT_ENUM

Enumeration type, defined as a two-byte unsigned value

RSSL_DT_ARRAY

Array type, represents a list of simple primitive types

RSSL_DT_BUFFER

Buffer type, represents a binary data buffer

RSSL_DT_ASCII_STRING

Buffer type containing an ASCII string data

RSSL_DT_UTF8_STRING

Buffer type containing a UTF8 string data

RSSL_DT_RMTES_STRING Buffer type containing a Reuters Multilingual Text Encoding Standard string data
RSSL_DT_INT_1

1-byte encoded length signed integer, 7 bits value with 1 bit sign

RSSL_DT_INT_2

2-byte encoded length signed integer, 15 bits value with 1 bit sign

RSSL_DT_INT_4

4-byte encoded length signed integer, 31 bits value with 1 bit sign

RSSL_DT_INT_8

8-byte encoded length signed integer, 63 bits value with 1 bit sign

RSSL_DT_UINT_1

1 encoded byte length unsigned integer, 8 bits of value

RSSL_DT_UINT_2

2-byte encoded length unsigned integer, 16 bits of value

RSSL_DT_UINT_4

4-byte encoded length unsigned integer, 32 bits of value

RSSL_DT_UINT_8

8-byte encoded length unsigned integer, 64 bits of value

RSSL_DT_FLOAT_4

4-byte encoded length floating point value

RSSL_DT_DOUBLE_8

8-byte encoded length floating point value

RSSL_DT_REAL_4RB

Optimized, variable length real encoding, with a maximum value up to 31 bits and 1 signed bit

RSSL_DT_REAL_8RB

Optimized, variable length real encoding, with a maximum value of 63 bits and 1 signed bit

RSSL_DT_DATE_4

4-byte encoded length date type containing year, month, and day values

Table 47: Set Definition Enumerations
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RWF TYPE

Dictionary Domain

DESCRIPTION

RSSL_DT_TIME_3

3-byte encoded length time type containing hours, minutes, and seconds values

RSSL_DT_TIME_5

5-byte encoded length time type containing hours, minutes, seconds, and milliseconds values

RSSL_DT_TIME_7

7-byte encoded length time type containing hours, minutes, seconds, milliseconds, and
microseconds values

RSSL_DT_TIME_8

8-byte encoded length time type containing hours, minutes, seconds, milliseconds,
microseconds, and nanoseconds values

RSSL_DT_DATETIME_7

7-byte encoded length date time type containing full RSSL_DT_DATE and hours, minutes and
seconds

RSSL_DT_DATETIME_9

9-byte encoded length date time type containing full RSSL_DT_DATE and RSSL_DT_TIME values

RSSL_DT_DATETIME_11

11-byte encoded length date time type containing RSSL_DT_DATE and hours, minutes,
seconds, milliseconds, and microseconds values.

RSSL_DT_DATETIME_12

12-byte encoded length date time type containing RSSL_DT_DATE/DataTypes.DATE and
hours, minutes, seconds, milliseconds, microseconds, and nanoseconds values

Table 47: Set Definition Enumerations (Continued)

5.8

Global Element Set Definition Payload

Note: This portion of the Dictionary Domain is used only with the Elektron Direct Feed (EDF) product. For further details,
consult the EDF product documentation.

The payload of a Global Element Set Definition Dictionary Refresh Message consists of an RsslVector, where each vector
entry contains an RsslElementList. Each RsslVectorEntry represents a specific set definition ID, which corresponds to the
RsslVectorEntry’s index. Each line in the set definition is represented by a corresponding value in the arrays within the FIDS
and TYPES element entries.

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Figure 13. Global Element Set Definition Payload

5.9

Special Semantics

5.9.1

DictionaryId

A dictionaryId can be included with RsslFieldList and RsslElementList payload information. The dictionaryId
contained in the payload should match the Id of the dictionaries required to encode or decode the content. (e.g. Field
Dictionary, Enumerated Types Dictionary). Dictionaries used together to decode a field list should all have a matching Id.
dictionaryId values are globally scoped and can have a range of values from -16383 to 16383. Values 0 through 16383 are
reserved for Thomson Reuters use. Customers can provide their own dictionaries by selecting a dictionaryId between -1
and -16383.

A dictionaryId can be changed in two ways. If a dictionaryId is provided on a solicited or unsolicited refresh message,
this dictionary is used across all messages on the stream until a different dictionaryId is provided in a subsequent solicited
or unsolicited refresh. If an RsslFieldEntry contains a fieldId of zero, this reserved value indicates a temporary dictionary
change. In this situation, this entry’s value is the new dictionaryId, encoded or decoded as an RsslInt. When a dictionaryId
is changed in this manner, the change is only in effect on the remaining entries in the field list or until another fieldId of zero
is encountered. Any other containerType housed inside of a remaining entry also adopts the temporarily changed dictionary.
After the end of the field list is reached, the dictionaryId from the refresh takes precedence once again.

5.9.2

DictionariesProvided and DictionariesUsed

The Source Directory’s Info filter entry (refer to Section 4.3.1.1) includes two elements related to Dictionaries:
DictionariesProvided and DictionariesUsed. Both elements contain an RsslArray of RSSL_DT_ASCII_STRING dictionary
names. These names can be used in msgKey.name to request the dictionaries.
To dynamically discover dictionaries while minimizing the amount of data downloaded:
1. Parse the “DictionariesUsed” from each desired service in the Source Directory.
2. Parse the “DictionariesProvided” from every service in the Source Directory.
3. Make a streaming request for each Dictionary Name listed in DictionariesUsed from the service that lists the
DictionaryName in DictionariesProvided. The msgKey.filter of each RsslRequestMsg should be set to
RDM_DICTIONARY_INFO so as to request only the dictionary’s basic information (because dictionaries tend to be large,
this setting prevents unnecessary network traffic).
4. For each Dictionary response, parse the summaryData in the payload to obtain the dictionary’s Type and Version.

•

If a dictionary is of an unneeded type, that dictionary stream can be closed.

•

If a dictionary is needed, a reissue request can be made where the msgKey.filter requests a higher verbosity (e.g.
RDM_DICTIONARY_NORMAL).

•

Version information can be used to determine if the consumer needs to update its dictionary.

5.9.3

Version Information

The version of a dictionary is normally available in Summary Data in the payload of an RsslRefreshMsg. All available
verbosities are expected to include this information. The verbosity RDM_DICTIONARY_INFO can be used to request only the
version information (as the many fields in dictionaries tend to result in large messages).

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This information normally comes in the form of an RSSL_DT_ASCII_STRING containing a dotted-decimal version number,
indicating first the major version, followed by the minor version, and possibly followed by a third (informational) micro-version.
For example, in the string 1.2.3:
•

1 is the major version

•

2 is the minor version

•

3 is the micro-version

5.9.3.1

Version Information Usage

Version information has a couple of uses:
•

The minor version changes whenever a dictionary adds new fields, but does not modify existing fields. This means
the consumer can still use the previous dictionary with its data (though the consumer is unable to decode any new
fields). Also, if the consumer has multiple dictionaries with the same major version available, it can use the minor
version information to determine which is the latest (and therefore will be able to decode all fields regardless of the
data’s source).

•

The major version changes if the dictionary changes in a way that is not compatible with previous versions (such as
changing an existing field). This means that data encoded using a dictionary with one major version cannot be
decoded using a dictionary with a different major version. If a consumer learns that its provider has changed to a
dictionary with a different major version, it must retrieve the new dictionary before again decoding data.

5.9.3.2

Handling Dictionary Version Changes

To keep consumers informed of changes, Thomson Reuters recommends that dictionary requests be streaming even though
updates are not used for this domain.
If the dictionary’s minor version changes, a provider may advertise it via an RsslStatusMsg with an RsslState of
RSSL_STREAM_OPEN/RSSL_DATA_SUSPECT. The consumer may then reissue its dictionary request to obtain the latest
version.
If a dictionary’s major version is changed, the provider should disconnect all consumers to ensure that the consumers’ content
and dictionary are entirely resynchronized.

5.10

Other Dictionary Types

The Dictionary domain is intended to be used for other versionable data that updates very rarely. This section briefly describes
the other reserved dictionary types.
None of these dictionary types are currently used, nor is there any domain model specification associated with any of them at
this time.

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DICTIONARY TYPE

RecordTemplate

Dictionary Domain

DESCRIPTION

A RecordTemplate dictionary contains multiple record templates. Each record template
contains a list of all of the fields present in a FieldList. Historically, RecordTemplates
have been used for QForms. While they can be used for Marketfeed records and
FieldLists, they typically are not used for those data formats. Templates for Marketfeed
records and FieldLists are dynamically generated when an image is received.
Examples of external file representations for a RecordTemplate dictionary include
tss_records.cf and appendix_d.

DisplayTemplate

A DisplayTemplate dictionary contains specifications that describe how and where to
display fields on a screen.

DataDefinition

A Data Definitions dictionary contains specifications for Set Definitions for use with Field
Lists and Element Lists. Set Definitions provide bandwidth optimization by separating
out repetitive or redundant data.

StyleSheet

A StyleSheet dictionary contains an XSLT or CSS style sheet.

Reference

A Reference dictionary is a table of reference information provided as a RsslSeries.
This information is not used for parsing, interpreting, caching, or displaying data.

Table 48: Other Dictionary Types

5.11

Dictionary Sample XML

5.11.1

Dictionary Request Message Sample XML

Code Example 7: Dictionary Request Message Sample XML Message Layout

5.11.2

Field Dictionary Refresh Message Sample XML

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Code Example 8: Field Dictionary Refresh Message Sample XML Message Layout

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5.11.3

Dictionary Domain

Enumerated Types Dictionary Refresh Message Sample XML

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Figure 14. Enumerated Type Dictionary Refresh Message Sample XML Message Layout

5.12

Dictionary Utility Function

Utility functions load, encode, and decode Field and Enumerated Types Dictionaries. You may find these functions in the
rsslDataDictionary.h header.
The functions should be called with an RsslDataDictionary object, which stores information associated with each field (any
associated Enumerated Types table, if the field uses one). Each load or decode function adds information to the object when
called. Fields and Enumerated Types tables may be added from any number of sources, as long as there is no duplicate or
conflicting information.
The RsslDataDictionary object stores an array of RsslDictionaryEntry objects, indexed by fieldId. Each entry stores
the data type (RsslDataTypes) of the field along with other information. The field will also have a reference to an
RsslEnumTypeTable, if the field uses an Enumerated Types table.
FUNCTION NAME

DESCRIPTION

rsslClearDataDictionary

Clears the RsslDataDictionary. This must be done prior to initial use of the object.

rsslLoadFieldDictionary

Adds data from a Field Dictionary file to the RsslDataDictionary (refer to Section
5.5.2). This currently supports the RDMFieldDictionary, or other dictionaries using the
same formatting.

rsslDecodeFieldDictionary

Adds data from a Field Dictionary message payload to the RsslDataDictionary (refer
to Section 5.5.1).

rsslEncodeFieldDictionary

Creates a Field Dictionary message payload from the RsslDataDictionary object
(refer to Section 5.5.1).

rsslLoadEnumTypeDictionary

Adds data from an Enumerated Types Dictionary file to the RsslDataDictionary
(refer to Section 5.6.2). This currently supports the enumtype.def, or other enumerated
type dictionaries using the same formatting.

rsslDecodeEnumTypeDictionary

Adds data from an Enumerated Types Dictionary message payload to the
RsslDataDictionary (refer to Section 5.6.1).

rsslEncodeEnumTypeDictionary

rsslPrintDataDictionary

Creates an Enumerated Types Dictionary message payload from the
RsslDataDictionary object (refer to Section 5.6.1). Note that this function uses
RSSL_DT_ASCII_STRING as the DISPLAY array type.
Prints the information (fields, enumerated type tables) currently stored in the
RsslDataDictionary. Aids in debugging.

Table 49: Dictionary Helper Functions

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FUNCTION NAME

rsslExtractDictionaryType

Dictionary Domain

DESCRIPTION

Extracts the RDM Dictionary Type (RDMDictionaryTypes) information from an
encoded dictionary. This can determine the specific dictionary decode function that
should be used (e.g. for dictionary type of RDM_DICTIONARY_FIELD_DEFINITIONS,
the user would next invoke the rsslDecodeFieldDictionary function).
This is expected to be called after rsslDecodeMsg (where the RsslMsg.domainType is
RSSL_DMT_DICTIONARY), but before decoding the RsslMsg.encDataBody payload.

rsslClearFieldSetDefDb

Clears the RsslFieldSetDefDb. This must be called before initial use of the object.

rsslAddFieldSetDefToDb

Deep copies the given RsslFieldSetDef into the RsslFieldSetDefDb.

rsslEncodeFieldSetDefDictionary

Creates a Global Field Set Definition Dictionary message payload from the
RsslFieldSetDefDb object (refer to Section 5.7).

rsslDecodeFieldSetDefDictionary

Adds data from a Global Field Set Definition Dictionary message payload to the
RsslFieldSetDefDb object.

rsslClearElementSetDefDb

Clears the RsslElementSetDefDb. This must be called before initial use of the object.

rsslAddElementSetDefToDb

Deep copies the given RsslElementSetDef into the RsslElementSetDefDb.

rsslEncodeElementSetDefDictionary Creates a Global Element Set Definition Dictionary message payload from the
RsslElementSetDefDb object (refer to Section 5.7).
rsslDecodeElementSetDefDictionary Adds data from a Global Element Set Definition Dictionary message payload to the
RsslElementSetDefDb object.
rsslAllocateFieldSetDefDb

Allocates the RsslFieldSetDefDb’s array of RsslFieldSetDef pointers, and deep
copies the version information.

rsslDeleteFieldSetDefDb

Deletes all of the allocated data contained by the RsslFieldSetDefDb. This will delete
any data allocated by rsslAllocateFieldSetDefDb and rsslAddFieldSetDefToDb.
This will also delete any data allocated by rsslDecodeFieldSetDefDictionary.

rsslAllocateElementSetDefDb

Allocates the RsslElementSetDefDb’s array of RsslElementSetDef pointers, and
deep copies the version information.

rsslDeleteElementSetDefDb

Deletes all of the allocated data contained by the RsslElementSetDefDb. This will
delete any data allocated by rsslAllocateElementSetDefDb and
rsslAddElementSetDefToDb. This will also delete any data allocated by
rsslDecodeElementSetDefDictionary.

Table 49: Dictionary Helper Functions (Continued)

5.12.1

Example: Basic Dictionary Use

The following example illustrates basic field and enumerated dictionary loading and unloading. Additional examples of
encoding or decoding from domain model can be seen in the example applications provided with the Transport API.

/* This sample shows loading field and enumerated dictionaries from a file */
RsslDataDictionary dictionary;
/* clear the dictionary before first use/load */
rsslClearDataDictionary(&dictionary);
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/* load field dictionary from file */
if (rsslLoadFieldDictionary(“RDMFieldDictionary”, &dictionary, &errorText) < 0)
{
printf("\nUnable to load dictionary.\n\tText: %s\n", errorText.data);
/* cleanup and exit */
}
/* load enumerated dictionary from file */
if (rsslLoadEnumTypeDictionary(“enumtype.def”, &dictionary, &errorText) < 0)
{
printf("\nUnable to load enum type dictionary.\n\tText: %s\n", errorText.data);
/* cleanup and exit */
}
/* when users are done, they should unload dictionaries to clean up memory */
if (rsslDeleteDataDictionary(&dictionary) < 0)
{
printf("\nUnable to delete dictionary.\n);
}

Code Example 9: Transport API Dictionary Loading Utility Function Use

5.12.2

Example: Dictionary Lookup Using a FieldId

This example illustrates a dictionary lookup using a fieldId to determine how to decode the RsslFieldEntry data. This
example also cross references an enumerated type (RSSL_DT_ENUM) to use enumerated type dictionary information. For
additional examples of encoding or decoding from the domain model, refer to the Transport API’s example applications.

/* This sample shows use of a loaded dictionary. This looks up a fieldId to determine how to decode the
FieldEntry content. It also demonstrates cross referencing an enumerated type */
RsslDictionaryEntry* dictionaryEntry = NULL;
/* used while decoding field list content */
rsslDecodeFieldEntry(&decIter, &fieldEntry)
/* look up entry associated with fieldId */
dictionaryEntry = dictionary->entriesArray[fieldEntry.fieldId];
/* return if no entry found */
if (!dictionaryEntry)
{
printf("\tFid %d not found in dictionary\n", fEntry->fieldId);
return;
}
/* If found, we can access various pieces of information, and use the Type information for further
decoding of the field */
switch(dictionaryEntry->rwfType)
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{
case RSSL_DT_UINT:
rsslDecodeUInt(&decIter, &rsslUInt);
break;
case RSSL_DT_INT:
rsslDecodeInt(&decIter, &rsslInt);
break;
case RSSL_DT_ENUM:
/* enumerated types can be cross referenced with enum dictionary */
rsslDecodeEnum(&decIter, &rsslEnum);
/* RsslEnumType contains value, display, and meaning information */
RsslEnumType *pEnumType = getFieldEntryEnumType(dictionaryEntry, rsslEnum);
break;
/* continued with decoding for other possible types */
}

Code Example 10: Transport API Dictionary Utility Function Field and Enum Look Up Example

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Market Price Domain

Chapter 6 Market Price Domain
6.1

Description

The Market Price domain provides access to Level I market information such as trades, indicative quotes, and top-of-book
quotes. All information is sent as an RsslFieldList. Field-value pairs contained in the field list include information related to
that item (i.e., net change, bid, ask, volume, high, low, or last price).
Note: RsslGenericMsg(s) are not supported in the MARKET_PRICE Reuters Domain Model.

6.2

Usage

6.2.1

Market Price Request Message

A Market Price request message is encoded and sent by OMM consumer applications. The request specifies the name and
attributes of an item in which the consumer is interested.
To receive updates, a consumer can make a “streaming” request by setting the RSSL_RQMF_STREAMING flag. If the flag is
not set, the consumer requests a “snapshot,” and the refresh ends the request.
By default, JSON sets the RSSL_RQMF_STREAMING flag to true. To request a snapshot, you must explicitly set the
RSSL_RQMF_STREAMING flag to false.
To stop updates, a consumer can pause an item (if the provider supports the pause feature) by setting Request.Pause to true.
For additional details, refer to the Transport API C Edition Developers Guide.
COMPONENT

DESCRIPTION / VALUE

MsgClass

Required. RSSL_MC_REQUEST == 1

domainType

Required. RSSL_DMT_MARKET_PRICE == 6

qos

Optional. Indicates the QoS at which the consumer wants the stream serviced. If both qos and
worstQos are specified, this request can be satisfied by a range of QoS.

worstQos

Optional. Used with the qos member to define a range of acceptable QoS. When the provider
encounters such a range, it should attempt to provide the best QoS it can within that range.
worstQos should only be used on services that claim to support it via the SupportsQosRange
item in the Source Directory response (refer to Section 4.3.1.1).

priorityClass

Optional. Indicates the class of a streams priority.

priorityCount

Optional. Indicates the count associated with a streams priority.

extendedHeader

Not used.

msgKey.serviceId

Required. Optional. Specifies the ID or name (e.g., “ELEKTRON_DD”) of the service from
which the consumer wishes to request the item. msgKey.serviceId can be left blank if the
provider uses a default ID or name.

Table 50: Market Price Request Message Member Use

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COMPONENT

Market Price Domain

DESCRIPTION / VALUE

msgKey.nameType

Optional. When consuming from Thomson Reuters sources, typically set to
RDM_INSTRUMENT_NAME_TYPE_RIC (the “Reuters Instrument Code”). If unspecified,
msgKey.nameType defaults to RDM_INSTRUMENT_NAME_TYPE_RIC.

msgKey.name

Required in initial request, otherwise optional. Specifies the name of the requested item.

msgKey.filter

Not used.

msgKey.identifier

Not used.

msgKey.attrib

Not used.

Payload

Not used. Optional. When features such as View (RSSL_RQMF_HAS_VIEW) or Batch
(RSSL_RQMF_HAS_BATCH) are leveraged, the payload can contain information relevant to
that feature. For more detailed information, refer to the Transport API C Edition Developers
Guide.

Table 50: Market Price Request Message Member Use (Continued)

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6.2.2

Market Price Domain

Market Price Refresh Message

A Market Price Refresh Message is sent by OMM provider and OMM non-interactive provider applications. This message
sends all currently available information about the item to the consumer.
RsslFieldList in the payload should include all fields that may be present in subsequent updates, even if those fields are
currently blank. When responding to a View request, this refresh should contain all fields that were requested by the specified
view. If for any reason the provider wishes to send new fields, it must first send an unsolicited refresh with both the new and
currently-present fields.

Note: All solicited or unsolicited refresh messages in the Market Price domain must be atomic, and have their
RSSL_RFMF_CLEAR_CACHE and RSSL_RFMF_REFRESH_COMPLETE flags set to true (the WebSocket API automatically defaults
these flags to true). The Market Price domain does not allow for multi-part refresh use.

COMPONENT

DESCRIPTION / VALUE

MsgClass

Required. RSSL_MC_REFRESH == 2

partNum

Not used.

domainType

Required. RSSL_DMT_MARKET_PRICE == 6

state

Required. Includes the state of the stream and data.

qos

Optional. Specifies the QoS at which the stream is provided.

seqNum

Optional. A user-specified, item-level sequence number which can be used by the application for
sequencing messages within this stream.

groupId

Required. Associates the item with an Item Group (refer to Section 4.3.1.3).

permData

Optional. Specifies the permission information associated with content on this stream.

extendedHeader

Not used.

msgKey.serviceId

Required. Specifies the ID or name (e.g., “ELEKTRON_DD”) of the service that provides the item.
msgKey.serviceId can be left blank if the provider uses a default ID or name.

msgKey.nameType

Optional. msgKey.nameType should match the msgKey.nameType specified in the request. If
unspecified, msgKey.nameType defaults to RDM_INSTRUMENT_NAME_TYPE_RIC.

msgKey.name

Optional. msgKey.flags value of RSSL_MKF_HAS_NAME should be specified. This should match
the requested name.

msgKey.filter

Not used.

msgKey.identifier

Not used.

msgKey.attrib

Not used.

Payload

Required. This should consist of an RsslFieldList containing all fields associated with the item.

Table 51: Market Price Refresh Message Member Use

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6.2.3

Market Price Domain

Market Price Update Message

A Market Price Update Message is sent by OMM provider and OMM non-interactive provider applications. The Market Price
Update Message conveys any changes to an item’s data.
COMPONENT

DESCRIPTION / VALUE

MsgClass

Required. RSSL_MC_UPDATE == 4

domainType

Required. RSSL_DMT_MARKET_PRICE == 6

updateType

Required. Indicates the general content of the update:

•

RDM_UPD_EVENT_TYPE_UNSPECIFIED == 0 (this is the default setting)

•

RDM_UPD_EVENT_TYPE_QUOTE == 1

•

RDM_UPD_EVENT_TYPE_TRADE == 2

•

RDM_UPD_EVENT_TYPE_NEWS_ALERT == 3

•

RDM_UPD_EVENT_TYPE_VOLUME_ALERT == 4

•

RDM_UPD_EVENT_TYPE_ORDER_INDICATION == 5

•

RDM_UPD_EVENT_TYPE_CLOSING_RUN == 6

•

RDM_UPD_EVENT_TYPE_CORRECTION == 7

•

RDM_UPD_EVENT_TYPE_MARKET_DIGEST == 8

•

RDM_UPD_EVENT_TYPE_QUOTES_TRADE == 9

•

RDM_UPD_EVENT_TYPE_MULTIPLE == 10

•

RDM_UPD_EVENT_TYPE_VERIFY == 11

qos

Optional. Specifies the QoS at which the stream is provided.

seqNum

Optional. A user-specified, item-level sequence number which can be used by the application
for sequencing messages within this stream.

conflationCount

Optional. If a provider sends a conflated update, conflationCount specifies the number of
updates in the conflation.
The consumer indicates interest in this information by setting the
RSSL_RQMF_CONF_INFO_IN_UPDATES flag in the request.

conflationTime

Optional. If a provider sends a conflated update, conflationTime specifies the time interval
(in milliseconds) over which data is conflated.
The consumer indicates interest in this information by setting the
RSSL_RQMF_CONF_INFO_IN_UPDATES flag in the request.

permData

Optional. Specifies permissioning information associated with only the contents of this update.

extendedHeader

Not used.

msgKey.serviceId

Conditional. msgKey.serviceId is required if RSSL_RQMF_MSG_KEY_IN_UPDATES was
set to true on the request (by default, the WebSockets API sets
RSSL_RQMF_MSG_KEY_IN_UPDATES to true). Specifies the ID or name (e.g.,
“ELEKTRON_DD”) of the service that provides the data. msgKey.serviceId can be left blank
if the provider uses a default ID or name.

Table 52: Market Price Update Message Member Use

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COMPONENT

Market Price Domain

DESCRIPTION / VALUE

msgKey.nameType

Conditional. msgKey.nameType is required if RSSL_RQMF_MSG_KEY_IN_UPDATES was
set to true on the request (by default, the WebSockets API sets
RSSL_RQMF_MSG_KEY_IN_UPDATES to true). msgKey.nameType should match the name
type specified on the request. If msgKey.nameType is unspecified, its value defaults to
RDM_INSTRUMENT_NAME_TYPE_RIC.

msgKey.name

Conditional. msgKey.name is required if RSSL_RQMF_MSG_KEY_IN_UPDATES was set to
true on the request (by default, the WebSockets API sets
RSSL_RQMF_MSG_KEY_IN_UPDATES to true). msgKey.name specifies the name of the
item being provided.

msgKey.filter

Not used.

msgKey.identifier

Not used.

msgKey.attrib

Not used.

Payload

Required. This should consist of an RsslFieldList with any changed data.

Table 52: Market Price Update Message Member Use (Continued)

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6.2.4

Market Price Domain

Market Price Status Message

A Market Price Update Message is sent by OMM provider and OMM non-interactive provider applications. It conveys any
changes to an item’s data.
COMPONENT

DESCRIPTION / VALUE

MsgClass

Required. RSSL_MC_UPDATE == 4

domainType

Required. RSSL_DMT_MARKET_PRICE == 6

updateType

Required. Indicates the general content of the update:

•

RDM_UPD_EVENT_TYPE_UNSPECIFIED == 0

•

RDM_UPD_EVENT_TYPE_QUOTE == 1

•

RDM_UPD_EVENT_TYPE_TRADE == 2

•

RDM_UPD_EVENT_TYPE_NEWS_ALERT == 3

•

RDM_UPD_EVENT_TYPE_VOLUME_ALERT == 4

•

RDM_UPD_EVENT_TYPE_ORDER_INDICATION == 5

•

RDM_UPD_EVENT_TYPE_CLOSING_RUN == 6

•

RDM_UPD_EVENT_TYPE_CORRECTION == 7

•

RDM_UPD_EVENT_TYPE_MARKET_DIGEST == 8

•

RDM_UPD_EVENT_TYPE_QUOTES_TRADE == 9

•

RDM_UPD_EVENT_TYPE_MULTIPLE == 10

•

RDM_UPD_EVENT_TYPE_VERIFY == 11

qos

Optional. Specifies the QoS at which the stream is provided.

seqNum

Optional. A user-specified, item-level sequence number which can be used by the application
for sequencing messages within this stream.

conflationCount

conflationTime

groupId

Optional. Associates the item with an Item Group (refer to Section 4.3.1.3).

permData

Optional. Specifies permissioning information associated with only the contents of this update.

extendedHeader

Not used.

msgKey.serviceId

Conditional. msgKey.serviceId is required if RSSL_RQMF_MSG_KEY_IN_UPDATES was
set on the request (by default, the WebSockets API sets
RSSL_RQMF_MSG_KEY_IN_UPDATES to true). Specifies the ID or name (e.g.,
“ELEKTRON_DD”) of the service that provides the data. msgKey.serviceId can be left blank
if the provider uses a default ID or name.

Table 53: Market Price Update Message Member Use

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COMPONENT

Market Price Domain

DESCRIPTION / VALUE

msgKey.nameType

Conditional. msgKey.nameType is required if RSSL_RQMF_MSG_KEY_IN_UPDATES was
set on the request (by default, the WebSockets API sets
RSSL_RQMF_MSG_KEY_IN_UPDATES to true). msgKey.nameType should match the name
type specified on the request. If msgKey.nameType is unspecified, its value defaults to
RDM_INSTRUMENT_NAME_TYPE_RIC.

msgKey.name

Conditional. msgKey.name is required if RSSL_RQMF_MSG_KEY_IN_UPDATES was set on
the request (by default, the WebSockets API sets RSSL_RQMF_MSG_KEY_IN_UPDATES to
true). msgKey.name specifies the name of the item being provided.

msgKey.filter

Not used.

msgKey.identifier

Not used.

msgKey.attrib

Not used.

Payload

Required. This should consist of an RsslFieldList with any changed data.

Table 53: Market Price Update Message Member Use (Continued)

6.2.5

Market Price Post Message

If support is specified by the provider, consumer applications can post Market Price data. For more information on posting,
refer to the Transport API C Edition Developers Guide.

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6.3

Market Price Domain

Data: Market Price Refresh Message / Update Message Payload

Market Price data is conveyed as an RsslFieldList, where each RsslFieldEntry corresponds to a piece of information and
its current value. The field list should be decoded using its associated Field Dictionary, indicated by the dictionaryId present
in the field list. For more information, refer to Section 5.2. For more information on using the RsslFieldList container type,
refer to the Transport API C Edition Developers Guide.

6.4

Market Price Sample XML

6.4.1

Market Price Request Message Sample XML

Figure 15. Market Price Request Message Sample XML Message Layout

6.4.2

Market Price Refresh Message Sample XML

Figure 16. Market Price Refresh Message Sample XML Message Layout

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Market Price Domain

Chapter 7

Market By Order Domain

Chapter 7 Market By Order Domain
7.1

Description

The Market By Order domain provides access to Level II full order books. The list of orders is sent in the form of an RsslMap.
Each RsslMapEntry represents one order (using the order’s Id as its key) and contains an RsslFieldList describing
information related to that order (such as price, whether it is a bid/ask order, size, quote time, and market maker identifier).
Note: RsslGenericMsg(s) are not supported for RSSL_DMT_MARKET_BY_ORDER RDMs.

7.2

Usage

7.2.1

Market By Order Request Message

A Market By Order request message is encoded and sent by OMM consumer applications. The request specifies the name of
the item in which a consumer is interested.
To receive updates, the consumer makes a “streaming” request by setting the RSSL_RQMF_STREAMING flag. If the flag is
not set, the consumer is requesting a “snapshot,” and the final part of the refresh (i.e., the refresh has the
RSSL_RFMF_REFRESH_COMPLETE flag set) indicates all responses have been received for the snapshot. Updates may
be received in either case if the refresh has multiple parts.
To stop updates, a consumer can pause an item if the provider supports this functionality. For additional details, refer to the
Transport API C Edition Developers Guide.
COMPONENT

DESCRIPTION / VALUE

MsgClass

Required. RSSL_MC_REQUEST == 1

domainType

Required. RSSL_DMT_MARKET_BY_ORDER == 7

qos

Optional. Indicates the QoS at which the consumer wants the stream serviced. If both qos and
worstQos are specified, this request can be satisfied by a range of qualities of service.

worstQos

Optional. Used with the qos member to define a range of acceptable Qualities of Service.
When encountering such a range, the provider should attempt to provide the best QoS it can
within that range.
This should only be used on services that claim to support it via the SupportsQosRange item in
the Source Directory response (refer to Section 4.3.1.1).

priorityClass

Optional. Indicates the class of a streams priority.

priorityCount

Optional. Indicates the count associated with a streams priority.

extendedHeader

Not used.

msgKey.serviceId

Required. This should be the ID or name (e.g., “ELEKTRON_DD”) associated with the
service from which the consumer wants to request the item. msgKey.serviceId can be left
blank if the provider uses a default ID or name.

Table 54: Market By Order Request Message Member Use

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COMPONENT

Market By Order Domain

DESCRIPTION / VALUE

msgKey.nameType

Optional. When consuming from Thomson Reuters sources, msgKey.nameType is typically set
to RDM_INSTRUMENT_NAME_TYPE_RIC (the “Reuters Instrument Code”). If absent, the
Transport API assumes a setting of RDM_INSTRUMENT_NAME_TYPE_RIC.

msgKey.name

Required in initial request, otherwise optional. Specifies the requested item’s name.

msgKey.filter

Not used.

msgKey.identifier

Not used.

msgKey.attrib

Not used.

Payload

Optional. When features such as View (RSSL_RQMF_HAS_VIEW) or Batch
(RSSL_RQMF_HAS_BATCH) are leveraged, the payload can contain information relevant to
that feature. For more detailed information, refer to Transport API C Edition Developers Guide.

Table 54: Market By Order Request Message Member Use (Continued)

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7.2.2

Market By Order Domain

Market By Order Refresh Message

A Market By Order refresh message is encoded and sent by OMM interactive provider and OMM non-interactive provider
applications. A Market By Order refresh may be sent in multiple parts. It is possible for update and status messages to be
delivered between parts of a refresh message, regardless of whether the request is streaming or non-streaming.
Providers must set the RSSL_RFMF_CLEAR_CACHE flag on the solicited RsslRefreshMsg. For multi-part refreshes, the
RSSL_RFMF_CLEAR_CACHE flag must be set on the first part only.
COMPONENT

DESCRIPTION / VALUE

MsgClass

Required. RSSL_MC_REFRESH == 2

domainType

Required. RSSL_DMT_MARKET_BY_ORDER == 7

state

Required. The state of the stream and data.

partNum

Optional. Specifies the part number of a multi-part refresh.

qos

Optional. Specifies the QoS at which the stream is provided.

seqNum

Optional. A user-specified, item-level sequence number which can be used by the application
for sequencing messages within this stream.

groupId

Required. Associates the item with an Item Group (refer to Section 4.3.1.3).

permData

Optional. Specifies permission information associated with content on this stream.

extendedHeader

Not used.

msgKey.serviceId

Required. Specifies the ID or name (e.g., “ELEKTRON_DD”) of the service that provides the
item. msgKey.serviceId can be left blank if the provider uses a default ID or name.

msgKey.nameType

Optional. nameType should match the nameType specified in the request. If absent,
msgKey.nameType is assumed to be RDM_INSTRUMENT_NAME_TYPE_RIC.

msgKey.name

Optional. msgKey.flags value of RSSL_MKF_HAS_NAME should be specified and the
contents of name should match the requested item’s name.

msgKey.filter

Not used.

msgKey.identifier

Not used.

msgKey.attrib

Not used.

Payload

Required. An order book is represented by an RsslMap, where each entry (RsslMapEntry)
contains information (RsslFieldList) that corresponds to an order.

Table 55: Market By Order Refresh Message Member Use

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7.2.3

Market By Order Domain

Market By Order Update Message

A Market By Order update message is encoded and sent by OMM interactive provider and OMM non-interactive provider
applications. The provider can send an update message to add, update, or remove order information.
COMPONENT

DESCRIPTION / VALUE

MsgClass

Required. RSSL_MC_UPDATE == 4

domainType

Required. RSSL_DMT_MARKET_BY_ORDER == 7

updateType

Required. Indicates the general content of the update. Typically sent as one of the following:

•

RDM_UPD_EVENT_TYPE_UNSPECIFIED == 0

•

RDM_UPD_EVENT_TYPE_QUOTE == 1

seqNum

Optional. A user-specified, item-level sequence number which can be used by the application
for sequencing messages within this stream.

conflationCount

Optional. If a provider sends a conflated update, conflationCount informs the consumer as to
how many updates were included in the conflation.
The consumer indicates interest in this information by setting the
RSSL_RQMF_CONF_INFO_IN_UPDATES flag in the request.

conflationTime

Optional. If a provider sends a conflated update, conflationTime informs the consumer as to
the interval (in milliseconds) over which data was conflated.
The consumer indicates interest in this information by setting the
RSSL_RQMF_CONF_INFO_IN_UPDATES flag in the request.

permData

Optional. permData contains permissioning information associated only with the contents of
this update.

extendedHeader

Not used.

msgKey.serviceId

Conditional. msgKey.serviceId is required if RSSL_RQMF_MSG_KEY_IN_UPDATES was
set on the request. msgKey.serviceId specifies the ID or name (e.g., “ELEKTRON_DD”) of
the service that provides the data. msgKey.serviceId can be left blank if the provider uses a
default ID or name.

msgKey.nameType

Conditional. msgKey.nameType is required if RSSL_RQMF_MSG_KEY_IN_UPDATES was
set on the request. msgKey.nameType must match the name type in the item’s request
message (typically RDM_INSTRUMENT_NAME_TYPE_RIC).

msgKey.name

Optional (Required if RSSL_RQMF_MSG_KEY_IN_UPDATES was set on the request).
msgKey.name specifies the name of the item being provided.

msgKey.filter

Not used.

msgKey.identifier

Not used.

msgKey.attrib

Not used.

Payload

Required. The order book is represented by an RsslMap, where each map entry
(RsslMapEntry) holds information (RsslFieldList) corresponding to an order.

Table 56: Market By Order Update Message Member Use

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7.2.4

Market By Order Domain

Market By Order Status Message

A Market By Order status message is sent by OMM interactive provider and non-interactive provider applications. This
message conveys state change information associated with an item stream.
COMPONENT

DESCRIPTION / VALUE

MsgClass

Required. RSSL_MC_STATUS == 3

domainType

Required. RSSL_DMT_MARKET_BY_ORDER == 7

state

Optional. Specifies the current state information associated with the data and stream.

seqNum

Optional. A user-specified, item-level sequence number which can be used by the application
for sequencing messages within this stream.

groupId

Optional. The provider may use this to change the item’s groupId (for details, refer to Section
4.3.1.3).

permData

Optional. permData specifies any new permissioning information associated with all of the
stream’s contents.

extendedHeader

Not used.

msgKey.serviceId

Conditional. msgKey.serviceId is required if RSSL_RQMF_MSG_KEY_IN_UPDATES was
set on the request). msgKey.serviceId specifies the ID or name (e.g., “ELEKTRON_DD”) of
the service that provides the item. msgKey.serviceId can be left blank if the provider uses a
default ID or name.

msgKey.nameType

Conditional. msgKey.nameType is required if RSSL_RQMF_MSG_KEY_IN_UPDATES was
set on the request. msgKey.nameType must match the name type in the item’s request
message. If not specified, msgKey.nameType defaults to
RDM_INSTRUMENT_NAME_TYPE_RIC.

msgKey.name

Optional (Required if RSSL_RQMF_MSG_KEY_IN_UPDATES was set on the request).
msgKey.name specifies the name of the item being provided.

msgKey.filter

Not used.

msgKey.identifier

Not used.

msgKey.attrib

Not used.

Payload

Not used.

Table 57: Market By Order Status Message Member Use

7.2.5

Market By Order Post Message

If support is specified by the provider, consumer applications can post Market By Order data. For more information on posting,
refer to the Transport API C Edition Developers Guide.

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Chapter 7

7.3

Data

7.3.1

Market By Order Refresh / Update Payload

Market By Order Domain

The payload of a Market By Order Refresh or Update is an RsslMap. Each RsslMapEntry corresponds to one order, where the
entry key is the Order Id.

KEY TYPE

RSSL_DT_BUFFER,

CONTAINER TYPE

PERMISSION
REQUIRED
DATA

RSSL_DT_FIELD_LIST Optional

RSSL_DT_ASCII_STRING,
RSSL_DT_RMTES_STRING

Yes

DESCRIPTION

Contains information on the requested
order book. Each RsslMapEntry
contains information about a specific
order and uses the Order’s ID as its
key.
Instead of each entry having a copy of
the value in its field list, the
keyFieldId of the RsslMap can match
the fieldId corresponding to the
ORDER_ID field.

Table 58: Market By Order Map
Figure 17.

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7.3.2

Market By Order Domain

Summary Data

The summaryData of the RsslMap only needs to be present for the first refresh part. Typical fields in the summaryData include:
•

Permission information (PROD_PERM)

•

Currency of the orders (CURRENCY)

•

Trade Units for the precision at which order prices are set (TRD_UNITS)

•

Market State (MKT_ST_IND)

•

Identifier of the exchange on which the orders were placed (RDN_EXCHD2)

•

Price Ranking Rules (PR_RNK_RUL)

•

Order Ranking Rules (OR_RNK_RUL)

•

Quote Date (ACTIV_DATE)

•

RIC of the underlying equity (STOCK_RIC)

7.3.3

RsslMapEntry Contents

Each RsslMapEntry contains an RsslFieldList. Each field list contains information about the order. The field list should be
decoded using its associated Field Dictionary, indicated by the dictionaryId present in the field list.
•

For more information, refer to Section 5.2.

•

For more information about use of the RsslMap and RsslFieldList container types, refer to the Transport API C
Edition Developers Guide.

The content of each field list typically includes:
•

Order Price and Side (BID, ASK, or ORDER_PRC and ORDER_SIDE)

•

Order Size (BIDSIZE, ASKSIZE, or ORDER_SIZE)

•

Price Qualifiers (PRC_QL_CD, PRC_QL2)

•

Market Maker Identifier (MKT_MKR_ID or MMID)

•

Quote Time (QUOTIM_MS)

7.4

Market By Order Sample XML

7.4.1

Market By Order Request Message Sample XML

Figure 18. Market By Order Request Message Sample XML Message Layout
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7.4.2

Market By Order Domain

Market By Order Refresh Message Sample XML

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Market By Order Domain

Figure 19. Market By Order Refresh Message Sample XML Message Layout

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Chapter 8

Market By Price Domain

Chapter 8 Market By Price Domain
8.1

Description

Market By Price provides access to Level II market depth information. The list of price points is sent in an RsslMap. Each
entry represents one price point (using that price and bid/ask side as its key) and contains an RsslFieldList that describes
information related to that price point.
Note: RsslGenericMsg(s) are not supported for the RSSL_DMT_MARKET_BY_PRICE Reuters Domain Model.

8.2

Usage

8.2.1

Market By Price Request Message

A Market By Price request message is encoded and sent by OMM consumer applications. The request specifies the name of
an item in which the consumer is interested.
To receive updates, a consumer can make a “streaming” request by setting the RSSL_RQMF_STREAMING flag. If the flag is
not set, the consumer requests a “snapshot” and the refresh should end the request (updates may be received in either case if
the refresh has multiple parts).
A consumer can pause an item to stop updates (if the provider supports such functionality). For more information, refer to the
Transport API C Edition Developers Guide.
COMPONENT

DESCRIPTION / VALUE

MsgClass

Required. RSSL_MC_REQUEST == 1

domainType

Required. RSSL_DMT_MARKET_BY_PRICE == 8

qos

Optional. Indicates the QoS at which the consumer wants the stream serviced. If both qos and
worstQos are specified, this request can be satisfied by a range of QoS.

worstQos

Optional. Used with qos to define a range of acceptable QoS. When the provider encounters
such a range, it should attempt to provide the best QoS possible within that range.
This should only be used on services that claim to support it via the SupportsQosRange item in
the Source Directory response (for further details, refer to Section 4.3.1.1).

priorityClass

Optional. Indicates the class of a streams priority.

priorityCount

Optional. Indicates the count associated with a streams priority.

extendedHeader

Not used.

msgKey.serviceId

Required. Specifies the ID or name (e.g., “ELEKTRON_DD”) of the service that provides the
requested item. msgKey.serviceId can be left blank if the provider uses a default ID or name.

msgKey.nameType

Optional. Typically set to RDM_INSTRUMENT_NAME_TYPE_RIC (the “Reuters Instrument
Code”) when consuming from Thomson Reuters sources. If absent, its default value is
RDM_INSTRUMENT_NAME_TYPE_RIC.

Table 59: Market By Price Request Message Member Use
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COMPONENT

Market By Price Domain

DESCRIPTION / VALUE

msgKey.name

Required in initial request, otherwise optional. Specifies the name of the requested item.

msgKey.filter

Not used.

msgKey.identifier

Not used.

msgKey.attrib

Not used.

Payload

Optional. When features such as View (RSSL_RQMF_HAS_VIEW) or Batch
(RSSL_RQMF_HAS_BATCH) are leveraged, the payload can contain information relevant to
that feature.
For further details, refer to the Transport API C Edition Developers Guide.

Table 59: Market By Price Request Message Member Use (Continued)

8.2.2

Market By Price Refresh Message

A Market By Price refresh message is encoded and sent by OMM interactive provider and OMM non-interactive provider
applications.
A Market By Price refresh may be sent in multiple parts. Both update and status messages can be delivered between parts of
a refresh message, regardless of streaming or non-streaming request.
Providers must set the RSSL_RFMF_CLEAR_CACHE flag on the solicited RsslRefreshMsg. For multi-part refreshes, the
RSSL_RFMF_CLEAR_CACHE flag must be set on the first part only.
COMPONENT

DESCRIPTION / VALUE

MsgClass

Required. RSSL_MC_REFRESH == 2

domainType

Required. RSSL_DMT_MARKET_BY_PRICE == 8

state

Required. Indicates the state of the stream and data.

partNum

Optional. Specifies the part number of a multi-part refresh.

qos

Optional. Specifies the QoS at which the stream is provided.

seqNum

Optional. A user-specified, item-level sequence number which can be used by the application
for sequencing messages within this stream.

groupId

Required. Associates the item with an Item Group (for further information, refer to Section
4.3.1.3).

permData

Optional. If present, specifies permission information associated with the stream’s content.

extendedHeader

Not used.

msgKey.serviceId

Required. Specifies the ID or name (e.g., “ELEKTRON_DD”) of the service that provides the
item. msgKey.serviceId can be left blank if the provider uses a default ID or name.

msgKey.nameType

Optional. msgKey.nameType should match the msgKey.nameType specified in the request. If
absent, this value is assumed to be RDM_INSTRUMENT_NAME_TYPE_RIC.

Table 60: Market By Price Refresh Message Member Use

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COMPONENT

Market By Price Domain

DESCRIPTION / VALUE

msgKey.name

Optional. msgKey.flags value of RSSL_MKF_HAS_NAME should be specified, and
msgKey.name should match the name specified in the request.

msgKey.filter

Not used.

msgKey.identifier

Not used.

msgKey.attrib

Not used.

Payload

Required. The order book is represented by an RsslMap, where each entry contains an
RsslFieldList which has information about a price point.

Table 60: Market By Price Refresh Message Member Use (Continued)

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8.2.3

Market By Price Domain

Market By Price Update Message

A Market By Price update message is encoded and sent by OMM interactive provider and OMM non-interactive provider
applications. The provider can send an update message to add, update, or remove price point information.
COMPONENT

DESCRIPTION / VALUE

MsgClass

Required. RSSL_MC_UPDATE == 4

domainType

Required. RSSL_DMT_MARKET_BY_PRICE == 8

updateType

Required. Indicates the general content of the update. Typically sent as one of the following:

•

RDM_UPD_EVENT_TYPE_UNSPECIFIED == 0

•

RDM_UPD_EVENT_TYPE_QUOTE == 1

seqNum

Optional. A user-specified, item-level sequence number which can be used by the application
for sequencing messages within this stream.

conflationCount

Optional. If a provider sends a conflated update, conflationCount specifies how many
updates were included in the conflation.
The consumer indicates interest in this information by setting the
RSSL_RQMF_CONF_INFO_IN_UPDATES to true in the request.

conflationTime

permData

Optional. Specifies permissioning information for the update’s content.

extendedHeader

Not used.

msgKey.serviceId

Conditional. msgKey.serviceId is required if RSSL_RQMF_MSG_KEY_IN_UPDATES was
set on the request. Specifies the ID or name (e.g., “ELEKTRON_DD”) of the service that
provides the item. msgKey.serviceId can be left blank if the provider uses a default ID or
name.

msgKey.nameType

Conditional. msgKey.nameType is required if RSSL_RQMF_MSG_KEY_IN_UPDATES was
set on the request. msgKey.nameType should match the msgKey.nameType specified in the
item’s request message. If msgKey.nameType is not specified, it uses the default
RDM_INSTRUMENT_NAME_TYPE_RIC.

msgKey.name

Conditional. msgKey.name is required if RSSL_RQMF_MSG_KEY_IN_UPDATES was set on
the request) Specifies the name of the item being provided.

msgKey.filter

Not used.

msgKey.identifier

Not used.

msgKey.attrib

Not used.

Payload

Required. The order book is represented by an RsslMap, where each entry contains an
RsslFieldList containing information about a price point.

Table 61: Market By Price Update Message Member Use

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8.2.4

Market By Price Domain

Market By Price Status Message

A Market By Price status message is encoded and sent by OMM interactive provider and non-interactive provider applications.
This message conveys state change information associated with an item stream.
COMPONENT

DESCRIPTION / VALUE

MsgClass

Required. RSSL_MC_STATUS == 3

domainType

Required. RSSL_DMT_MARKET_BY_PRICE == 8

state

Optional. Specifies current state information associated with the data and stream.

qos

Optional. Specifies the QoS at which the stream is provided.

groupId

Optional. Specifies the item’s groupId (the provider can use this component to change the
item’s groupId).

permData

Optional. Specifies new permissioning information associated with all contents on the stream.

extendedHeader

Not used.

msgKey.serviceId

Optional. Specifies the ID or name (e.g., “ELEKTRON_DD”) of the service that provides the
item. msgKey.serviceId can be left blank if the provider uses a default ID or name.

msgKey.nameType

Optional. msgKey.nameType should match the msgKey.nameType specified in the item’s
request message. If msgKey.nameType is not specified, it uses the default
RDM_INSTRUMENT_NAME_TYPE_RIC.

msgKey.name

Optional. Specifies the name of the item being provided.

msgKey.filter

Not used.

msgKey.identifier

Not used.

msgKey.attrib

Not used.

Payload

Not used.

Table 62: Market By Price Status Message Member Use

8.2.5

Market By Price Post Message

If supported by the provider, consumer applications can post Market By Price data. For more information on posting, refer to
the Transport API C Edition Developers Guide.

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8.3

Data

8.3.1

Market By Price Refresh/Update Payload

Market By Price Domain

The payload of a Market By Price Refresh or Update is an RsslMap. Each price point is contained in an RsslMapEntry which
uses the price point and side (buy or sell) as the entry key.

KEY TYPE

RSSL_DT_BUFFER

CONTAINER TYPE

PERMISSION
DATA

RSSL_DT_FIELD_LIST Optional

DESCRIPTION
Required. Contains information about the known
price points. Each RsslMapEntry represents one
price point and uses that price (along with the buy/
sell side) as its key.

Table 63: Market By Price Map

8.3.2

Summary Data

The summaryData of the RsslMap needs to be present only for the first refresh part, which typically includes:
•

Permission information (PROD_PERM)

•

Currency of the orders (CURRENCY)

•

Trade Units for the precision with which order prices are set (TRD_UNITS)

•

Market State (MKT_ST_IND)

•

The identifier of the exchange on which the orders were placed (RDN_EXCHD2)

•

Price Ranking Rules (PR_RNK_RUL)

•

Quote Date (QUOTE_DATE)

8.3.3

RsslMapEntry Contents

The RsslMapEntry key is an RsslBuffer that contains a combination of the price and order side, thus each key is unique
within its map. The key should be treated as a single entity and is not meant to be parsed.
Each RsslMapEntry houses an RsslFieldList that contains information about the price point. The field list should be
decoded using its associated Field Dictionary, indicated by the dictionaryId present in the field list.
•

For more information on dictionary use, refer to Section 5.2.

•

For more information about use of the RsslMap and RsslFieldList container types, refer to the Transport API C
Edition Developers Guide.

The field list typically includes:
•

Order Price & Side (BID, ASK, or ORDER_PRC and ORDER_SIDE)

•

Order Size (BIDSIZE, ASKSIZE, or ORDER_SIZE)

•

Number of aggregated orders (NO_ORD)

•

Quote Time (QUOTIM_MS)

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•

Market By Price Domain

A map containing the Market Makers (MMID) and optionally a field list with each of the market makers’ positions at the
Order Price point.

8.4

Market By Price Sample XML

8.4.1

Market By Price Request Message Sample XML

Figure 20. Market By Price Request Message Sample XML Message Layout

8.4.2

Market By Price Refresh Message Sample XML

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Figure 21. Market By Price Refresh Message Sample XML Message Layout

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Market Maker Domain

Chapter 9 Market Maker Domain
9.1

Description

The Market Maker domain provides access to market maker quotes and trade information. The list of market makers is sent in
the form of an RsslMap. Each RsslMapEntry represents one market maker (using that market maker’s ID as its key) and
contains an RsslFieldList describing information such as that market maker’s bid and ask prices, quote time, and market
source.
Note: RsslGenericMsg(s) are not supported for the MARKET_MAKER Reuters Domain Model.

9.2

Usage

9.2.1

Market Maker Request Message

A Market Maker request message is encoded and sent by OMM consumer applications. The request specifies the name of an
item in which the consumer is interested.
To receive updates, a consumer can make a “streaming” request by setting the RSSL_RQMF_STREAMING flag. If the flag is
not set, the consumer requests a “snapshot,” and the final part of the refresh (i.e., the refresh has the
RSSL_RFMF_REFRESH_COMPLETE flag set) indicates all responses have been received for the snapshot. Updates may
be received in either case if the refresh has multiple parts.
To stop updates, a consumer can pause an item (if the provider supports this functionality). For more information, refer to the
Transport API C Edition Developers Guide.
COMPONENT

DESCRIPTION / VALUE

MsgClass

Required. RSSL_MC_REQUEST == 1

domainType

Required. RSSL_DMT_MARKET_MAKER == 9

qos

Optional. Indicates the QoS at which the consumer wants the stream serviced. If both qos and
worstQos are specified, this request can be satisfied by a range of QoS.

worstQos

Optional. Used with qos to define a range of acceptable QoS. If the provider encounters such a
range, it should attempt to provide the best possible QoS within that range.
This should only be used on services that claim to support it via the SupportsQosRange item in
the Source Directory response (for details, refer to Section 4.3.1.1).

priorityClass

Optional. Indicates the class of a stream’s priority.

priorityCount

Optional. Indicates the count associated with a stream’s priority.

extendedHeader

Not used.

msgKey.serviceId

Required. Specifies the ID or name (e.g., “ELEKTRON_DD”) of the service that provides the
requested item. msgKey.serviceId can be left blank if the provider uses a default ID or name.

Table 64: Market Maker Request Message Member Use

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COMPONENT

Market Maker Domain

DESCRIPTION / VALUE

msgKey.nameType

Optional. When consuming from Thomson Reuters sources, msgKey.nameType is typically set
to RDM_INSTRUMENT_NAME_TYPE_RIC (the “Reuters Instrument Code”). If absent, its
value reverts to the default, which is RDM_INSTRUMENT_NAME_TYPE_RIC.

msgKey.name

Required in initial request, otherwise optional. Specifies the name of the requested item.

msgKey.filter

Not used.

msgKey.identifier

Not used.

msgKey.attrib

Not used.

Payload

Optional. When features such as View (RSSL_RQMF_HAS_VIEW) or Batch
(RSSL_RQMF_HAS_BATCH) are leveraged, the payload can contain information relevant to
that feature. For more details, refer to Transport API C Edition Developers Guide.

Table 64: Market Maker Request Message Member Use (Continued)

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9.2.2

Market Maker Domain

Market Maker Refresh Message

A Market Maker refresh message is encoded and sent by OMM interactive provider and OMM non-interactive provider
applications.
The Market Maker refresh can be sent in multiple parts. Keep in mind that both update and status messages can be delivered
between parts of a refresh message, regardless of streaming or non-streaming request.
Providers must set the RSSL_RFMF_CLEAR_CACHE flag on the solicited RsslRefreshMsg. For multi-part refreshes, the
RSSL_RFMF_CLEAR_CACHE flag must be set on the first part only.
COMPONENT

DESCRIPTION / VALUE

MsgClass

Required. RSSL_MC_REFRESH == 2

domainType

Required. RSSL_DMT_MARKET_MAKER == 9

state

Required. Indicates the state of the stream and data.

partNum

Optional. Specifies the part number of a multi-part refresh.

qos

Optional. Specifies the QoS at which the stream is provided.

seqNum

Optional. A user-specified, item-level sequence number which can be used by the application
for sequencing messages within this stream.

groupId

Required. Associates the item with an Item Group (refer to Section 4.3.1.3).

permData

Optional. Specifies permission information associated with this stream’s content.

extendedHeader

Not used.

msgKey.serviceId

Required. Specifies the ID or name (e.g., “ELEKTRON_DD”) of the service that provides the
item. msgKey.serviceId can be left blank if the provider uses a default ID or name.

msgKey.nameType

Optional. nameType should match the nameType specified in the request. If absent,
msgKey.nameType defaults to RDM_INSTRUMENT_NAME_TYPE_RIC.

msgKey.name

Optional. A msgKey.flags value of RSSL_MKF_HAS_NAME should be specified, which
should match the requested name.

msgKey.filter

Not used.

msgKey.identifier

Not used.

Payload

Required. The order book is represented by an RsslMap, where each entry contains an
RsslFieldList which has information about a market maker.

Table 65: Market Maker Refresh Message Member Use

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9.2.3

Market Maker Domain

Market Maker Update Message

A Market Maker update message is encoded and sent by OMM interactive provider and OMM non-interactive provider
applications.
The provider can send an update message to add, update, or remove market maker information.
COMPONENT

DESCRIPTION / VALUE

MsgClass

Required. RSSL_MC_UPDATE == 4

domainType

Required. RSSL_DMT_MARKET_MAKER == 9

updateType

Required. Indicates the general content of the update. Typically sent as one of the following:

•

RDM_UPD_EVENT_TYPE_UNSPECIFIED == 0

•

RDM_UPD_EVENT_TYPE_QUOTE == 1

partNum

Not used.

qos

Optional. Specifies the QoS at which the stream is provided.

seqNum

Optional. A user-specified, item-level sequence number which can be used by the application
for sequencing messages within this stream.

conflationCount

Optional. If a provider sends a conflated update, conflationCount specifies how many
updates are in the conflation.
The consumer indicates interest in this information by setting the
RSSL_RQMF_CONF_INFO_IN_UPDATES flag in the request.

conflationTime

permData

Optional. Specifies permissioning information associated only with the contents of this update.

extendedHeader

Not used.

msgKey.serviceId

Conditional. msgKey.serviceId is required if RSSL_RQMF_MSG_KEY_IN_UPDATES was
set on the request. msgKey.serviceId specifies the ID or name (e.g., “ELEKTRON_DD”) of
the service that provides the item. msgKey.serviceId can be left blank if the provider uses a
default ID or name.

msgKey.nameType

msgKey.name

Conditional. msgKey.name is required if RSSL_RQMF_MSG_KEY_IN_UPDATES was set on
the request. msgKey.name specifies the name of the item being provided.

msgKey.filter

Not used.

msgKey.identifier

Not used.

msgKey.attrib

Not used.

Table 66: Market Maker Update Message Member Use

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COMPONENT

Payload

Market Maker Domain

DESCRIPTION / VALUE
Required. The order book is represented by an RsslMap, where each entry contains an
RsslFieldList which in turn contains information about a market maker.

Table 66: Market Maker Update Message Member Use (Continued)

9.2.4

Market Maker Status Message

A Market Maker status message is encoded and sent by OMM interactive provider and non-interactive provider applications.
This message conveys state change information associated with an item stream.
COMPONENT

DESCRIPTION / VALUE

MsgClass

Required. RSSL_MC_STATUS == 3

domainType

Required. RSSL_DMT_MARKET_MAKER == 9

state

Optional. Specifies current state information associated with the data and stream.

qos

Optional. Specifies the QoS at which the stream is provided.

groupId

Optional. The provider can use this component to change the items’ groupId.

permData

Optional. Specifies new permissioning information associated with all of the stream’s contents.

extendedHeader

Not used.

msgKey.serviceId

Optional. msgKey.serviceId specifies the ID or name (e.g., “ELEKTRON_DD”) of the service
that provides the item. msgKey.serviceId can be left blank if the provider uses a default ID or
name.

msgKey.nameType

Optional. msgKey.nameType must match the name type in the item’s request message
(typically RDM_INSTRUMENT_NAME_TYPE_RIC). If absent, msgKey.nameType defaults to
RDM_INSTRUMENT_NAME_TYPE_RIC.

msgKey.name

Optional. msgKey.name specifies the name of the item being provided.

msgKey.filter

Not used.

msgKey.identifier

Not used.

msgKey.attrib

Not used.

Payload

Not used.

Table 67: Market Maker Status Message Member Use

9.2.5

Market Maker Post Message

If the provider supports Market Maker post messages, consumer applications can post Market Maker data. For more
information on posting, refer to the Transport API C Edition Developers Guide.

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9.3

Data

9.3.1

Market Maker Refresh/Update Payload

Market Maker Domain

The payload of a Market Maker Refresh or Update is an RsslMap. Information about each market maker is contained in an
RsslMapEntry which uses the market maker ID as its entry key.
KEY TYPE

RSSL_DT_BUFFER
RSSL_DT_ASCII_STRING
RSSL_DT_RMTES_STRING

CONTAINER TYPE

DESCRIPTION

RSSL_DT_FIELD_LIST Required. Contains information about known market makers. Each
RsslMapEntry identifies one market maker and uses the market
maker’s ID as the key.
Including permission data is optional.
The keyFieldId of the map may be set to the fieldId that
corresponds to the MMID or MKT_MKR_ID field, instead of each
entry having a copy of the value in its field list.

Table 68: Market Maker Map
Figure 22.

9.3.2

Summary Data

The summaryData of the RsslMap only needs to be present in the first refresh part. Typical fields in the summaryData include:
•

Permission information (PROD_PERM)

•

Currency of the orders (CURRENCY)

•

Trade Units for the precision at which order prices are set (TRD_UNITS)

•

Identifier of the exchange on which the orders were placed (RDN_EXCHD2)

•

Market State indicating the state of the market (MKT_ST_IND)

•

Price ranking rules (PR_RNK_RUL)

•

Quote Date (QUOTE_DATE)

9.3.3

RsslMapEntry Contents

Each RsslMapEntry key is an RsslBuffer, AsciiString, or RmtesString that contains a unique market maker’s ID.
Each RsslMapEntry houses an RsslFieldList that contains information about the market maker. The field list should be
decoded using its associated Field Dictionary, indicated by the dictionaryId present in the field list.
•

For more information on dictionary use, refer to Section 5.2.

•

For more information about use of the RsslMap and RsslFieldList container types, refer to the Transport API C
Edition Developers Guide.

The field list typically includes:
•

Bid (BID)

•

Ask (ASK)

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•

Bid Size (BIDSIZE)

•

Ask Size (ASKSIZE)

•

Market Source (MKT_SOURCE)

•

Market Maker Name (MKT_MKR_NM)

•

Price Qualifiers (PRC_QL_CD and PRC_QL2)

•

Quote Time (QUOTIM_MS)

9.4

Market Maker Sample XML

9.4.1

Market Maker Request Message Sample XML

Market Maker Domain

Figure 23. Market Maker Request Message Sample XML Message Layout

9.4.2

Market Maker Refresh Message Sample XML

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Figure 24. Market Maker Refresh Message Sample XML Message Layout

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Chapter 10

Yield Curve Domain

Chapter 10 Yield Curve Domain
10.1

Description

The Yield Curve domain shows the relation between the interest rate and the term (time to maturity) associated with the debt
of a borrower. The shape of a yield curve can help give an idea of future economic activity and interest rates. Information is
sent as an RsslFieldList, where some RsslFieldEntry‘s can contain more complex types such as RsslVector,
RsslArray, or RsslElementList.
This chapter documents the Yield Curve domain as provided by the ATS.
Note: The YIELD_CURVE Reuters Domain Model does not support RsslGenericMsg(s).

10.2

Usage

10.2.1

Yield Curve Request Message

A Yield Curve request message is encoded and sent by OMM consumer applications. The request specifies the name and
attributes of the curve in which the consumer is interested.
To receive updates, the consumer makes a “streaming” request by setting the RSSL_RQMF_STREAMING flag. If the flag is
not set, the consumer requests a “snapshot,” and the final part of the refresh (i.e., the refresh has the
RSSL_RFMF_REFRESH_COMPLETE flag set) indicates all responses have been received for the snapshot. Updates may
be received in either case if the refresh has multiple parts.
To stop updates, a consumer can pause an item (if the provider supports the pause feature). For additional details, refer to the
Transport API C Edition Developers Guide.
COMPONENT

DESCRIPTION / VALUE

msgClass

Required. RSSL_MC_REQUEST == 1

domainType

Required. RSSL_DMT_YIELD_CURVE == 22

qos

Optional. Indicates the QoS at which the consumer wants the stream serviced. If both qos and
worstQos are specified, this request can be satisfied by a range of QoS.

worstQos

priorityClass

Optional. Indicates the class of a streams priority.

priorityCount

Optional. Indicates the count associated with a streams priority.

extendedHeader

Not used.

msgKey.serviceId

Required. Specifies the ID or name (e.g., “ELEKTRON_DD”) of the service that provides the
requested item. msgKey.serviceId can be left blank if the provider uses a default ID or name.

Table 69: Yield Curve Request Message Member Use
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COMPONENT

Yield Curve Domain

DESCRIPTION / VALUE

msgKey.nameType

Optional. When consuming from Thomson Reuters sources, typically set to
RDM_INSTRUMENT_NAME_TYPE_RIC (the “Reuters Instrument Code”). If this is not
specified, msgKey.nameType defaults to RDM_INSTRUMENT_NAME_TYPE_RIC.

msgKey.name

Required in initial request, otherwise optional.Specifies the name of the requested item.

msgKey.filter

Not used.

msgKey.identifier

Not used.

msgKey.attrib

Not used.

Payload

Optional. When leveraging such features as View (RSSL_RQMF_HAS_VIEW) or Batch
(RSSL_RQMF_HAS_BATCH), the payload can contain information relevant to that feature.
For more information, refer to Transport API C Edition Developers Guide.

Table 69: Yield Curve Request Message Member Use (Continued)

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10.2.2

Yield Curve Domain

Yield Curve Refresh Message

A Yield Curve Refresh Message is sent by OMM provider and OMM non-interactive provider applications. This message
sends all currently available information about the item to the consumer.
RsslFieldList in the payload should include all fields that might be present in subsequent updates, even if those fields are
currently blank. When responding to a View request, this refresh should contain all fields requested by the specified view. If for
any reason the provider wishes to send new fields, it must first send an unsolicited refresh with both the new and currentlypresent fields.

Providers must set the RSSL_RFMF_CLEAR_CACHE flag on the solicited RsslRefreshMsg. For multi-part refreshes, the
RSSL_RFMF_CLEAR_CACHE flag must be set on the first part only.
Warning! Although the payload is an RsslFieldList, some field entries are sent as more complex types such as
RsslVector and RsslArray. Encoding and decoding applications should be aware of this and ensure proper handling
of these types.

COMPONENT

DESCRIPTION / VALUE

MsgClass

Required. RSSL_MC_REFRESH == 2

domainType

Required. RSSL_DMT_YIELD_CURVE == 22

state

Required. Includes the state of the stream and data.

partNum

Optional. Specifies the part number of a multi-part refresh.

qos

Optional. Specifies the QoS at which the stream is provided.

seqNum

Optional. A user-specified, item-level sequence number which can be used by the application
for sequencing messages within this stream.

groupId

Required. Associates the item with an Item Group (refer to Section 4.3.1.3).

permData

Optional. Specifies permission information associated with content on this stream.

extendedHeader

Not used.

msgKey.serviceId

Required. Specifies the ID or name (e.g., “ELEKTRON_DD”) of the service that provides the
item. msgKey.serviceId can be left blank if the provider uses a default ID or name.

msgKey.nameType

Optional. Should match the nameType specified in the request. If this is not specified, nameType
defaults to RDM_INSTRUMENT_NAME_TYPE_RIC.

msgKey.name

Optional. msgKey.flags value of RSSL_MKF_HAS_NAME should be specified. This should
match the requested name.

msgKey.filter

Not used.

msgKey.identifier

Not used.

msgKey.attrib

Not used.

Payload

Required. This should consist of an RsslFieldList containing all fields associated with the
item.

Table 70: Yield Curve Refresh Message Member Use

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10.2.3

Yield Curve Domain

Yield Curve Update Message

A Yield Curve Update Message is sent by OMM provider and OMM non-interactive provider applications. It conveys any
changes to an item’s data.
Warning! Although the payload is an RsslFieldList, some field entries are sent as more complex types such as
RsslVector and RsslArray. Encoding and decoding applications should be aware of this and ensure proper handling
of these types.

COMPONENT

DESCRIPTION / VALUE

MsgClass

Required. RSSL_MC_UPDATE == 4

domainType

Required. RSSL_DMT_YIELD_CURVE == 22

updateType

Required. Indicates the general content of the update. Typically sent as one of the following:

•

RDM_UPD_EVENT_TYPE_UNSPECIFIED == 0

•

RDM_UPD_EVENT_TYPE_QUOTE == 1

seqNum

Optional. A user-specified, item-level sequence number which the application can use to sequence
messages in this stream.

partNum

Not used.

conflationCount

Optional. If the provider sends a conflated update, conflationCount specifies how many updates
are in the conflation.
The consumer indicates interest in this information by setting the
RSSL_RQMF_CONF_INFO_IN_UPDATES flag in the request.

conflationTime

Optional. If a provider is sending a conflated update, conflationTime specifies the time interval (in
milliseconds) over which data is conflated.
The consumer indicates interest in this information by setting the
RSSL_RQMF_CONF_INFO_IN_UPDATES flag in the request.

permData

Optional. Permissioning information associated with only the contents of this update.

extendedHeader

Not used.

msgKey.serviceId

Conditional. msgKey.serviceId is required if RSSL_RQMF_MSG_KEY_IN_UPDATES was set
on the request. Specifies the ID or name (e.g., “ELEKTRON_DD”) of the service that provides the
item. msgKey.serviceId can be left blank if the provider uses a default ID or name.

msgKey.nameType

Conditional. msgKey.nameType is required if RSSL_RQMF_MSG_KEY_IN_UPDATES was set on
the request. Should match the msgKey.nameType specified on the request. If this is not specified,
msgKey.nameType defaults to RDM_INSTRUMENT_NAME_TYPE_RIC.

msgKey.name

Conditional. msgKey.name is required if RSSL_RQMF_MSG_KEY_IN_UPDATES was set on the
request. Specifies the name of the item being provided.

msgKey.filter

Not used.

msgKey.identifier

Not used.

msgKey.attrib

Not used.

Payload

Required. This should consist of an RsslFieldList with any changed data.

Table 71: Yield Curve Update Message Member Use
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10.2.4

Yield Curve Domain

Yield Curve Status Message

A Yield Curve status message is encoded and sent by OMM interactive provider and non-interactive provider applications.
This message conveys state change information associated with an item stream.
COMPONENT

DESCRIPTION / VALUE

MsgClass

Required. RSSL_MC_STATUS == 3

domainType

Required. RSSL_DMT_YIELD_CURVE == 22

state

Optional. Current state information associated with the data and stream.

qos

Optional. Specifies the QoS at which the stream is provided.

groupId

Optional. The provider can use this component to change the item’s groupId.

permData

Optional. Specifies new permissioning information associated with all contents on the stream.

extendedHeader

Not used.

msgKey.serviceId

Optional. Specifies the ID or name (e.g., “ELEKTRON_DD”) of the service that provides the item.
msgKey.serviceId can be left blank if the provider uses a default ID or name.

msgKey.nameType

Optional. Should match the msgKey.nameType specified on the request. If this is not specified,
msgKey.nameType defaults to RDM_INSTRUMENT_NAME_TYPE_RIC.

msgKey.name

Optional. Specifies the name of the item being provided.

msgKey.filter

Not used.

msgKey.identifier

Not used.

msgKey.attrib

Not used.

Payload

Not used.

Table 72: Yield Curve Status Message Member Use

10.2.5

Yield Curve Domain Post Message

If supported by the provider, consumer applications can post Yield Curve data. For more information on posting, refer to the
Transport API C Edition Developers Guide.

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10.3

Data

10.3.1

Yield Curve Refresh/Update Payload

Yield Curve Domain

The payload of a Yield Curve Refresh or Update is an RsslFieldList. Some RsslFieldEntry contents contain primitive type
information to help describe the curve. Examples include the Curve Type (CRV_TYPE), the Algorithm used to calculate the
curve (CRV_ALGTHM), and the Interpolation (INTER_MTHD) and Extrapolation (EXTRP_MTHD) methods.
Other RsslFieldEntry’s contain more complex information. The more complex entries are broken down into:
•

Input Entries which define the different input data used to calculate the yield curve. Inputs are represented using nonsorted RsslVector types. Examples of curve inputs would be cash rates (CASH_RATES), future prices
(FUTR_PRCS), and swap rates (SWAP_RATES).

•

Output Entries which define the output of the yield curve calculation. Outputs are represented using non-sorted
RsslVector types. An example of curve outputs would be the Yield Curve (YLD_CURVE) itself.

•

Extra Meta Data (EX_MET_DAT) which provides general data about the yield curve. This is represented using an
RsslElementList type. Extra meta data allows users to provide additional curve descriptions without needing to
define new fields. Some examples of meta data would be curve creation time or the curve’s owner.

Figure 25. Yield Curve Payload Example
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10.3.2

Yield Curve Domain

Summary Data

For RsslVector types, summaryData can be included to provide information specific to the RsslVector‘s contents. Any
summaryData needs to be present only for the first refresh part that contains the RsslVector. Typical summaryData fields
include tenors (TENORS).

10.3.3

Yield Curve Input and Output Entries

Each RsslVectorEntry houses an RsslFieldList that contains specific information about the respective input or output. The
field list should be decoded using its associated Field Dictionary, indicated by the dictionaryId present in the field list.
•

For more information on dictionary use, refer to Section 5.2.

•

For more information about use of the RsslVector and RsslFieldList container types, refer to the Transport API C
Edition Developers Guide.

The following table contains additional information about input and output entries (all of which are of the RSSL_DT_VECTOR
container type with a container entry type of RSSL_DT_FIELD_LIST).
NAME

FIELD NAME

TYPE

DESCRIPTION

Cash Rates

CASH_RATES

Input

Contains cash rate data used to calculate the yield curve output. This
typically includes information like settlement date (CASH_SDATE),
maturity date (CASH_MDATE), and other related fields.

Future Prices

FUTR_PRCS

Input

Contains future pricing data used to calculate the yield curve output;
typically including data such as settlement date (FUTR_SDATE), maturity
date (FUTR_MDATE), and other related fields.

Swap Rates

SWAP_RATES

Input

Contains swap rate data used to calculate the yield curve output; typically
including data such as settlement date (SWAP_SDATE), maturity date
(SWAP_MDATE), swap rate value (SWAP_RATE_VAL), and roll date
(SWAP_RDATE).

Spread Rates

SPRD_RATES

Input

Contains spread rate data used to calculate yield curve output; typically
including data such as spread frequency (SPRD_FREQ), maturity date
(SPRD_MDATE), spread rate (SPRD_RATE), and roll date
(SPRD_RDATE).

Yield Curve

YLD_CURVE

Output

Contains calculated Yield Curve data; typically including data such as
zero rate (YCT_ZRATE), forward rate (YCT_FWRATE), and discount
factor (YCT_DISFAC).

Table 73: Yield Curve Inputs and Outputs

10.4
When an application consumes Yield Curve data, the dictionary used by the application must contain certain required FIDs.
For further details,

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10.5

Yield Curve Sample XML

10.5.1

Yield Curve Request Message Sample XML

Yield Curve Domain

Figure 26. Yield Curve Request Message Sample XML Message Layout

10.5.2

Yield Curve Refresh Message Sample XML

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Yield Curve Domain

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Yield Curve Domain

Figure 27. Yield Curve Refresh Message Sample XML Message Layout

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Chapter 11

Symbol List Domain

Chapter 11 Symbol List Domain
11.1

Description

The Symbol List domain provides access to a set of symbol names, typically from an index, service, or cache. Content is
encoded as an RsslMap, with each symbol represented by a map entry and where the symbol name is the entry key. An
entry’s payload is optional, but when present the payload is an RsslFieldList or RsslElementList that contains additional
cross-reference information such as permission information, name type, or other venue-specific content.
Note: RsslGenericMsg(s) are not supported for SYMBOL_LIST Reuters Domain Model.

11.2

Usage

11.2.1

Symbol List Request Message

A Symbol List request message is encoded and sent by OMM consumer applications.
The consumer can make a streaming request (set RSSL_RQMF_STREAMING) to receive updates, typically associated with
item additions or removals from the list.
COMPONENT

DESCRIPTION / VALUE

MsgClass

Required. RSSL_MC_REQUEST == 1

domainType

Required. RSSL_DMT_SYMBOL_LIST == 10

qos

Not used.

worstQos

Not used.

priorityClass

Optional. Specifies the class of a stream’s priority.

priorityCount

Optional. Specifies the count associated with a stream’s priority.

extendedHeader

Not used.

msgKey.serviceId

Required. Specifies the ID or name (e.g., “ELEKTRON_DD”) of the service that provides the
requested item. msgKey.serviceId can be left blank if the provider uses a default ID or name.

msgKey.nameType

Optional. msgKey.nameType should match name type specified in the request. When
consuming from Thomson Reuters sources, msgKey.nameType is typically set to
RDM_INSTRUMENT_NAME_TYPE_RIC (the “Reuters Instrument Code”). If absent,
msgKey.nameType defaults to RDM_INSTRUMENT_NAME_TYPE_RIC.

msgKey.name

Required in initial request, otherwise optional. Specifies the name of the requested item.

msgKey.filter

Not used.

msgKey.identifier

Not used.

Table 74: Symbol List Request Message Member Use

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Symbol List Domain

COMPONENT

DESCRIPTION / VALUE

msgKey.attrib

Not used.

Payload

Optional. When leveraging such features as View (RSSL_RQMF_HAS_VIEW), Batch
(RSSL_RQMF_HAS_BATCH), or behaviors related to the Symbol List Request, the payload
can contain information relevant to that feature. For more detailed information, refer to
Transport API C Edition Developers Guide.

Table 74: Symbol List Request Message Member Use (Continued)

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11.2.2

Symbol List Domain

Symbol List Refresh Message

A Symbol List refresh Message is sent by OMM provider and OMM non-interactive provider applications. This message sends
a list of item names to the consumer.
A Symbol List refresh can be sent in multiple parts. Update and status messages can be delivered between parts of a refresh
message, regardless of streaming or non-streaming request.
Providers must set the RSSL_RFMF_CLEAR_CACHE flag on the solicited RsslRefreshMsg. For multi-part refreshes, the
RSSL_RFMF_CLEAR_CACHE flag must be set on the first part.
COMPONENT

DESCRIPTION / VALUE

MsgClass

Required. RSSL_MC_REFRESH == 2

domainType

Required. RSSL_DMT_SYMBOL_LIST == 10

state

Required. Indicates the state of the stream and data.

partNum

Optional. Specifies the part number of a multi-part refresh.

qos

Not used. Optional. Specifies the quality of service at which the stream is provided.

seqNum

Optional. A user-specified, item-level sequence number which can be used by the application
for sequencing messages within this stream.

groupId

Required. Associates the item with an Item Group (refer to Section 4.3.1.3).

permData

Optional. Specifies the permission information associated with content on this stream.

extendedHeader

Not used.

msgKey.serviceId

Required. Specifies the ID or name (e.g., “ELEKTRON_DD”) of the service that provides the
item. msgKey.serviceId can be left blank if the provider uses a default ID or name.

msgKey.nameType

Optional. nameType should match the nameType specified in the request. If absent, it is
assumed to be RDM_INSTRUMENT_NAME_TYPE_RIC.

msgKey.name

Optional. A msgKey.flags value of RSSL_MKF_HAS_NAME should be specified, which
should match the requested name.

msgKey.filter

Not used.

msgKey.identifier

Not used.

msgKey.attrib

Not used.

Payload

Required. The payload contains an RsslMap where each entry represents an item in the list.
Each map entry contains an RsslFieldList or RsslElementList with additional info about
that item.

Table 75: Symbol List Refresh Message Member Use

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11.2.3

Symbol List Domain

Symbol List Update Message

A Symbol List Update Message is sent by OMM provider and OMM non-interactive provider applications. It adds or removes
items from the list.
COMPONENT

DESCRIPTION / VALUE

MsgClass

Required. RSSL_MC_UPDATE == 4

domainType

Required. RSSL_DMT_SYMBOL_LIST == 10

qos

Not used. Optional. Specifies the quality of service at which the stream is provided.

updateType

Not used.

seqNum

Optional. A user-specified, item-level sequence number which can be used by the application
for sequencing messages within this stream.

conflationCount

Not used. Optional. If a provider sends a conflated update, conflationCount specifies how
many updates are in the conflation.
The consumer indicates interest in this information by setting the
RSSL_RQMF_CONF_INFO_IN_UPDATES is set to true in the request.

conflationTime

Not used. Optional. If a provider sends a conflated update, conflationTime specifies the time
interval (in milliseconds) over which data is conflated.
The consumer indicates interest in this information by setting the
RSSL_RQMF_CONF_INFO_IN_UPDATES is set to true in the request.

permData

Optional. Specifies the permission information associated with only the contents of this update.

extendedHeader

Not used.

msgKey.serviceId

msgKey.nameType

Conditional. msgKey.nameType is required if RSSL_RQMF_MSG_KEY_IN_UPDATES was
set on the request. Set this to match the msgKey.nameType in the item’s request message
(typically RDM_INSTRUMENT_NAME_TYPE_RIC). If absent, it is assumed to be
RDM_INSTRUMENT_NAME_TYPE_RIC.

msgKey.name

Conditional. msgKey.name is required if RSSL_RQMF_MSG_KEY_IN_UPDATES was set on
the request. Specifies the name of the item being provided.

msgKey.filter

Not used.

msgKey.identifier

Not used.

msgKey.attrib

Not used.

Payload

Required. The payload contains an RsslMap, where each entry represents an item in the list.
Each map entry contains an RsslFieldList or RsslElementList with additional information
about that item.

Table 76: Symbol List Update Message Member Use

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11.2.4

Symbol List Domain

Symbol List Status Message

A Symbol List status message is encoded and sent by OMM interactive provider and non-interactive provider applications.
This message conveys state change information associated with an item stream.
COMPONENT

DESCRIPTION / VALUE

MsgClass

Required. RSSL_MC_STATUS == 3

domainType

Required. RSSL_DMT_SYMBOL_LIST == 10

state

Optional. Current state information associated with the data and stream.

qos

Not used. Optional. Specifies the quality of service at which the stream is provided.

groupId

Optional. The provider can use this to change the item’s groupId.

permData

Optional. Specifies new permissioning information associated with the stream’s contents.

extendedHeader

Not used.

msgKey.serviceId

Optional. Specifies the ID or name (e.g., “ELEKTRON_DD”) of the service that provides the
item. msgKey.serviceId can be left blank if the provider uses a default ID or name.

msgKey.nameType

Optional. msgKey.nameType should match the name type specified on the request. If it is not
specified, msgKey.nameType defaults to RDM_INSTRUMENT_NAME_TYPE_RIC.

msgKey.name

Optional. Specifies the name of the item being provided.

msgKey.filter

Not used.

msgKey.identifier

Not used.

msgKey.attrib

Not used.

Payload

Not used.

Table 77: Symbol List Status Message Member Use

11.3

Data

11.3.1

Symbol List Request Payload

A consumer requesting a Symbol List stream may also request additional behaviors from a supporting provider. To do so, the
payload of its RsslRequestMsg must contain an RsslElementList list that includes an RsslElementEntry.
The entry contains an RsslElementList, in which the consumer encodes entries to request the desired behaviors. The
consumer should ensure that the provider supports the requested behavior by checking the Login Refresh sent by the
provider. For more information, refer to Section 3.2.4.
ELEMENT NAME

:SymbolListBehaviors

TYPE

RsslElementList

REQUIRED

DESCRIPTION

Describes the enhanced symbol list behaviors the
consumer requests.

Table 78: Symbol List Behaviors Element

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11.3.2

Symbol List Domain

Symbol List Data Streams

A Consumer can request that a provider open data streams for the items included in a Symbol List Refresh or Update.
Because data streams are opened by the Provider, the Consumer should expect the Provider to use negative streamId
values. To request data streams in this manner, include the following entry in the RsslElementList of the
:SymbolListBehaviors entry:
ELEMENT
NAME

:DataStreams

TYPE

RSSL_DT_UINT

REQUIRED DEFAULT

0x0

RANGE /
EXAMPLE

0x1

DESCRIPTION

Indicates whether the consumer application is
requesting that the provider open data streams
for items present in the Symbol List.
The following flags are defined:
•
•
•

0x0: The provider should not open any data
streams.
0x1: The provider should open streams for items
as they are added to the symbol list.
0x2: The provider should send non-streaming
responses as items are added or updated in the
symbol list.

Table 79: Symbol List Behaviors Element

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11.3.3

Symbol List Domain

Symbol List Refresh/Update Payload

The Symbol List payload is an RsslMap. The provider may include summaryData that includes the domainType and nameType
associated with each entry.
Each RsslMapEntry key is the item’s name. The entry’s payload can be empty, contain an RsslFieldList, or contain an
RsslElementList, either of which can contain additional information (i.e., permission data and cross-reference information).
This information should not update frequently.
An RsslFieldList typically includes the fields:
•

PROV_SYMB (3422): Contains the original symbol as provided by the exchange

•

PROD_PERM (1): Stores permission information

KEY TYPE

CONTAINER TYPE

RSSL_DT_BUFFER

RSSL_DT_NO_DATA

RSSL_DT_ASCII_STRING

RSSL_DT_FIELD_LIST

PERMISSION
REQUIRED
DATA

Optional

Yes

DESCRIPTION

Contains specific information
about an item contained in the list.

RSSL_DT_RMTES_STRING RSSL_DT_ELEMENT_LIST
Table 80: Symbol List Refresh/Update Map

11.4

Symbol List Sample XML

11.4.1

Symbol List Request Message Sample XML

Figure 28. Symbol List Request Message Sample XML Message Layout

11.4.2

Symbol List Refresh Message Sample XML

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Symbol List Domain

Figure 29. Symbol List Refresh Message Sample XML Message Layout

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Appendix A RDMUpdateEventTypes
UPDATE EVENT TYPE

VALUE

DESCRIPTION

RDM_UPD_EVENT_TYPE_UNSPECIFIED

Event type of this update is not specified.

RDM_UPD_EVENT_TYPE_QUOTE

The update message contains quote information.

RDM_UPD_EVENT_TYPE_TRADE

The update message contains trade information.

RDM_UPD_EVENT_TYPE_NEWS_ALERT

The update message contains an alert for news
information.

RDM_UPD_EVENT_TYPE_VOLUME_ALERT

The update message contains an alert for volume
information.

RDM_UPD_EVENT_TYPE_ORDER_INDICATION

The update message contains an order indication.

RDM_UPD_EVENT_TYPE_CLOSING_RUN

The update message is a closing run, intended to
reinitialize content between trading days or sessions.

RDM_UPD_EVENT_TYPE_CORRECTION

The update message contains a correction to previously
delivered data.

RDM_UPD_EVENT_TYPE_MARKET_DIGEST

The update message is a market digest.

RDM_UPD_EVENT_TYPE_QUOTES_TRADE

The update message contains both trade and quote
information.

RDM_UPD_EVENT_TYPE_MULTIPLE

The update message has multiple update types
contained in this event.

RDM_UPD_EVENT_TYPE_VERIFY

The update message is provided for applications to
verify content with the system.

Table 1: RDMUpdateEventTypes

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Appendix B Revision History
For a list of changes in the Transport API / UPA 7.X documentation, refer to the 7.4 UPA Java Edition and 7.6.1 UPA C++
Edition RDM Usage Guides.
RELEASE

REVISIONS

3.0.2

•

Added update event type values and their descriptions as an Appendix.

•

General grammar / typo fixes.

•

Changed the range for the SupportOptimizedPauseResume element.

•

Corrected some information in Section 4.3.1.

3.0

•

Correct cross references referring to ‘Section 0’’

•

Add content for Yield Curve domain representation

•

Indicate that msgKey.name is optional on requests (though required on initial request) and
refresh messages.

Table 2: Document Revision History

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Republication or redistribution of Thomson Reuters content, including by framing or
similar means, is prohibited without the prior written consent of Thomson Reuters.
'Thomson Reuters' and the Thomson Reuters logo are registered trademarks and
trademarks of Thomson Reuters and its affiliated companies.
Any third party names or marks are the trademarks or registered trademarks of the
relevant third party.

Document ID: ETAC320UMRDM.180
Date of issue: 27 April 2018

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