This project is one of the many learning materials published by Refinitiv to help developers learning Refintiv APIs. It contains two Java example applications and the ValueAddObjectsForEMA example library that demonstrate the different concepts explained in the A simple MarketPrice object for EMA article published on the Refinitiv Developer Community portal. These applications are based on the Java edition of the Enterprise Message API that is one of the APIs of the Refinitiv Real-Time SDK. Please consult this Refinitiv Real-Time Java SDK page for learning materials and documentation about this API.
For any question or comment related to this article please use the ADD YOUR COMMENT section at the bottom of this page or post a question on the EMA Q&A Forum of the Developer Community.
Note: To be able to ask questions and to benefit from the full content available on the Refinitiv Developer Community portal we recommend you to register here or login here.
The example applications presented here and the ValueAddObjectsForEMA example library have been written by Refinitiv for the only purpose of illustrating articles published on the Refinitiv Developer Community. These example applications and the ValueAddObjectsForEMA example library have not been tested for a usage in production environments. Refinitiv cannot be held responsible for any issues that may happen if these example applications, the ValueAddObjectsForEMA library or the related source code is used in production or any other client environment.
Required software components:
- Refinitiv Real-Time SDK (2.0.2 or greater) - Refinitiv interface to the Real-Time Market Data environment
- JDK 8 - Java Development Kit - version 8
The source code of these example applications has been designed for easy reuse in other example applications. It is made of three distinct parts:
This module implements the complete logic and algorithms explained in the A simple MarketPrice object for EMA - Part1 article. These features are implemented by the MarketPrice objects defined by the com.refinitiv.platformservices.rt.objects.marketprice package. The source code of this package is reused by other Refinitiv example applications. The ValueAddObjectsForEMA example library provides other reusable objects presented by other articles published on the Refinitiv Developer Community.
For more details about the MarketPrice objects usage, please refer to the A simple MarketPrice object for EMA - Part2 article and the ValueAddObjectsForEMA javadoc.
This example application that is part of the ValueAddObjectsForEMA library demonstrates the MarketPrice objects capabilities and how to use them. The application starts by creating an EMA OmmConsumer and uses it in with MarketPrice objects in several individual steps that demonstrate the implemented features. Before each step, explanatory text is displayed and you are prompted to press to start the step.
The MarketPriceSubscriber is a command line tool you can use to retrieve market prices in text or JSON format. The application accepts options and arguments that allow you to set the instrument name, the service name and the DACS user name. You can switch the application to a non verbose mode and redirect the output (fields and values) to a file so that it can be processed by another application or script. This is a good example of a simple but real application that relies on the ValueAddObjectsForEMA library and the MarketPrice class.
Before you start building the project make sure the ValueAddObjectsForEMA submodule is properly downloaded. To this aim list the files of the ./ValueAddObjectsForEMA directory. This directory should contain several script and source files. If it's empty, please run the following Git commands in the root directory of your MarkePriceSubscriber project:
git submodule init
git submodule update
The MarketPriceStepByStepExample.java file of the ValueAddObjectsForEMA contains two hardcoded values that you may want to change depending on your the RTDS or Real-Time platform you use. These values indicate:
- The service name used to subscribe to chains records: The hardcoded value is "ELEKTRON_DD". This value can be changed thanks to the MarketPriceStepByStepExample.serviceName class member in the MarketPriceStepByStepExample.java file.
- The DACS user name used to connect the application to the infrastructure. If the Data Access Control System (DACS) is activated on your RTDS and if your DACS username is different than your operating system user name, you will need to set it thanks to the MarketPriceStepByStepExample.dacsUserName class member of the MarketPriceStepByStepExample.java file.
The MarketPriceSubscriber application doesn't need these changes as the service name and the DACS user name can be passed as command line arguments of the application.
You can use the NetBeans IDE to build the applications. NetBeans 8.2 project files are provided with the applications source code.
Before you start the application you must configure the EmaConfig.xml file to specify the host name of the server (the RTDS or Real-Time platform) to which the EMA connects. This is set thanks to the value of the <ChannelGroup><ChannelList><Channel><Host> node. This value can be a remote host name or IP address.
To run the MarketPriceSubscriber you will need to provide the following command line parameters in your Netbeans environment (or if running via the console / script file)
usage: marketprice-subscriber [-nv] [-wu] [-s service-name] [-u user-name]
marketprice-name
options:
-j,--json-output-mode Outputs images (a.k.a. Refresh) and updates in
JSON format.
-nv,--non-verbose Enables the non verbose mode. Only images
(a.k.a. Refresh) and updates are displayed.
-s,--service-name <arg> Real-Time or RTDS service name
Default value: ELEKTRON_DD
-u,--user-name <arg> DACS user name
Default value: System user name
-wu,--with-updates Enables updates. When this option activated,
the market price is opened in streaming mode.
The applications displays received images and
updates until it's terminated.
> marketprice-subscriber -s ELEKTRON_DD IBM.N
> marketprice-subscriber -nv -s ELEKTRON_DD EUR=
> marketprice-subscriber -nv -j -s ELEKTRON_DD JPY=
This is an example of the MarketPriceSubscriber output with non-verbose and text modes activated:
> marketprice-subscriber -nv -s ELEKTRON_DD EUR=
Name : JPY=
Service : ELEKTRON_DD
Type : Refresh
Id : 5
Fields :
PROD_PERM (1) = 213
RDNDISPLAY (2) = 153
DSPLY_NAME (3) = MDM BANK MOW
TIMACT (5) = 08:44:00:000:000:000
NETCHNG_1 (11) = 0.29
HIGH_1 (12) = 113.19
LOW_1 (13) = 112.67
CURRENCY (15) = JPY
ACTIV_DATE (17) = 3 OCT 2017
OPEN_PRC (19) = 112.73
HST_CLOSE (21) = 112.75
BID (22) = 113.04
BID_1 (23) = 113.05
BID_2 (24) = 113.05
ASK (25) = 113.06
ASK_1 (26) = 113.06
ASK_2 (27) = 113.06
ACVOL_1 (32) = 50777.0
TRD_UNITS (53) = 2DP
PCTCHNG (56) = 0.26
OPEN_BID (57) = 112.73
OPEN_ASK (59) = 112.76
CLOSE_BID (60) = 112.75
CLOSE_ASK (61) = 112.78
NUM_MOVES (77) = 88534.0
OFFCL_CODE (78) = MDMB
HSTCLSDATE (79) = 2 OCT 2017
.
.
.
MIDLO1_MS (14202) = 22:58:41:068:000:000
BID_HR_MS (14208) = 08:00:00:948:000:000
This is the same example with the json mode activated:
> marketprice-subscriber -nv -j -s ELEKTRON_DD EUR=
[{"Type":"Refresh","Fields":{"GV1_TIME":"08:00:00:000:000:000","ASIA_CL_DT":" 3 OCT 2017 ","AMERHI_BID":112.88,"HST_OPNBID":112.54,"MTH_BHI_DT":" 3 OCT 2017 ","EURO_AO_MS":"05:00:01:354:000:000","RDNDISPLAY":153,"YRASKHIGH":118.64,"OPEN_TYPE":"B ","SPS_SP_RIC":".[SPSEVAI-VAH10-P4","HSTCLBDDAT":" 2 OCT 2017 ","US_LW_TM":"13:38:00:000:000:000","PCTCHG_3M":-0.3,"PCTCHNG":0.25,"AMEROP_ASK":112.79,"CLOSE_ASK":112.78,"YRHIGHDAT":" 3 JAN 2017 ","HST_NUMBID":88534,"WK_ALO_DT":" 1 OCT 2017 ","QUOTIM_3":"08:43:11:000:000:000","QUOTIM_2":"08:43:11:000:000:000","GEN_TEXT16":"<JPY/BKGDINFO>","BIDHI3_MS":"03:49:18:031:000:000","YRASKLOW":107.33,"MTH_BID_HI":113.19,"GV5_TEXT":"OP_BID","US_OPEN":112.76,"ASKLO3_MS":"22:29:38:157:000:000","OPEN_ASK":112.76,"US_AO_MS":"11:00:01:854:000:000","EUROP_ASK":113.16,"NETCHNG_1":0.28,"ASIALO_ASK":112.67,"GV9_TEXT":"ASK_LO","ASIA_CLOSE":113.08,"USBAC_DT":" 2 OCT 2017 ","AMERLO_ASK":112.54,"ASK":113.05,"GN_TXT24_1":"<0#JPYF=>","YRBIDLOW":107.31,"MID_SPREAD":112.5,"PREF_DISP":6205,"ASIACL_BID":113.08,"ASIA_BL_MS":"22:58:41:068:000:000","ASKHI4_MS":"01:57:57:761:000:000","SEC_LOW":112.67,"MONTH_LOW":112.48,"ASIAHI_BID":113.19,"WKHI_DT":" 3 OCT 2017 ","EURLO_BID":112.9,"ASK_1":113.06,"ASIA_HI_TM":"05:19:00:000:000:000","BID_LOW_3":112.66,"BID_LOW_4":112.67,"ASK_2":113.06,"BID_LOW_1":112.63,"BIDLO3_MS":"22:46:29:135:000:000","YRLOW":107.33,"EURO_LOW":112.93,"BID_LOW_2":112.65,"BID_LOW_5":112.68,"EURO_BL_MS":"06:31:24:212:000:000","LOWTP_1":"A","AMERCL_BID":112.75,"CTB_PAGE2":"RBSL","RDN_EXCHD2":"NY$","CTB_PAGE1":"ASAN","HST_CLOSE":112.75,"CTB_PAGE3":"BCFX","EURO_OPEN":113.13,"PRIMACT_3":113.03,"ASKHI3_MS":"05:09:51:441:000:000","GV10_TEXT":"OP_ASK","QUOTE_DT3":" 3 OCT 2017 ","HST_OPNASK":112.57,"BID_ASK_DT":" 2 OCT 2017 ","BIDHI2_MS":"05:10:18:927:000:000","BID_1":113.03,"AMERHI_ASK":112.92,"CLOSE_TYPE":"B ","EURCL_BID":112.6,"START_DT":" 5 OCT 2017 ","BIDYRLODAT":" 8 SEP 2017 ","TIMCOR":"22:58:41:000:000:000","MTHHI_DT":" 3 OCT 2017 ","US_BL_MS":"14:33:43:051:000:000","EURO_BO_MS":"05:00:01:354:000:000","DSPLY_NAME":"ASANPACIFIBK MOW","BID_2":113.03,"AMEROP_BID":112.76,"BIDLO4_MS":"21:06:26:490:000:000","PCTCHG_YTD":-3.29,"ASKLO2_MS":"22:57:31:232:000:000","MTHLO_DT":" 1 OCT 2017 ","MID_HIGH":113.21,"CLOSE_BID":112.75,"BID_TICK_1":"�","ASIA_HIGH":113.19,"QUOTE_DATE":" 3 OCT 2017 ","US_CLOSE":112.75,"DLG_CODE3":" ","SEC_HI_TP":"A","IRGPRC":0.25,"DLG_CODE1":"ASAN ","DLG_CODE2":"RBSL ","YRHIGH":118.6,"ASIABAC_DT":" 3 OCT 2017 ","BID_HIGH_2":113.18,"BID_HIGH_1":113.19,"PRV_ASK_H":113.08,"BID_NET_CH":0.28,"PRV_ASK_L":112.48,"BID_HIGH_4":113.16,"BID_HIGH_3":113.17,"QUOTIM_MS":31392522,"BID_HIGH_5":113.15,"ASIA_AL_MS":"22:58:13:879:000:000","NUM_MOVES":88534,"GEN_VAL10":112.57,"DSO_ID":16416,"BID":113.03,"CURRENCY":"JPY","QUOTIM":"08:43:12:000:000:000","ASKLO1_MS":"22:58:13:879:000:000","OPN_BID_MS":"21:00:01:668:000:000","EURO_NETCH":0.43,"BIDHI1_MS":"05:19:30:895:000:000","ASIAHI_ASK":113.22,"BIDPCTCHNG":0.25,"ASIA_BH_MS":"05:19:30:895:000:000","GV4_TEXT":"SPOT","BR_LINK3":"","MIDHI1_MS":"05:20:11:050:000:000","BR_LINK1":"","BR_LINK2":"","WKLO_DT":" 1 OCT 2017 ","BID_FWDOR":0,"EUROP_BID":113.13,"BID_SPREAD":112.9,"CONTEXT_ID":3312,"GEN_VAL8":113.08,"GEN_VAL9":112.48,"ASIA_OP_TM":"21:00:00:000:000:000","QUOTE_DT2":" 3 OCT 2017 ","GEN_VAL6":113.05,"GEN_VAL7":112.43,"PRIMACT_1":113.03,"GEN_VAL4":113.08,"PCTCHG_6M":1.95,"ACTIV_DATE":" 3 OCT 2017 ","PRIMACT_2":113.03,"GEN_VAL5":112.54,"GEN_VAL3":112.76,"WK_BID_HI":113.19,"EURCL_ASK":112.63,"BID_HOURLY":113.08,"US_HI_TM":"11:48:00:000:000:000","BKGD_REF":"Japanese Yen","ASIA_LW_TM":"22:58:00:000:000:000","EUBAC_DT":" 2 OCT 2017 ","HIGH_TIME4":"01:57:00:000:000:000","HIGH_TIME5":"01:57:00:000:000:000","GV6_TEXT":"BID_HI","HIGH_TIME2":"05:10:00:000:000:000","HIGH_TIME3":"03:49:00:000:000:000","US_BH_MS":"11:48:39:170:000:000","ASIA_LOW":112.67,"US_CL_DT":" 2 OCT 2017 ","ASK_HI_TME":"05:11:00:000:000:000","MID_HTIM":"05:20:11:000:000:000","PROD_PERM":213,"VALUE_TS3":"08:43:11:000:000:000","MID_LOW":112.66,"VALUE_TS2":"08:43:11:000:000:000","BID_HR_MS":"08:00:00:948:000:000","VALUE_TS1":"08:43:12:000:000:000","ASKHI2_MS":"05:10:01:450:000:000","SC_ACT_TP2":" A","SC_ACT_TP3":" A","YRLOWDAT":" 8 SEP 2017 ","MTH_ALO_DT":" 1 OCT 2017 ","SC_ACT_TP1":" A","ASIAOP_BID":112.73,"SEC_HIGH":113.22,"US_NETCH":0.28,"VALUE_DT3":" 3 OCT 2017 ","VALUE_DT2":" 3 OCT 2017 ","VALUE_DT1":" 3 OCT 2017 ","WK_BHI_DT":" 3 OCT 2017 ","BIDLO5_MS":"21:06:04:665:000:000","ASK_HIGH_1":113.22,"ASKYRHIDAT":" 3 JAN 2017 ","ASK_HIGH_2":113.21,"ASKYRLODAT":" 8 SEP 2017 ","ASK_HIGH_3":113.2,"HST_CLSBID":112.75,"ASK_HIGH_4":113.19,"ASK_HIGH_5":113.18,"GV8_TEXT":"ASK_HI","EURHI_ASK":113.22,"CTBTR_2":"RBS ","PRV_BID_H":113.05,"ASKHI1_MS":"05:11:01:464:000:000","CTBTR_3":"BARCLAYS ","FXMM_TYPE":" ","CTBTR_1":"ASANPACIFIBK","EURO_HI_TM":"05:19:00:000:000:000","PRV_BID_L":112.43,"LOW_TIME":"22:58:00:000:000:000","ASIA_BO_MS":"21:00:01:668:000:000","WEEK_HIGH":113.19,"MTH_ASK_LO":112.48,"ASIA_AH_MS":"05:11:01:463:000:000","US_AL_MS":"13:38:11:825:000:000","ACVOL_1":50660,"EURO_AH_MS":"05:11:01:463:000:000","HST_HIMID":113.06,"RCS_AS_CL2":" ","BIDHI5_MS":"01:57:31:760:000:000","ASK_SPREAD":112.63,"ASKLO5_MS":"21:06:04:665:000:000","YRBIDHIGH":118.6,"PREV_DISP":60,"NUM_BIDS":50660,"TIMACT":"08:43:00:000:000:000","BCKGRNDPAG":"ASAN","EURO_OP_TM":"05:00:00:000:000:000","MIDLO1_MS":"22:58:41:068:000:000","HIGHTP_1":"B","HST_LOMID":112.46,"EURO_HIGH":113.19,"EURLO_ASK":112.93,"BASE_CCY":"USD","US_BNC":0.28,"ASIA_BNC":0.11,"OPEN_TIME":"21:00:00:000:000:000","GN_TXT16_2":"<JPYVOL>","ASK_FWDOR":0,"ASK_LO_TME":"22:58:00:000:000:000","EURO_CLOSE":112.6,"ASIAOP_ASK":112.76,"OPEN_PRC":112.73,"MID_LTIM":"22:58:41:000:000:000","PCTCHG_MTD":0.5,"EURO_BNC":0.43,"LOW_1":112.67,"HSTCLSDATE":" 2 OCT 2017 ","US_OP_TM":"11:00:00:000:000:000","LOW_2":112.68,"BIDYRHIDAT":" 3 JAN 2017 ","MONTH_HIGH":113.19,"MID_NET_CH":0.27,"GV2_TEXT":"USDJPY","BIDLO1_MS":"22:58:41:068:000:000","SEC_LO_TP":"B","US_BO_MS":"11:00:01:854:000:000","LOW_3":112.69,"LOW_4":112.7,"LOW_5":112.71,"WK_ASK_LO":112.48,"ASK_LOW_5":112.71,"BCAST_REF":"JP-(FX|1)","EURHI_BID":113.19,"HIGH_TIME":"05:19:00:000:000:000","ASK_LOW_2":112.68,"ASK_LOW_1":112.67,"ASK_LOW_4":112.7,"ASK_LOW_3":112.69,"AMERCL_ASK":112.78,"MID_OPEN":112.75,"ASIA_OPEN":112.73,"OPEN_BID":112.73,"RECORDTYPE":209,"MID_PRICE":113.04,"LOW_TIME2":"22:57:00:000:000:000","BIDLO2_MS":"22:51:54:324:000:000","LOW_TIME3":"22:29:00:000:000:000","US_HIGH":112.88,"BIDHI4_MS":"01:57:55:266:000:000","HIGH_4":113.16,"HIGH_3":113.17,"HIGH_2":113.18,"LOW_TIME4":"21:06:00:000:000:000","SCALING":"1","HIGH_1":113.19,"LOW_TIME5":"21:06:00:000:000:000","CTB_LOC2":"LON","CTB_LOC3":"LON","US_LOW":112.54,"AMERLO_BID":112.5,"ASKHI5_MS":"01:57:33:952:000:000","ASKLO4_MS":"21:06:26:490:000:000","HIGH_5":113.15,"ASIALO_BID":112.63,"GV1_TEXT":"SPOT ","MID_CLOSE":112.77,"GV7_TEXT":"BID_LO","SEC_ACT_1":113.05,"SEC_ACT_2":113.06,"ASIA_NETCH":0.11,"US_AH_MS":"14:05:04:564:000:000","CTB_LOC1":"MOW","DDS_DSO_ID":12348,"OFFCL_CODE":"ASAN ","SEC_ACT_3":113.06,"EURO_AL_MS":"06:31:25:859:000:000","ASIA_AO_MS":"21:00:03:420:000:000","EURO_CL_DT":" 2 OCT 2017 ","WEEK_LOW":112.48,"ACT_TP_3":"B�","CROSS_SC":"1E+00","ACT_TP_2":"B�","ACT_TP_1":"B�","EURO_BH_MS":"05:19:30:895:000:000","TRD_UNITS":"2DP ","ASIACL_ASK":113.11,"EURO_LW_TM":"06:31:00:000:000:000"},"Service":"ELEKTRON_DD","Id":5,"Name":"JPY="}
]
Please refer to the related README file of the ValueAddObjectsForEMA.
Q: When I build the application, I get a "ValueAddObjectsForEMA submodule is missing or incomplete" error
A: The ValueAddObjectsForEMA submodule that is required by the Article.EMA.Java.MarketPriceSubscriber project is not downloaded or is incomplete. To download the ValueAddObjectsForEMA submodule, exetute the following Git command from the directory where you cloned the Article.EMA.Java.MarketPriceSubscriber repository. Like this:
git submodule init
git submodule update
Q: The application is stuck after the ">>> Connecting to the infrastructure..." message is displayed.
After a while the application displays an error like:
ERROR - Can't create the OmmConsumer because of the following error: login failed (timed out after waiting 45000 milliseconds) for 10.2.43.49:14002)
A: Verify that you properly set the parameter in the EmaConfig.xml file (see Running the MarketPriceSubscriber for more). Ultimately, ask your RTDS administrator to help you to investigate with RTDS monitoring tools like adsmon.
The MarketPriceSubscriber and the ValueAddObjectsForEMA have been developed using the Real-Time SDK Java API that is available for download here.
- Refinitiv RT-SDK Java
- JDK 8
- NetBeans - IDE for Java development
Please read CONTRIBUTING.md for details on our code of conduct, and the process for submitting pull requests to us.
- Olivier Davant - Release 1.0. Initial version
This project is licensed under the MIT License - see the LICENSE.md file for details