Create an OMM stream when an Eikon terminal is running — create_OMM_Stream • Refinitiv

Create an OMM stream when an Eikon terminal is running

Usage

create_OMM_Stream(
  name = "EUR=",
  domain = "MarketPrice",
  service = NULL,
  fields = c("BID", "ASK", "OPEN_PRC"),
  extended_params = NULL
)

Arguments

name: character RIC to retrieve item stream.
domain: character Specify item stream domain (MarketPrice, MarketByPrice, ...), defaults to MarketPrice
service: Specify the service to subscribe on. NULL
fields: character vector Specify the fields to retrieve.
extended_params: NULL Specify optional params

Value

OMM stream object

Details

Note that field names, depend on exchange and on order book label

(domain = MarketByPrice [level2] )(ORDER_PRC, ORDER_SIDE, ACC_SIZE)
(domain = MarketPrice)(BEST_BID1, BEST_BSIZ1, BEST_ASK1, BEST_ASIZ1)

Examples

 if (FALSE) { # \dontrun{
OMM_ws <- create_OMM_Stream()
EUR_stream <- OMM_ws$new(name = "EUR=", fields = c("BID","ASK","OPEN_PRC"))
# start stream
EUR_stream$connect()
# stop stream
EUR_stream$close()
} # }