Decide how the incoming Reuters data fits into the project.
Also decide whether you require Level 1 or Level 2 data. For Level 2 data, use the OMM Adapter, and for Level 1 data, you can use either OMM MarketPrice messages or the Reuters Marketfeed adapter.
Decision | Description |
---|---|
Venues | Decide which venues are of interest (for example, NYSE, NASDAQ, Toronto, and so on). |
RICs and FIDs | Determine what market data you need. Specifically, which Reuters Instrument Codes (RICs) you want the adapter to provide to Event Stream Processor, and which Reuters Field IDs (FIDs) for these instruments you want to use. |
Streams | The Reuters adapter can furnish data to one or more streams on Event Stream Processor. To use the Reuters Market Data provided by the adapter, decide which existing data streams to map to the adapter's data feed or define one or more new streams. |