create_OMM_Stream: Create an OMM stream when an Eikon terminal is running

In GreenGrassBlueOcean/RefinitivR: Connect to Datastream and python Eikon api in r

Create an OMM stream when an Eikon terminal is running

Description

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

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)

Value

OMM stream object

Examples

 ## Not run: 
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()

## End(Not run)

GreenGrassBlueOcean/RefinitivR documentation built on Feb. 1, 2024, 1:37 a.m.