New version of Market Data Interface of TREP RT system (Thomson Reuters) — 4.5.0

31 march 2017

The new version of the Interface may now transmit ICE (Intercontinental Exchange) options.

Once the Interface starts it is possible to upload to the QUIK server only the data on most frequently used (favorite) instruments. The data on other instruments may be requested any time after a trading session started. It reduces the load on the server infrastructure.

The Interface acquired a new functionality to work with a full directory of Thomson Reuters stocks and bonds received via the Symbology

Concordance (SymCo) service. The functionality will make it possible:

  • to account automatically changes of instrument static parameters (ISIN, Ticker, RIC, etc.) from the Thomson Reuters side;
  • to order available instruments without setting RIC-codes explicitly;
  • to work with instruments which appeared after the Interface’s start.

ISIN-codes may be set by class or instrument which allows working with instruments of the same security codes but different ISIN-codes.

The instrument parameter ‘Price step’ may now be chosen as a minimum value between the price step specified in the TickSize setting and the price step transmitted by Thomson Reuters. This always allows transmitting price step value correctly.

To top