Refinitiv Data Library for TypeScript

Pricing.Stream

Summary

Pricing.Stream objects are used for requesting, processing and managing a set of streaming level 1 (MarketPrice domain) quotes and trades.

The object automatically manages a set of streaming caches available for access at any time. Your application can then reach into this cache and pull out real-time fields by just calling a simple access method.

The object also emits a number of different events your application can listen to in order to be notified of the latest fields values in real-times.

Extends EventEmitter.

Properties

definition: Pricing.Params

Actual params passed to Pricing.Definition method.

Value: Prising.Param

session: Session

Returned value: actual session passed to getStream() method.

state: State

Current state of the Pricing.Stream:

  • State.Opened
  • State.Pending
  • State.Closed

Methods

open(params: Pricing.OpenStreamParams)

Allows you to open the Pricing connection by sending corresponding requests for all requested instruments.
It will be opened once all the requested instruments are received either a Refresh or a Status event.
Then the Pricing.Stream can be used in order to retrieve data.

Pricing.OpenStreamParams property:

Property Is Optional Default Value Type Description
withUpdates Yes true boolean If true - the streaming will work as usual and the data will be received continuously. If false only one data snapshot will be received (single Refresh - 'NonStreaming') and stream will be closed automatically

Returned value: a Promise with the current pricing stream instance (this) Promise<Pricing.Stream>.

close()

Allows you to closes the Pricing connection, releases resources.

Returned value: Promise<void>.

getUniverse(): string[]

Allows you to get a list of the requested instrument names

Returned value: a list of the requested instrument names.

getFields(instrument: string, fields?: string[])

Allows you to get a list of the fields for a requested instrument

Parameters:

Name Is Optional Default Value Type Description
instrument No - string Name of the instrument (e.g. 'EUR=' ...)
fields Yes - string[] Specifies the specific fields to be returned for the instrument. If it's not passed - all the fields for this instrument will be returned.

Returned value:s a list of the requested fields for the instrument (OMMFields / undefined).

OMMFields description: Map contains any field name.
OMMFieldValue = type alias for the type string | number | null | boolean

  • {[field: string]: OMMFieldValue}

getFieldValue(instrument: string, field: string)

Allows you to get a list of the fields values for a requested instrument

Parameters:

Name Is Optional Default Value Type Description
instrument No - string Name of the instrument
field No - string Name of the field you are interested in

Returned value: a requested field value for the instrument (OMMFieldValue / undefined).

getItemStatus(instrument: string)

Parameters:

Name Is Optional Default Value Type Description
instrument No - string Name of the instrument

Returned value: a state of the latest response for the instrument (OMMResponseState / undefined).

OMMResponseState interface description

Property Is Optional Default Value Type Description
Data No - number/string The data associated with the current stream state
Stream No - enum Actual state of the stream. See OMMResponseStateType
Code Yes - number/string Code of the stream status
Text Yes - string Description of the stream state

There are several additional methods to subscribe to Pricing.StreamEvent
They all are aliases for the .on() method of the EventEmitter interfaces.
See available events for the Pricing.Stream here.

  • onRefresh(cb: StreamRefreshCallback): Pricing.Stream

  • onUpdate(cb: StreamUpdateCallback): Pricing.Stream

  • onStatus(cb: StreamStatusCallback): Pricing.Stream

  • onComplete(cb: StreamCompleteCallback): Pricing.Stream

  • onError(cb: StreamErrorCallback): Pricing.Stream

Returned value: All of them return current instance of the Pricing.Stream, so you can chain them.

Examples of usage

close() example

pricingStream.close()

getUniverse() example


pricingStream.getUniverse();

getFields() example


const allEURFields = pricingStream.getFields('EUR=');
const subsetOfEURFields = pricingStream.getFields('EUR=', ['DSPLY_NAME', 'BID_NET_CH']);

getFieldValue() example


const fieldValue = pricingStream.getFieldValue('EUR=', 'DSPLY_NAME');

getItemStatus() example


const fieldValue = pricingStream.getItemStatus('EUR=');

methods of Pricing.StreamEvents

const stream = await pricingDefinition
  .getStream(session)
    .onRefresh(refreshCallback)
    .onUpdate(refreshCallback)
    .onStatus(statusCallback)
    .onComplete(completeCallback)
    .onError(errorCallback)
  .open();