LSEG Data Library for TypeScript

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Delivery.RDPStream.Definition object

Creates a definition that can be used to get RDPStream that can be used to subscribe to streaming items of any Domain Model of the Delivery Platform (formerly Refinitiv Data Platform).

Syntax

Delivery.RDPStream.Definition(params: Delivery.RDPStreamRequestParams)

Parameters

Value Description Data type Optional Default value
params An object literal of type Delivery.RDPStreamRequestParams. object No -

Delivery.RDPStreamRequestParams properties:

Value Description Data type Optional Default value
universe The universe (or the list of universes) of the streaming instrument. string or string[] No -
service Offers the ability to use a specific service to manage the real-time streaming data. string Yes -
context The context for the specific data of interest. string Yes 'MarketPrice'
fields The specific fields to be delivered when messages arrive. string[] Yes /all fields/
parameters Additional RDPStream parameters. object Yes -
api The data source. It can be updated/added using a config file. string Yes 'streaming/quantitative-analytics/financial-contracts'
extendedParams Additional parameters to apply to the request. object Yes -

Returned value

RDPStreamDefinition object.

Usage

The following example demonstrates how to create an RDP stream definition for the 'RBH0' universe:

import { Delivery } from '@lsegroup/data';

const definition = Delivery.RDPStream.Definition({
    universe: {
    instrumentType: IPA.FinancialContracts.Swaption.SWAPTION_INSTRUMENT_TYPE,
        instrumentDefinition: {
        tenor: "3Y",
            instrumentCode: 'EURAB6E3Y=',
    },
},
fields: [
    "InstrumentDescription",
    "ValuationDate",
    "StartDate",
    "FixedRate",
    "PV01AmountInDealCcy",
    "Duration",
    "ModifiedDuration",
    "TriggerInfoObject",
    "ErrorMessage"
],
    parameters: { universeType: 'Symbol' },
extendedParams: {
    QoS: {
        Rate: 'TimeConflated',
            RateInfo: 10000,
    },
},
})
`
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