Sample Code and Applications

About IDN Chain

Rich Tella of Reuters has submitted this StreamBase application that provides a starting point for working with IDN chains. These chains, which have an individual RIC associated with them, are actually made up of an arbitrary number of underlying securities. This sample application automatically obtains the list of RICs that make up the specified Chain, and subscribes to each of the underlying entities.

The Problem

RMDS supports a compound structure known as an IDN Chain, in which a single RIC (such as “0#.DJI”) is used to represent multiple underlying elements. Commonly used IDN Chains include

• 0#.DJI - Components of the Dow Jones Industrial Average
• .AV.O – 20 most active stocks on NASDAQ
• 0#MSFT.O – Best BID/ASK by each Market Maker for Microsoft

Many RMDS applications wish to use these pre-built compound RICs as a convenient way to subscribe to their underlying elements. By doing so, developers are spared the complexity of having to manually track and manage the individual elements. This is especially important for Chains that change frequently, such as .AV.O.

The Solution

Using StreamBase Reuters Edition, we have created a reusable application module that solves this problem for you. With this module, you can easily incorporate IDN Chain RICs into your application, and have them automatically decomposed into subscriptions for each of the underlying RICs.

Implementation Notes

Configuration

After downloading and importing the files into a StreamBase Application, use the "RFA/Java Configuration file" wizard to set up information for connecting with your Reuters IDN server. The application assumes that the configuration file will be named "rfa-config.xml". Either name your file "rfa-config.xml", or edit the "reuters-sub.sbconf" file and change the name of the config file.

Input

After you start the application, you need to enter the name of a chain RIC code and service and subscription information in the input stream "DynamicSubscribe":

• SubjectAddressingMode : false
• Subject : null
• Service : (name of your service)
• Item : a chain RIC code like: 0#.DJI
• Subscribe : true

Installing, and Running IDN Chain

To use IDN Chain, you must have StreamBase 5.0 Reuters Edition installed. 

1. Download the compressed project. Download IDN Chain.
2. Open StreamBase Reuters Edition.
3. Choose File > New > StreamBase Project
4. Name the project, unselect creation of empty Eventflow and SQL files, and click finish.
5. Select the project in project list, choose File > Import, General > Archive File, find the saved download.
6. Select the reuters-idnchain.zip file and import all files.
7. Once the project is loaded, open “IDN Chain v2.sbapp” in the Application Diagrams folder.
8. Run the Reuters server configuration wizard: File > New > Other > StreamBase Studio Reuters Edition > RFA/Java Configuration File Wizard
9. Choose your connection type, Server Name and port, specify dictionary files, and click FINISH, select your application, specify the file name “rfa-config.xml” and click OK.
10. Click the Run or Debug button to start the application.
11. The Debug/Run view appears. You’ll see connection messages in the Console window. See the Implementation Notes on Input to specify in the Manual Input window.

After a few seconds, data will start flowing into the application. This is reflected output panel’s “DataOutput” stream.

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