TREP Adapter

The Caplin TREP Adapter enables Caplin Liberator, or any Caplin product connected to the DataSource API, to request data from the Reuters market data system.

Features

Record name mapping

The TREP Adapter can be configured to map record names passed into it into a different format. This can either be used to simply make it a valid RTTP record name, or to create a complex directory structure of records.

Also, the TREP Adapter provides a mechanism for mapping the '/' character. This character is used as a directory separator in RTTP but is a valid character for Reuters symbol names. For more information, see Map.

Requesting domains

A symbol may be requested under various domains. The currently supported domains are

  • Market Price (MP)

  • Market by Order/Order Book (MBO)

  • Market by Price/Market Depth (MBP)

To request a particular domain for a symbol the abbreviation must be prepended to the RIC with a colon ( : ) as shown below.

Market Price is the default domain so it’s not necessary to use "MP" when requesting for that domain.
Example (Vodafone)
Symbol Domain

/I/VOD.L

Market Price (MP)

/I/MP:VOD.L

/I/MBO:VOD.L

Market by Order (MBO)

/I/MBP:VOD.L

Market by Price (MBP)

Subscription management

The TREP Adapter shares the load of user subscriptions among multiple threads as configured by the user. For more information , see Threads.

Charting

The TREP Adapter can handle Reuters charting data.

For details on how to configure how charting data is stored, see TS1.

Outputting news as XML

The TREP Adapter can be configured to write news stories to an XML file, which permits some degree of formatting on the client side.

For more information on using XML for news, see News.

Active news requests

The TREP Adapter can output news in response to a client request via RTTP as well as HTTP, and in a variety of formats, including XML files and plain text files.

Enumerated field values

For details on how to use enumerated field values, see Enumerated field values.

Configuration generation

The TREP Adapter can be used to generate Caplin configuration from Reuters dictionary information. For more information, see Generating Caplin configuration.

Connecting to peers

The TREP Adapter starts in a disconnected state and will only connect to peers when its connection to Reuters is stable.

Automatic disconnection on failover

The TREP Adapter will disconnect from all its peers if a specified service goes down.

For details on how to configure which service’s failure should cause disconnection, see upa-priority-service.