The Caplin TREP Adapter enables Caplin Liberator, or any Caplin product connected to the DataSource API, to request data from the Refinitiv market data system.
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 Refinitiv symbol names. For more information, see Map.
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.|
Market Price (MP)
Market by Order (MBO)
Market by Price (MBP)
The TREP Adapter shares the load of user subscriptions among multiple threads as configured by the user. For more information , see Threads.
The TREP Adapter can handle Refinitiv charting data.
For details on how to configure how charting data is stored, see TS1.
Enumerated field values
For details on how to use enumerated field values, see Enumerated field values.
The TREP Adapter can be used to generate Caplin configuration from Refinitiv 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 Refinitiv 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.