Refinitiv data format

The Refinitiv platform provides the following types of data: market (pricing) and charting. The TREP adapter transforms this data into DataSource packets for the Caplin Platform.

Pricing data

Pricing data is provided in three domains:

  • 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.

Example: Vodafone price listed on the London stock exchange
Symbol Domain Caplin record types

/I/VOD.L†

Market Price (MP)

Type 1 record

/I/MP:VOD.L

/I/MBO:VOD.L

Market by Order (MBO)

Type 1 records with containing sumary data, and Type 2 records containing market data levels.

/I/MBP:VOD.L

Market by Price (MBP)

Type 1 records containing summary data, and Type 2 records containing market data levels.

† Market Price is the default domain so it’s not necessary to use "MP" when requesting for that domain.

Records that contain financial market data are identified by a Refinitiv Instrument Code (RIC). The RIC comprises a ticker symbol optionally followed by a period and an exchange code. For example, IBM.N is the RIC for the real-time price of IBM ordinary shares traded on the New York Stock Exchange.

Charting data

The TREP Adapter supplies historical charting data in TS1 format.

To use the TS1 charting data with Caplin’s Charting service blade for Transformer, you must first deploy Caplin’s TS1 Decoder service blade for Transformer. The TS1 Decoder blade converts the TS1 binary data into data that the Charting service blade can consume.

For a list of Caplin supplied blades, see Caplin supplied blades.