RTI Stats Channel

CHANNEL
rti_stats

The rti_stats channel provides real-time value and market condition updates for RTI indices.

Subscribe Request

Subscribe Schema

MESSAGE BODY

type string required

Value: subscribe

stream string required

Value: rti_stats

id string required

stream ID

Example

{
  "type": "subscribe",
  "id": "BRTI",
  "stream": "rti_stats"
}

Responses

Update Response Schema

No ack response if successful. The most recent value will be sent, and subsequent values until the unsubscribe command is sent.

MESSAGE BODY

type string

Value: rti_stats

id string

Stream ID

time string

Calculation time of value in milliseconds since Unix epoch

value string

Index value. May use scientific notation if an exponent is needed.

amendTime number conditional

Condition: If the value has been amended after being previously published

This field indicates the time of the amendment in milliseconds since Unix epoch

repeatOfPreviousValue boolean conditional

Condition: If an error has occurred during calculation such that an index value could not be calculated for that day, and it has been replaced with the value from the previous day.

Value: true

utilizedDepth string conditional

Condition: The index is configured to update market conditions

The depth to which the RTI is executable

valueAsk string conditional

Condition: The index is configured to update market conditions

The real time index price for the ASK side of the consolidated order book

valueBid string conditional

Condition: The index is configured to update market conditions

The real time index price for the BID side of the consolidated order book

midPrice string conditional

Condition: The index is configured to update market conditions

The mid of the best-ask and best-bid of the consolidated order book

Update Example

{
  "type": "rti_stats",
  "id": "BRTI",
  "value": "67362.93",
  "time": 1721149808000,
  "utilizedDepth": "311.0",
  "valueAsk": "67427.730",
  "valueBid": "67298.13",
  "midPrice": "67362.625",
}

Failed Subscribe Schema

Returned if you specified an unknown stream ID.

MESSAGE BODY

type string

Value: subscribe

id string

Stream ID

stream string

Value: rti_stats

success boolean

Value: false

reason string

Error description

Failed Subscribe Example

{
  "type": "subscribe",
  "id": "BRR",
  "stream": "rti_stats",
  "success": false,
  "reason": "Unrecognised id"
}

Unsubscribe Request

Unsubscribe Schema

No direct response if successful. Messages for the subscription will cease.

MESSAGE BODY

type string required

Value: unsubscribe

stream string required

Value: rti_stats

id string required

stream ID

Unsubscribe Example

{
  "type": "unsubscribe",
  "id": "BRTI",
  "stream": "rti_stats"
}