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

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"
}