Support for DCE data feed via the Refinitiv's Real-time API

Nov. 16, 2021, 11:53 p.m. - posted by Alex

Last night's update (v1.2919.0) adds feed support for DCE (Dalian Commodity Exchange) contracts.  We've been using the CRT_MNTH field to capture the contract month for ICE and CME RICs, but this field is missing in DCE RICs.  A common field across all of these rics is CONTR_MNTH.  

The difference between the two fields is subtle:

Field	Value
CRT_MNTH	JAN22
CONTR_MNTH	JAN2

This was a minor change to our Refinitive Real-Time API link. 

Here's the end result: