Hi, I need to understand the values returned in the FIELD_ENTRY 3852/PERIOD_CDE. I get data for Korea equities using the RFA api, but using the service-name MBPIPE_DEV (this is just the setup that I have been provided, and nothing I can change). However it seems that the data I recieve doesn't match the spec. According to…
Hello, We have C++ application developed on top of RFA8.1 library with Market By Price(MBP) domain. Currently we are experiencing crossing very frequently. Below are two scenarios we observed 1. During pre trading sessions, we see lot of crossing as expected but when trading session starts we expect matched orders to be…
We have RFA based provider application. It uses custom fids with negative values. A1 "A1" -11001 NULL PRICE 17 REAL64 7 A2 "A2" -11003 NULL PRICE 17 REAL64 7 A3 "A3" -11005 NULL PRICE 17 REAL64 7 A4 "A4" -11010 NULL PRICE 17 REAL64 7 A5 "A5" -11052 NULL PRICE 17 REAL64 7 A6 "A6" -11054 NULL ALPHANUMERIC 25 RMTES_STRING 25…
Hello, We are using RFA8.1 C++ Api to consume Level2 data using Market By Order(MBO) domain. We observed that sometimes we receive price updates (Add, update instructions) with field 6516 set to 3("X"). Does it indicate that this price will cause a crossing (Top of Bid greater than top of Ask) in level2 order book? A link…
I'm using the the MARKET_BY_PRICE to get the orderbook using RFA 8.1 . But I can't find any information in the documentation how empty levels are signaled. Say that there are only 3 levels. Will I receive a MAP with all (10) levels? In that case what will signal that only 3 of them are valid? I have seen people asking…
...onFailed StatusCode : None } Reuters.RFA.Common.InvalidUsageException HResult=0x80131500 Message=Exception of type 'Reuters.RFA.Common.InvalidUsageException' was thrown. Source=RFA8_NET142_x64 StackTrace: at Reuters.RFA.RDM.RDMFidDef.DisplayValueFor(UInt16 enumVal) at…
We are seeing high IDLE sockets and Open file descriptors in our application after the upgrade to JDK 8 and Solaris 11. It looks to be from below RFA library. Let us know a suggestion as workaround or a fix to address this issue. We are using - rfa-7.2 version Stack of RFA opening the channel but not closing it : [4/18/22…
We are using RFA SDK to pull snapshot information . The application server is using DACS_ID which is permission to get rics information . We wanted to implement DACS_ID entitlement for user level. So , when user send request then 1st server application will authenticate the server ,if DACS_ID is permission then they will…
Hi team, we have a java application to download data by RFA v6 API, and connections are saved in windows regedit. we are going to move the java application to linux, hence would like to move connections configuration from windows regedit to config file. Attached windows regedit.png for current connection details, i have…
RIC码: XAG=、XAGON=R、XAGSW=R、XAG1M=R、XAG3M=R、XAG6M=R、XAG9M=R、XAG1Y=R、 XAU=、XAUON=R、XAUSW=R、XAU1M=R、XAU3M=R、XAU6M=R、XAU9M=R、XAU1Y=R 一、MsgType.REFRESH_RESP数据是否随市场行情波动实时刷新,推送频率如何?应用是否需要每天定时订阅触发,以接收REFRESH_RESP数据? 二、MsgType.UPDATE_RESP的行情数据如何识别是哪个RIC码的数据更新?目前是根据Payload的DSPLY_NAME进行判断的,这个理解是否正确?…
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