Random Error with RFA API when querying for STOXX50E futures price

bopanna.alemada

When querying for .STOXX50E futures HST_CLOSE or TRDPRC_1 using RFA API ,we randomly see this error

Reuters RFA log event Exception in procesEvent for event: 119. Error: Error occurred while processing event data for RIC /STXEZ2. Error: Failed to deserialise enum value 4 for FID PRE_1ET412. Error: RFA exception Error type:InvalidUsageException Severity: Error Classification: IncorrectAPIUsage.

Please let us know what could be the issue . This happens only for .STOXX50E futures

Jirapongse

@bopanna.alemada

Sorry about the issue that you are facing.

The data dictionary files (RDMFieldDictionary and enumtype.def) may be outdated.

PRE_1ET412 "PRED 1 ET 412"      13113  NULL        ENUMERATED    3 ( 8 )  ENUM             1

I found this field in 4.20.01_TREP_13.51 and this field doesn't have any defined enumerations.

!
! VALUE      DISPLAY   MEANING
! -----      -------   -------
      0   "        "   Undefined
!

The PRE_1ET412 has been changed to CNTR_CYCL in the new version of the data dictionary (4.20.54_RealTimeDistributionSystem_22.71).

!
! Qualifier of the tertiary mid implied volatility.
!
CNTR_CYCL  "CONTRACT CYCLE"     13113  NULL        ENUMERATED    3 ( 3 )  ENUM             1

The enumerations of this field are:

!
! ACRONYM    FID
! -------    ---
!
EXPIR_CYCL  8934
CNTR_CYCL  13113
!
! VALUE      DISPLAY   MEANING
! -----      -------   -------
      0        "   "   undefined
      1        "D  "   Daily
      2        "W  "   Weekly
      3        "M  "   Monthly
      4        "Q  "   Quarterly
      5        "E  "   End Of Month
      6        "Y  "   Yearly
      7        "S  "   Semi-Annually

You can download the new version of the data dictionary from MyRefinitiv. It is in MDS - General and Refinitiv Real-Time Template Service Pack. Otherwise, you can get it from GitHub.

I hope that this information is of help