How do you clear orderbook before new session for MBO

I am working on TREP FH as provider for Market By order domain. My question is how does the TREP FH notify downstream clients to clear the orderbook before start of new trading day? Now I know we can use status message with Clear Cache flag, but wouldn't that also remove the summary data (reference data) with the associated RIC together with the orderbook? And should the TREP FH use RSSL_STREAM_CLOSED_RECOVER with dataState as suspect to let ADH query for the RICs later?
Best Answer
-
Thank you for reaching out to us.
It will not send RSSL_STREAM_CLOSED_RECOVER to clear the order book.
It should use CLEAR_CACHE.
I found this message sent at 05:00:06. This message doesn't have any map entry.
VOD.L,Market By Order,2023-11-07T05:00:06.148256073Z,+0,Raw,REFRESH,,,,,249,0,16767,,0
,,,,Summary,,,,,,,,,,32
,,,,FID,1,,PROD_PERM,249,
,,,,FID,3,,DSPLY_NAME,VODAFONE GRP,
,,,,FID,15,,CURRENCY,2008,GBp
,,,,FID,17,,ACTIV_DATE,2023-11-07,
,,,,FID,198,,LOT_SIZE_A,1,
,,,,FID,259,,RECORDTYPE,113,
,,,,FID,1021,,SEQNUM,157,
,,,,FID,1709,,RDN_EXCHD2,64,LSE
,,,,FID,3422,,PROV_SYMB,133215,
,,,,FID,3423,,PR_RNK_RUL,1,NOR
,,,,FID,3425,,OR_RNK_RUL,8,"PT "
,,,,FID,3694,,MNEMONIC,VOD,
,,,,FID,3852,,PERIOD_CDE,c,
,,,,FID,3984,,TRD_TYPE,,
,,,,FID,4148,,TIMACT_MS,18006099,
,,,,FID,5357,,CONTEXT_ID,2106,
,,,,FID,6401,,DDS_DSO_ID,12477,
,,,,FID,6480,,SPS_SP_RIC,.[SPSLSEGTP02L2,
,,,,FID,6516,,BOOK_STATE,1,N
,,,,FID,6517,,HALT_REASN,,
,,,,FID,6518,,ORD_ENT_ST,2,I
,,,,FID,6519,,MKT_OR_RUL,1,I
,,,,FID,6614,,TRD_STATUS,1,"N "
,,,,FID,6615,,HALT_RSN,1,NH
,,,,FID,6835,,DELBY_DT,,
,,,,FID,8300,,SEE_RIC,,
,,,,FID,8647,,PERIOD_CD2,c,
,,,,FID,8927,,INST_PHASE,1,"C "
,,,,FID,9050,,L2_REPR,3,"MBO "
,,,,FID,12843,,OR_PRC_BAS,1,PRC
,,,,FID,13490,,ORDBK_DEPH,1,"FB "
,,,,FID,14269,,TIMACT_NS,05:00:06.099488841,I checked the messages on Tick History and these are times that the refresh messages were sent for VOD.L.
However, please contact the content support team directly via MyRefinitiv to confirm the message used to clear order book.
0
Categories
- All Categories
- 3 Polls
- 6 AHS
- 36 Alpha
- 166 App Studio
- 6 Block Chain
- 4 Bot Platform
- 18 Connected Risk APIs
- 47 Data Fusion
- 34 Data Model Discovery
- 684 Datastream
- 1.4K DSS
- 615 Eikon COM
- 5.2K Eikon Data APIs
- 10 Electronic Trading
- Generic FIX
- 7 Local Bank Node API
- 3 Trading API
- 2.9K Elektron
- 1.4K EMA
- 249 ETA
- 554 WebSocket API
- 37 FX Venues
- 14 FX Market Data
- 1 FX Post Trade
- 1 FX Trading - Matching
- 12 FX Trading – RFQ Maker
- 5 Intelligent Tagging
- 2 Legal One
- 23 Messenger Bot
- 3 Messenger Side by Side
- 9 ONESOURCE
- 7 Indirect Tax
- 60 Open Calais
- 275 Open PermID
- 44 Entity Search
- 2 Org ID
- 1 PAM
- PAM - Logging
- 6 Product Insight
- Project Tracking
- ProView
- ProView Internal
- 22 RDMS
- 1.9K Refinitiv Data Platform
- 643 Refinitiv Data Platform Libraries
- 4 LSEG Due Diligence
- LSEG Due Diligence Portal API
- 4 Refinitiv Due Dilligence Centre
- Rose's Space
- 1.2K Screening
- 18 Qual-ID API
- 13 Screening Deployed
- 23 Screening Online
- 12 World-Check Customer Risk Screener
- 1K World-Check One
- 46 World-Check One Zero Footprint
- 45 Side by Side Integration API
- 2 Test Space
- 3 Thomson One Smart
- 10 TR Knowledge Graph
- 151 Transactions
- 143 REDI API
- 1.8K TREP APIs
- 4 CAT
- 26 DACS Station
- 121 Open DACS
- 1.1K RFA
- 104 UPA
- 192 TREP Infrastructure
- 228 TRKD
- 915 TRTH
- 5 Velocity Analytics
- 9 Wealth Management Web Services
- 90 Workspace SDK
- 11 Element Framework
- 5 Grid
- 18 World-Check Data File
- 1 Yield Book Analytics
- 46 中文论坛