Market Data Update Issue with RFA8.x API: Observations with Security Code '1320.TYO' and RIC Code...

khliu
khliu Newcomer
in RFA

... '.ASIATECP'

"When accessing market data with the security code '1320.TYO' and the RIC code '.ASIATECP' using the RFA8.x API, we have observed that after 23:59:59 daily (crossing over to the next day), the received market quotes are not updating, where our local time is UTC+8."

We suspect that the issue may originate from our code implementation or the market publishing mechanism of the information provider. Do you have any insights or preferences regarding the potential cause?

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Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    @khliu

    Thank you for reaching out to us.

    I found that the security code '1320.TYO' is invalid. It returns 'The record could not be found'.

    StatusMsg
        streamId="5"
        domain="MarketPrice Domain"
        state="Closed / Suspect / Not found / '***The record could not be found'"
        name="1320.TYO"
        nameType="1"
        serviceId="5001"
        serviceName="ELEKTRON_DD"
    StatusMsgEnd

    Regarding .ASIATECP, I found the update after 15:59:00 (GMT+8), as shown below. 

    .ASIATECP,Market Price,2023-12-13T15:59:30.615255980Z,+8,Raw,UPDATE,TRADE,,,,10425,,39422,,7
    ,,,,FID,6,,TRDPRC_1,2642.77,
    ,,,,FID,11,,NETCHNG_1,-23.718,
    ,,,,FID,14,,PRCTCK_1,2,#FE#
    ,,,,FID,56,,PCTCHNG,-0.89,
    ,,,,FID,77,,NUM_MOVES,3599,
    ,,,,FID,14266,,SALTIM_NS,15:59:30.000000000,
    ,,,,FID,14281,,INGEST_NS,15:59:30.497000000,
    .ASIATECP,Market Price,2023-12-13T15:59:45.605378037Z,+8,Raw,UPDATE,TRADE,,,,10425,,39438,,7
    ,,,,FID,6,,TRDPRC_1,2642.721,
    ,,,,FID,11,,NETCHNG_1,-23.767,
    ,,,,FID,14,,PRCTCK_1,2,#FE#
    ,,,,FID,56,,PCTCHNG,-0.89,
    ,,,,FID,77,,NUM_MOVES,3600,
    ,,,,FID,14266,,SALTIM_NS,15:59:45.000000000,
    ,,,,FID,14281,,INGEST_NS,15:59:45.490000000,
    .ASIATECP,Market Price,2023-12-13T16:00:01.285530055Z,+8,Raw,UPDATE,TRADE,,,,10425,,39454,,7
    ,,,,FID,6,,TRDPRC_1,2642.721,
    ,,,,FID,11,,NETCHNG_1,-23.767,
    ,,,,FID,14,,PRCTCK_1,3," "
    ,,,,FID,56,,PCTCHNG,-0.89,
    ,,,,FID,77,,NUM_MOVES,3601,
    ,,,,FID,14266,,SALTIM_NS,16:00:00.000000000,
    ,,,,FID,14281,,INGEST_NS,16:00:01.170000000,

    The timestamp above is in GMT.

    In RFA C++, you can enable tracing in the API to verify the retrieved data.

    Please use the following configuration to create trace files:

    \Connections\<ConnectionName>\traceMsgToFile = true
    \Connections\<ConnectionName>\traceMsgDomains = "all"
    \Connections\<ConnectionName>\traceMsgMaxMsgSize = 5000000
    \Connections\<ConnectionName>\traceMsgMultipleFiles = true
    \Connections\<ConnectionName>\tracePing = false

    Please change <ConnectionName> to the name of your connection, such as Connection_RSSL. The RSSL tracing log would be created with the connection name, a process ID and a ".xml" extension, such as <ConnectionName>_7648.xml in the same directory of the application.

    You can check if the API retreived the update messages after 23:59:59 from the trace file.

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