Real Time Data Trading Sessions in every tick

viktor.gorcs

Hi
I am trying to create charts and client frontend using Real-Time price stream data over RTDS (TREP).
I identified the fields that contain the information of starting a trading session (opening auction, continuous trading, close, etc.) INST-PHASE, PRC_QL,CD, etc.
My only problem with these fields that I need a backup in case I am missing that one tick that contains this information. Is it possible to retrieve data from the real-time feed in a way that these fields are always part of the tick and not only when tehy change?
I know that at initialization the current value of all fields are received but I try to avoid getting this initialization data or re-subscribe to RIC again and again to check what market session is active currently.

Gurpreet

Hello @viktor.gorcs,

No, its not possible to get trading phase fields in every update message. An application is supposed to keep an internal cache for all the fields it needs, and apply changes to this cache as the update messages flow in.

RTDS and the protocols are designed to not miss a single packet. Your application will not miss an update message without being informed about it through the status message - like lost connection etc. Doing high frequency periodic snapshots will increase the load on the RTDS and network.