RFA Api : Multipart Refresh message with unexpected cache clearing instruction in between

mktdata
mktdata Contributor
in RFA

Hello, we use RFA 8.2 C++ api to consume market data in MBP domain. Please let us know if following message format is expected and if yes where it is documented?

<Refresh Message A>

Part <1> of Refresh Message <A> with clear cache instruction and summary fields

Part <2> of Refresh Message <A> with clear cache instruction and summary fields

Part <3> of Refresh Message <A> with RefreshComplete flag


The problem here is same summary fields are published twice in same Refresh Message. Is it expected?


Also is it allowed to publish same summary fields multiple times in same Refresh Message without any cache clearing instructions in between?

Tagged:

Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    @mktdata

    Thank you for reaching out to us.

    Typically, the CLEAR_CACHE flag should only be set in the first part of the multipart refresh messages.

    1725594717343.png

    The summary data in a MAP is used to convey information that applies to every entry housed in the container. Using summary data ensures data is sent only once, instead of repetitively including data in each entry.

    I checked the RDM usage guide of Market By Price and found that the summaryData of the RsslMap needs to be present only for the first refresh part, which typically includes:

    • Permission information (PROD_PERM)
    • Currency of the orders (CURRENCY)
    • Trade Units for the precision with which order prices are set (TRD_UNITS)
    • Market State (MKT_ST_IND)
    • The identifier of the exchange on which the orders were placed (RDN_EXCHD2)
    • Price Ranking Rules (PR_RNK_RUL)
    • Quote Date (QUOTE_DATE)

    However, please contact the content support team directly via MyAccount to verify the content published on the Real-Time network.

Answers

Categories