Is it possible to config ADS server to stamp a time to Real-Time direct updates

Y_Intercept
Y_Intercept Newcomer
edited November 2024 in EMA

We are using C# Real-Time SDK to receive data from Rea-Time Direct solution using an ADS server installed in the same data center. Our feed handler has a callback that immediately checks the latency of all incoming updates. Our feed handler receives high-latency updates from time to time. One sample today (2024-11-25) is the below:


2024-11-25 09:30:10.8280 | 27 | WARN | High latency quote update received, msg.QXDT: 2024-11-25T01:25:03.000Z, msg.Q_UTC: 2024-11-25T01:30:10.827Z, msg.Q_UTC - msg.QXDT: 307 sec
UpdateMsg
    streamId="3818"
    domain="MarketPrice Domain"
    updateTypeNum="8"
    seqNum="12096"
    name="600073.SH"
    serviceId="259"
    serviceName="hEDD"
    ExtendedHeader
        0x0E 0x01 0xBF 0x02 0x00 0x00 0x86 0xEC 0x68 0xEF 0xEF 0x11 0x0B 0x18
    ExtendedHeaderEnd
    Payload dataType="FieldList"
        FieldList
            FieldEntry fid="32" name="ACVOL_1" dataType="Real" value="110200"
            FieldEntry fid="100" name="TURNOVER" dataType="Real" value="7494"
            FieldEntry fid="372" name="IRGPRC" dataType="Real" value="6.8"
            FieldEntry fid="7800" name="SUM_TRDPRC" dataType="Real" value="6.8"
            FieldEntry fid="1025" name="QUOTIM" dataType="Time" value="01:25:03:000:000:000"
            FieldEntry fid="1067" name="EXCHTIM" dataType="Time" value="01:25:03:000:000:000"
            FieldEntry fid="3855" name="QUOTIM_MS" dataType="UInt" value="5103000"
            FieldEntry fid="25" name="ASK" dataType="Real" value="6.8"
            FieldEntry fid="31" name="ASKSIZE" dataType="Real" value="7400"
            FieldEntry fid="292" name="NO_ASKMMKR" dataType="Real" value="3"
            FieldEntry fid="6554" name="NO_ASKORD1" dataType="UInt" value="3"
        FieldListEnd
    PayloadEnd
UpdateMsgEnd

This log line was printed at 2024-11-25 09:30:10.8280. Our program runs in UTC+8 so it is 2024-11-25 01:30:10.8280 UTC

The update message for 600073.SH arrives with QUOTIM equal to 01:25:03:000:000:000. Meaning that there is a five-minute delay. The problem is we want to be sure which component should be blamed.

We are aware that some other data providers allow users to request an additional time being stamped when such update arrives at the provider's edge server—in the LSEG case I believe it is the ADS server (correct me if I am wrong though). Is this possible with LSEG?

Thanks

Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    @Y_Intercept

    Thank you for reaching out to us.

    As far as I know, ADS can't do this. However, you need to contact the ADS support team directly via MyAccount to confirm this.

    Please refer to the answer in this discussion regarding how to verify what the problem is.