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