I am using Reuters EMA Api to consume all ticks on certain names.

dwarika.natham

To get the trade time value from the tick, we rely on TRADE_DATE (FID 16) and SALTIM_MS (FID 3854). We noticed that for some of the events received from Reuters, the TRADE_DATE value is not set which causes an unintended impact.

can you explain how are these events sent and why TRADE_DATE is empty. Also, what is the correct way to get the trade time for all ticks.

Below contains list of FID and PayLoad extracted from FieldEntry from a sample message. FID and Payload are separated by "::" and individual FieldEntry are separated by ","

Good Message :

6::20071.0, 16::27 DEC 2024, 22::20069.0, 25::20072.0, 30::5.0, 31::6.0, 178::2.0, 259::114, 379::13:23:53:000:000:000, 975::1, 3854::48233960, 3855::48240554, 4756::0, 0::null

Bad Message :

379::13:24:21:000:000:000, 178::1.0, 975::1, 6::20067.0, 4756::0, 3854::48261730, 0::null, 0::null, 0::null, 0::null, 0::null, 0::null, 0::null, 0::null

Gurpreet

Hello @dwarika.natham,

The updates only send the deltas from the previous update for non critical FIDs. So, unless field value changes, it won't be sent, and the previously sent value holds good.

An application should cache the fields it received in the image response, and update this cache with every incoming update message.