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

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dwarika.natham
dwarika.natham LSEG
in EMA

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

Answers

  • Gurpreet
    Gurpreet admin

    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.

  • dwarika.natham
    dwarika.natham LSEG

    Hello Gurpreet,

    When checked with client he was saying when he subscribes to a RIC he can see the trade date but when he re subscribes it he is not able to see the trade date. So he was checking if there is any other field that he can check for date. As he needs to confirm the date as he uses different timezones. Any advise on this please.

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    https://community.developers.refinitiv.com/discussion/comment/123464#Comment_123464

    How did the client resubscribe?

    Typically, the refresh message will contain TRADE_DATE but the update message may not contain TRADE_DATE.

    For other date fields, you may need to contact the content support team directly. It may depend on markets or exchanges.

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