Real-Time SDK
It seems the "Msg" lacks "extendedHeader" Data from 2nd. Feb. 2025.
May I please know if the message format has been updated?
Best Answer
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Thanks for suggestion.
After testing, I've found that seqNum can still show duplicates within a very short time, I'm afraid it is unsuitable to be a unique ID😯
I'm primarily looking for a existing data that can be as a unique ID during the process of handling updateMsg data.
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Answers
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Thank you for reaching out to us.
I checked the LSEG DOMAIN MODEL USAGE GUIDE that defines domain models available via LSEG Real-Time Distribution System, LSEG Real-Time, and Data Feed Direct (LDF-D).
Those models don't use the extendedHeader.
Please provide more information, such as the service name, domain type, and RICs that you are using.
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Yes, the examples in the guide do not use the extendedHeader.
However, until February 2nd of this year, the extendedHeader info was provided in the Msg class. I have been using this info to manage the handling of duplicate data.😐️
So may I please know if exist any other data which can be as a unique identifier ?
Thanks
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Are you using a customer domain model?
If you use the defined domain models (MARKET_PRICE), you need to follow the defined specifications.
It could be the the seqNum that specifies a user-defined sequence number, which can range in value from 0 to 4,294,967,295. To help with temporal ordering, seqNum should increase across messages, but can have gaps depending on thesequencing algorithm in use. Details about sequence number use should be defined within the domain model specification or any documentation for products which require the use of seqNum.
refreshMsg.hasSeqNum()
If you publish your own data, you can add the hashcode in a user-definned custom negative field instead.
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As far as I know, we don't provide it in the Market Data.
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