why is this ric sending updates when the fid values are not changing?

I am making a streaming request with a view of only 2 fids, and receiving lots of updates with no change in those values. Am i missing something that would only send the update when a fid value is changed? I was surprised, the behavior seems different between rics CZ25 and SRBV5.
example request - { "ID": 2, "Domain": "MarketPrice", "Key": {"Name": ["SRBV5"] }, "Streaming": true, "View": ["BID", "ASK"]}
and messages received (within a few seconds):
RX:[{"ID":3,"Type":"Update","UpdateType":"QuotesTrade","DoNotConflate":true,"Key":{"Service":"IDN_RDF","Name":"SRBV5"},"SeqNumber":1582,"Fields":{"ASK":3367,"BID":3366}}]
RX:[{"ID":3,"Type":"Update","UpdateType":"QuotesTrade","DoNotConflate":true,"Key":{"Service":"IDN_RDF","Name":"SRBV5"},"SeqNumber":1598,"Fields":{"ASK":3367}}]
RX:[{"ID":3,"Type":"Update","UpdateType":"QuotesTrade","DoNotConflate":true,"Key":{"Service":"IDN_RDF","Name":"SRBV5"},"SeqNumber":1614,"Fields":{"ASK":3367,"BID":3366}}]
RX:[{"ID":3,"Type":"Update","UpdateType":"QuotesTrade","DoNotConflate":true,"Key":{"Service":"IDN_RDF","Name":"SRBV5"},"SeqNumber":1630,"Fields":{"ASK":3367,"BID":3366}}]
RX:[{"ID":3,"Type":"Update","UpdateType":"QuotesTrade","DoNotConflate":true,"Key":{"Service":"IDN_RDF","Name":"SRBV5"},"SeqNumber":1646,"Fields":{"ASK":3367,"BID":3366}}]
RX:[{"ID":3,"Type":"Update","UpdateType":"QuotesTrade","DoNotConflate":true,"Key":{"Service":"IDN_RDF","Name":"SRBV5"},"SeqNumber":1662,"Fields":{"ASK":3367,"BID":3366}}]
RX:[{"ID":3,"Type":"Update","UpdateType":"QuotesTrade","DoNotConflate":true,"Key":{"Service":"IDN_RDF","Name":"SRBV5"},"SeqNumber":1678,"Fields":{"ASK":3367,"BID":3366}}]
RX:[{"ID":3,"Type":"Update","UpdateType":"QuotesTrade","DoNotConflate":true,"Key":{"Service":"IDN_RDF","Name":"SRBV5"},"SeqNumber":1694,"Fields":{"ASK":3367,"BID":3366}}]
RX:[{"ID":3,"Type":"Update","UpdateType":"QuotesTrade","DoNotConflate":true,"Key":{"Service":"IDN_RDF","Name":"SRBV5"},"SeqNumber":1710,"Fields":{"ASK":3367,"BID":3366}}]
RX:[{"ID":3,"Type":"Update","UpdateType":"QuotesTrade","DoNotConflate":true,"Key":{"Service":"IDN_RDF","Name":"SRBV5"},"SeqNumber":1726,"Fields":{"ASK":3367}}]
RX:[{"ID":3,"Type":"Update","UpdateType":"QuotesTrade","DoNotConflate":true,"Key":{"Service":"IDN_RDF","Name":"SRBV5"},"SeqNumber":1742,"Fields":{"ASK":3367}}]
RX:[{"ID":3,"Type":"Update","UpdateType":"QuotesTrade","DoNotConflate":true,"Key":{"Service":"IDN_RDF","Name":"SRBV5"},"SeqNumber":1758,"Fields":{"ASK":3367,"BID":3366}}]
RX:[{"ID":3,"Type":"Update","UpdateType":"QuotesTrade","DoNotConflate":true,"Key":{"Service":"IDN_RDF","Name":"SRBV5"},"SeqNumber":1774,"Fields":{"ASK":3367,"BID":3366}}]
RX:[{"ID":3,"Type":"Update","UpdateType":"QuotesTrade","DoNotConflate":true,"Key":{"Service":"IDN_RDF","Name":"SRBV5"},"SeqNumber":1790,"Fields":{"ASK":3367,"BID":3366}}]
RX:[{"ID":3,"Type":"Update","UpdateType":"QuotesTrade","DoNotConflate":true,"Key":{"Service":"IDN_RDF","Name":"SRBV5"},"SeqNumber":1806,"Fields":{"ASK":3367,"BID":3366}}]
RX:[{"ID":3,"Type":"Update","UpdateType":"QuotesTrade","DoNotConflate":true,"Key":{"Service":"IDN_RDF","Name":"SRBV5"},"SeqNumber":1822,"Fields":{"ASK":3367,"BID":3366}}]
Answers
-
Hello @james_molohon,
This is normal behavior.
The trade-safe conflation algorithm collects all the quotes in a timed queue which is flushed at the conflation interval. Meanwhile any trading activity would also flush the queue, resulting in the subscriber getting the quotes and trades. Since your app is subscribing to a View, its not getting the trade fields which triggered this update.
The amount of conflation (aka bandwidth optimization) depends on the trading activity of an instrument.
0
Categories
- All Categories
- 3 Polls
- 6 AHS
- 37 Alpha
- 166 App Studio
- 6 Block Chain
- 4 Bot Platform
- 18 Connected Risk APIs
- 47 Data Fusion
- 34 Data Model Discovery
- 698 Datastream
- 1.5K DSS
- 633 Eikon COM
- 5.2K Eikon Data APIs
- 14 Electronic Trading
- 1 Generic FIX
- 7 Local Bank Node API
- 6 Trading API
- 2.9K Elektron
- 1.5K EMA
- 257 ETA
- 565 WebSocket API
- 40 FX Venues
- 16 FX Market Data
- 1 FX Post Trade
- 1 FX Trading - Matching
- 12 FX Trading – RFQ Maker
- 5 Intelligent Tagging
- 2 Legal One
- 25 Messenger Bot
- 3 Messenger Side by Side
- 9 ONESOURCE
- 7 Indirect Tax
- 60 Open Calais
- 283 Open PermID
- 47 Entity Search
- 2 Org ID
- 1 PAM
- PAM - Logging
- 6 Product Insight
- Project Tracking
- ProView
- ProView Internal
- 24 RDMS
- 2.1K Refinitiv Data Platform
- 808 Refinitiv Data Platform Libraries
- 4 LSEG Due Diligence
- LSEG Due Diligence Portal API
- 4 Refinitiv Due Dilligence Centre
- Rose's Space
- 1.2K Screening
- 18 Qual-ID API
- 13 Screening Deployed
- 23 Screening Online
- 12 World-Check Customer Risk Screener
- 1K World-Check One
- 46 World-Check One Zero Footprint
- 45 Side by Side Integration API
- 2 Test Space
- 3 Thomson One Smart
- 10 TR Knowledge Graph
- 151 Transactions
- 143 REDI API
- 1.8K TREP APIs
- 4 CAT
- 27 DACS Station
- 122 Open DACS
- 1.1K RFA
- 107 UPA
- 194 TREP Infrastructure
- 232 TRKD
- 918 TRTH
- 5 Velocity Analytics
- 9 Wealth Management Web Services
- 100 Workspace SDK
- 11 Element Framework
- 5 Grid
- 19 World-Check Data File
- 1 Yield Book Analytics
- 48 中文论坛