Getting delayed data from ADS Host

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arpita_shah
arpita_shah Newcomer
in RDMS

We've been having some issues with live data from RDMS. Basically, we look at refinitiv as close to 7:30 PM UK time as possible to estimate the settlement price for brent.

For example for Dec brent (LCOZ5) - we were expecting the settlement price of 70.38 and the value we got back was 70.18.

The price we got appeared to be a delayed price.

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Answers

  • Gurpreet
    Gurpreet admin

    Hello @arpita_shah

    You didn't specify the date or the field that you are getting this price from. I downloaded the raw tick data for this instrument and do see a price of 70.18 in couple of fields at 18:30 UTC for 29/07/2025

    LCOZ5,Market Price,2025-07-29T18:30:21.691216808Z,+1,Raw,UPDATE,TRADE,,,,119,,20190,,15
,,,,FID,14272,,OFBKTIM_NS,18:30:21.621034000,
,,,,FID,5305,,OFFBK_TIM,18:30:21.000000000,
,,,,FID,4109,,OFFBK_PRC,70.18,
,,,,FID,5304,,OFFBK_DATE,2025-07-29,
,,,,FID,997,,GEN_VAL2,3,
,,,,FID,1067,,EXCHTIM,18:30:21.000000000,
,,,,FID,5,,TIMACT,18:30:21.000000000,
,,,,FID,4111,,OFFBK_TYPE,SYS,
,,,,FID,8643,,OFFBKTRDID,12000011411763,
,,,,FID,1002,,GV3_TEXT,SYS,
,,,,FID,1061,,GV1_TIME,18:30:21.000000000,
,,,,FID,9065,,OFBKTIM_MS,66621621,
,,,,FID,996,,GEN_VAL1,70.18,
,,,,FID,8537,,OFFBK_CD_N," ",
,,,,FID,6582,,TRVOLOFFBK,3,
  • arpita_shah
    arpita_shah Newcomer

    Hello,
    The data was compared yesterday (as published on 29th July 2025).
    We are particularly interested in bid_price, ask_price and settlement_price.
    Also noticed that the settlement price was updated at 18:51:13.
    But according to ice says this product is settled as below:

    Daily Settlement: The weighted average price of trades during a two minute settlement period from 19:28:00, London time.
    https://www.ice.com/products/219/Brent-Crude-Futures

    image.png
  • Gurpreet
    Gurpreet admin
    https://community.developers.refinitiv.com/discussion/comment/127211#Comment_127211

    The raw tick feed carries this information as well. The final settlement happened at 18:51:13 UTC for a price of 70.38. The update message for this event was sent out at 2025-07-29T18:51:13.231378621Z

    LCOZ5  Market Price 2025-07-29T18:51:13.231378621Z

SETL_TYPE = 1  (FIN) 
OFF_CLS_DT= 2025-07-29             
SETTLE = 70.38                  
SETTLEDATE= 2025-07-29             
SETTLE_TIM= 18:51:13.000000000     
OFF_CLOSE = 70.38                  
TIMACT = 18:51:13.000000000     
EXCHTIM = 18:51:13.000000000

    If your results do not match this, then I would suggest running the application in debug mode and capturing the raw OMM data received from ADS, so that we can compare.

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