How to reissue all of the subscriptions on market open

Hi!

We are currently developing a component using Java EMA and connecting to the RTO.
According to the documentation and information gained on the forum RefreshMsg is being sent only once from the RTO on subscription and after that we only get UpdateMsgs.

That is fine most of the time, however from time to time we need RefreshMsg to get all of the fields (e.g. update the status via TRD_STATUS).

I've found on the forum that it can be simply done by sending a reissue request and we can implement in some java scheduler.

consumer.reissue(…)

https://community.developers.refinitiv.com/discussion/60045/how-do-i-request-a-refreshmsg-on-an-open-stream?tab=accepted&utm_source=community-search&utm_medium=organic-search&utm_term=RefreshMsg

There are however two specific times when we need to receive RefreshMsg in exact time:
- market open
- market close

Is there a flag or some EMA property which we can set to get complete refresh (refresh messages for all of the subscribed instruments) on market open and market close?
Is there some property like e.g. reissueOnMarketOpen?

Thanks
Grzegorz

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Jirapongse

@Grzegorz

Thank you for reaching out to us.

RefreshMsg is often provided as an initial response or when an upstream source requires a data resynchronization point. Therefore, the following statement is incorrect.

According to the documentation and information gained on the forum RefreshMsg is being sent only once from the RTO on subscription and after that we only get UpdateMsgs.

Yes, you can use a reissue request to retrieve a new refresh message.

However, EMA doesn't have any properties which we can set to get complete refresh (refresh messages for all of the subscribed instruments) on market open and market close.

Grzegorz

Hi @Jirapongse,

Thanks for the quick reply.

Just one more question:

If the market will open
and the first update message will be sent from the RTO
will that update message contain fields that changed after the market open?

Example:
1. the last UpdateMsg for instrument X before the market open will not contain the TRD_STATUS
2. the first UpdateMsg after the market open for the instrument X will contain changed TRD_STATUS (or INST_PHASE)

Am I correct?
In this case we could use UpdateMsg on market open instead of calling RefreshMsg.

Thanks
Grzegorz

Jirapongse

@Grzegorz

Data specifications can vary depending on the exchange or market. Different markets may follow different formats or standards. To identify the field that indicates market open, you may need to contact the content support team directly through LSEG Support.

Otherwise, please provide sample RICs so I can examine the message format sent at market open in the Tick History data.

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