tracking security/stream status

devtrep
devtrep Newcomer
in EMA

I'm building a real-time application listening tick-by-tick. I'm trying to find out any intra-day issues to my live item streams. For e.g.

1. Symbol status has been changed to not being "open" -- for e.g. halted.

2. Any technical issues because of which my stream is not publishing data

How do I catch these scenarios? Is the OnStatusMsg callback the right thing to use for these kind of issues?

I noticed StatusMsg has an OmmState which itself is a composition of 3 more enums. How can I check OmmState to make sure the stream / security is OK to use?

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  • moragodkrit.chumsri_1
    moragodkrit.chumsri_1 LSEG
    Answer ✓

    @devtrep

    For#1. Symbol status has been changed to not being "open" -- for e.g. halted.

    what you mean about Symbol status is the information from Exchange/Market such as Trade status "Open" or "Trade Halt", correct?

    If it's the case, the information should come with some specific field/fid depending on data specification/Exchange. You have to contact content/data support team to check what fid/field you can used to check the status.


    For#2. Any technical issues because of which my stream is not publishing data

    How do I catch these scenarios? Is the OnStatusMsg callback the right thing to use for these kind of issues?

    Basically a Market Price status message is encoded using StatusMsg and sent by Provider. This message conveys state change information associated with an item stream. When a market data stream state changes, EMA application should process statusMsg it recieved from onStatusMsg() call back to check the OMMState.

    There are state change information such as stream state, data state, status code and status text that you can get from OMMState to check the issue and the health of item. You can find more details about enum value from EMA Reference Manual locates in <EMA Install Path>/Ema/Docs/refman/ema/a00064.html#aa0f397a957db7a8586be45196be547b3 or checking OMMState.h from EMA pacakge.

    There are some sample scenario such as when the service has gone down and your application stop recieving an update, it may recieve stream state Open but data state is Suspect. It indicates the health of the item is stale or unknown. If the service state is Up again, your applilcation should recieve data as usual and the DataState will change to Ok instead.


    For some situation, the Provider server will set status code and status text that represent information about the issue. So your application may need to check OMMState::StatusCode and call OMMState::getStatusText to get more details about the status codes receives from the Provider server.

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