Data Feed update time is a little bit later

Hi Sir

Client is using TREP RFA API to fetch real time data feed, but they find the data feed update time some times is sent late than current time. As in below attached 2 picture for RIC TICCL.NB and JSM.NB

Left side circled date is Local time on client's server. Right side circled date is Data feed update time. Client is wondering why Right side date is later.

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Accepted answers

umer.nalla

Hi @jessie.lin

Fid 3855 is QUOTIM_MS - Time of best bid/ask quote update in milliseconds

So, if the update received does not contain a bid/ask quote update - e.g. it contains a Trade related update, then the QUOTIM_MS will not be updated in that particular update - rather it will contain the time of the most recent bid/ask quote update.

As mentioned in my earlier replies - these questions are content related (not API related) and therefore your best option would be to contact the data helpdesk for clarification.

If the above still does not explain the situation, then as mentioned before, most likely the application is processing updates too slowly OR there is an issue with their TREP.

All comments

umer.nalla

Hi @jessie.lin

What does your client mean by 'data feed update time'? If they are dumping a field from the record, which field is it?

This question may be better directed at the data helpdesk....once you identify where they are getting the data feed update time from.

jessie.lin

Checked , FID=3855

jessie.lin

FID=3855 is for

Time of quote in milliseconds

, but when it is delivery to TREP there are several minutes delayed.

umer.nalla

Hi @jessie.lin

Just read the description for FID 5 - TIMACT :Time when a certain field or fields in the record were updated, ideally based on source feed time. Which field(s) cause this timestamp to update depends on the instrument.

So, two things:

I believe that TIMACT is GMT based and so would not match local time
Based on the description above, TIMACT may not update for every update received as only certain fields will result in TIMACT update

AS mentioned previously, this is unlikely to be an API issue - as RFA just delivers what it receives on the wire - and therefore it would be best if you contact the Data Helpdesk.

Or if you believe there is an issue with delays in your TREP system then I recommend you contact the Market Data team.

The one scenario I can think where delays are introduced at the application level, is if the application cannot cope with the high throughput rate of updates - then the updates start buffering up in the event queue. As time goes on the queue gets longer and longer, and by the time the app gets round to processing the update, it has been sat in the queue for several seconds or minutes.

jessie.lin

Hi Umber

The FID should be 3855 than 5 .

umer.nalla

Hi @jessie.lin

Fid 3855 is QUOTIM_MS - Time of best bid/ask quote update in milliseconds

As mentioned in my earlier replies - these questions are content related (not API related) and therefore your best option would be to contact the data helpdesk for clarification.

If the above still does not explain the situation, then as mentioned before, most likely the application is processing updates too slowly OR there is an issue with their TREP.

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