RFA Partial Updates

prakash.chellappa

We have a process on our side which places a streaming request. We specific FID we are interested on with the RIC.

Below is such request
RIC :TRADNDF
FID : 322,323

Response recd from TREP Platform

The below reply is fine

FIELD_ENTRY 322/ROW80_8: 1W -0.025/-0.010 1W 6.5795/6.5845 1W 50.88/50.93 1W 64.21/64.24 /

FIELD_ENTRY 323/ROW80_9: 1M -0.080/-0.070 1M 6.5965/6.6015 1M 51.00/51.05 1M 64.38/64.41 /

Subsequent updates get publised as below

FIELD_ENTRY 323/ROW80_9: hpos: 39, 0 | hpos: 41, 99 | hpos: 48, 4

I understand these are partial updates. We dont store the complete data recd on our.It is more parsed values which we store. So we cannot use the String replace option as outline in the below link

https://community.developers.refinitiv.com/questions/13002/how-to-interpret-hk-broker-feed.html

Is there a way to get complete result of an FID instead of Partial update

umer.nalla

I worked on a Page shredding application many years ago and the only way of achieving what you want is to store the complete data representation of the page and update it, as and when the partial updates arrive.

pimchaya.wongrukun01

Hello @prakash.chellappa

To get complete result of an
FID instead of Partial update, you need to make a snapshot request periodically
instead of a streaming request. Then, you will get all complete FIDs in a refresh
message after sending a snapshot request. Since a snapshot request returns only a refresh message without update message, your application will not receive partial update. To make a snapshot request, the
application needs to include OMMMsg.Indication.NONSTREAMING in a request
message as an example source code below:

//msg is an OMMMsg instance
msg.setIndicationFlags(OMMMsg.Indication.REFRESH|OMMMsg.Indication.NONSTREAMING);

prakash.chellappa

Thanks Pimchaya.Wongrukun. I need the data to be streamed, but need the response to have the complete details available in FID. Is there a way to acheive this?

pimchaya.wongrukun01

https://community.developers.refinitiv.com/discussion/comment/18709#Comment_18709

Hello @prakash.chellappa

As far as I know, there is no way to achieve this on streaming request.

chenlog

Is there any way to receive the full update on the fid while also getting the callback when the fid is updated?

This data is being consumed by a trading platform and therefore it would make more sense to receive updates when the market status changes as polling is too expensive.

pimchaya.wongrukun01

https://community.developers.refinitiv.com/discussion/comment/34849#Comment_34849

Hello @chenlog

When an application requests an item(RIC) using NONSTREAMING_REQ, the item stream opens. Next, the application gets only a refresh message which is the current data via the item stream. Then, the item stream closes due to NONSTREAMING_REQ(request only refresh). That's mean the application does not receive any updated data of the item. To get updated data, you should subscribe to the item(RIC) using NONSTREAMING_REQ again.

chenlog

https://community.developers.refinitiv.com/discussion/comment/34850#Comment_34850

Hi @pimchaya.wongrukun01

Thanks for your speedy response.

We are subscribing for market status updates on the ric "KS/STATUS" and "KQ/STATUS". I believe the KOSPI market has random auction open times. It makes more sense to be receiving parseable fid updates when the market status changes rather than continuously polling.

If there is some better way for an application to receive real time instrument/market status updates on the KOSPI and KOSDAQ markets, please do let me know