The impact of the MiFID II on RFA Java 7.6

Catherine Wong

We are using RFA7.6 and we cannot upgrade from 7.6 to 8
currently. Our application uses
the toDate() method only for OMMDateTime and millisecond is enough for our
usage. Will our application get any exception when it receives a microsecond or
nanosecond timestamp?

pimchaya.wongrukun01

Hello @Catherine Wong

Even the application using RFA 7.6 calls the toDate() method
only for OMMDateTime, the application still gets the error “Invalid size 7 for
Time”(the application receives microsecond timestamp) or “Invalid size 8 for
Time”( the application receives nanosecond timestamp) when the application gets
data according to its/TIME type (OMMFieldEntry.getData(OMMTypes.TIME) or OMMFieldEntry.getData(OMMFieldEntry.getOMMType()) is called) before it calls
toDate(). Anyway, this problem does not occur if the application uses RFA 8.x
or higher supporting microsecond and nanosecond timestamp.

To avoid the errors occurring on RFA 7.6 when it receives microsecond
or nanosecond timestamp, the application can check if a field is OMMTypes.TIME
and the length is more than 5 that means this is microsecond or nanosecond
timestamp, do not decode the field. The snipped example application source code
is shown below:

//fiddef is an instance of com.reuters.rfa.dictionary.FidDef
//fe is an instance of com.reuters.rfa.omm.OMMFieldEntry
//data is an instance of OMMData
//if a field is TIME
if(fiddef.getOMMType()==OMMTypes.TIME) {
    if(fe.getData().getBytes().length>5) { //the field is microsecond or nanosecond timestamp which RFA 7.6 does not support
       System.out.println("This is microsecond or nanosecond timestamp, do not decode it.");
      break;//stop decoding this field and start decoding the next field
    } else { //the field is the millisecond or lower timestamp which RFA7.6 supports
      //decode & process the field
      …
    }
} else { //not Time types
       //decode and process not Time types
       …
}