Hi, I am using EMA to get market price data. Most of the instruments I am using is fine except "XAU=".
I cannot get time stamp for it.
I used "QUOTIM" and "QUOTE_DATE" to get time stamp. May I know why? and how to solve it?
Thank you.
Hello @hujunhu
The number in brackets(5) and (17) are the field id of TIMACTand ACTIV_DATE respectively. You can find the fields’ info including their typein RDMFieldDictionary shipped with EMA package:
The type(the 7th column) of TIMACT are TIME(DataTypes.TIME) and thetype of ACTIV_DATE is DATE(DataTypes.DATE). You can refer to consumer.series200.example200__MarketPrice__Streamingwhich demonstrate how to decode a field according to its type. The example output:
Item Name: XAU=Service Name: API_ELEKTRON_EPD_RSSLFid: 3 Name = DSPLY_NAME DataType: Rmtes Value: Fid: 5 Name = TIMACT DataType: Time Value: 9:55:0:0Fid: 11 Name = NETCHNG_1 DataType: Real Value: 0.82Fid: 17 Name = ACTIV_DATE DataType:Date Value: 4 / 1 / 2018….
Hi @hujunhu it looks like this RIC is on a very old data model. The quote date and time fields are not used in this template (I will do some digging to find out why as it should be on the same data model at the spot currency RICs like GBP= and use the better precision QUOTIM_NS fields).
This RIC uses TIMACT (5) and ACTIV_DATE (17) as its date fields currently.
Tim
Hi Tim,
Do you mean I should use QUOTIM_NS for better precision?
What data type are these two date fields (e.g. DataTypes.INT)?
What are those number in brackets? (5) and (17)
Thank you!
Jun
@pimchaya.wongrukun01
Thanks. However, the precision of TIMACT seems to be in minutes. May I know why? And how to get a more precise timestamp? Thanks.
Regards,
