RFA initial response

magno.yu

Hi, when I subscribe to a option, I can see I got the below initial response:

My current code treats this as a trade message with 0 trade price but that doesn't seem right. What's the purpose of the below message?

13:46:53.851 - [RFA dispatcher] INFO c.c.c.m.r.ItemClient Source data for trade update for GOOGm181911600: FID 1 (PROD_PERM [PERMISSION]) = 77
, type: UINT
FID 2 (RDNDISPLAY [DISPLAYTEMPLATE]) = 73, type: UINT
FID 4 (RDN_EXCHID [IDN EXCHANGE ID]) = , type: ENUM
FID 6 (TRDPRC_1 [LAST]) = blank, type: REAL
FID 11 (NETCHNG_1 [NET CHANGE]) = blank, type: REAL
FID 12 (HIGH_1 [TODAY'S HIGH]) = blank, type: REAL
FID 13 (LOW_1 [TODAY'S LOW]) = blank, type: REAL
FID 14 (PRCTCK_1 [TICK:UP/DOWN]) = blank, type: ENUM
FID 15 (CURRENCY [CURRENCY]) = USD, type: ENUM
FID 16 (TRADE_DATE [TRADE DATE]) = 20180207_190000000, type: DATE
FID 19 (OPEN_PRC [OPENING PRICE]) = blank, type: REAL
FID 21 (HST_CLOSE [HISTORIC CLOSE]) = 174.90, type: REAL
FID 22 (BID [BID]) = 154.30, type: REAL
FID 25 (ASK [ASK]) = 158.90, type: REAL
FID 30 (BIDSIZE [BID SIZE]) = 3, type: REAL
FID 31 (ASKSIZE [ASK SIZE]) = 11, type: REAL
FID 32 (ACVOL_1 [VOL ACCUMULATED]) = 0, type: REAL
FID 53 (TRD_UNITS [TRADING UNITS]) = 2DP , type: ENUM
FID 56 (PCTCHNG [PERCENT CHANGE]) = blank, type: REAL
FID 60 (CLOSE_BID [CLOSE BID]) = 167.00, type: REAL
FID 61 (CLOSE_ASK [CLOSE ASK]) = 176.40, type: REAL
FID 64 (OPINT_1 [OPEN INTEREST]) = 513, type: REAL
FID 65 (OPINTNC [OPN INT NETCHG]) = 0, type: REAL
FID 66 (STRIKE_PRC [STRIKE PRICE]) = 1160, type: REAL
FID 67 (EXPIR_DATE [EXPIRE DATE]) = 20190117_190000000, type: DATE
FID 77 (NUM_MOVES [NUMBER TRADES]) = 0, type: REAL
FID 79 (HSTCLSDATE [HIST CLOSE DATE]) = 20180207_190000000, type: DATE
FID 100 (TURNOVER [TURNOVER]) = blank, type: REAL
FID 109 (PUTCALLIND [PUT/CALL FLAG]) = PUT , type: ENUM
FID 131 (PRC_QL2 [PRICE CODE 2]) = blank, type: ENUM
FID 178 (TRDVOL_1 [TRADE VOL]) = blank, type: REAL
FID 198 (LOT_SIZE_A [LOT SIZE]) = 100, type: REAL
FID 259 (RECORDTYPE [RECORDTYPE]) = 115, type: UINT
FID 368 (OPINT_2 [PRV OPEN INT]) = 513, type: REAL
FID 369 (OPINT_DATE [OPN INT DATE]) = 20180211_190000000, type: DATE
FID 372 (IRGPRC [IRG PRICE]) = blank, type: REAL
FID 373 (IRGVOL [IRG VOLUME]) = blank, type: REAL
FID 374 (IRGCOND [IRG PRICE TYPE]) = blank, type: ENUM
FID 728 (BCAST_REF [BROADCAST XREF]) = 100, type: RMTES_STRING
FID 967 (BKGD_REF [BKGD REF]) = GOOGM1819B116000, type: ASCII_STRING
FID 1000 (GV1_TEXT [GV1 TEXT]) = GOOG, type: RMTES_STRING
FID 1021 (SEQNUM [SEQNUM]) = blank, type: REAL
FID 1026 (STOCK_RIC [STOCK RIC]) = GOOG.O, type: ASCII_STRING
FID 1056 (OFFC_CODE2 [OFFC CODE2]) = blank, type: RMTES_STRING
FID 1080 (PREF_DISP [PREF DISP TMPLT]) = 3920, type: UINT
FID 1465 (ADJUST_CLS [ADJUSTED CLOSE]) = 174.90, type: REAL
FID 1643 (PUT_CALL [PUT/CALL]) = P-AM, type: ENUM
FID 1709 (RDN_EXCHD2 [EXCHANGE ID 2]) = OPQ, type: ENUM
FID 3132 (IRGVAL [IRGFID CRRECTN VAL]) = blank, type: REAL
FID 3264 (PRC_QL3 [PRICE QUALIFIER 3]) = , type: ENUM
FID 3307 (CASHINLIEU [CASH IN LIEU]) = blank, type: REAL
FID 3372 (OFF_CLOSE [OFFICIAL CLOSE]) = 174.90, type: REAL
FID 3386 (QUOTE_DATE [QUOTE DATE]) = 20180211_190000000, type: DATE
FID 3422 (PROV_SYMB [PROVIDER SYMBOL]) = GOOG190118P01160000, type: RMTES_STRING
FID 3431 (LOT_SIZE2 [LOT SIZE 2]) = blank, type: REAL
FID 3432 (MULTIPLIER [MULTIPLIER]) = 100, type: REAL
FID 3433 (STOCK_RIC2 [STOCK RIC 2]) = blank, type: ASCII_STRING
FID 3580 (BID_ASK_DT [BID ASK DATE]) = 20180208_190000000, type: DATE
FID 3694 (MNEMONIC [EXCHANGE ID]) = GOOGM1819B116000, type: RMTES_STRING
FID 3814 (UNDERLYING [UNDERLYING RIC]) = GOOG.O, type: ASCII_STRING
FID 3854 (SALTIM_MS [SALTIM MS]) = blank, type: UINT
FID 3855 (QUOTIM_MS [QUOTIM MS]) = 67608718, type: UINT
FID 3990 (UNDERLYNG2 [UNDERLYING ASSET2]) = blank, type: ASCII_STRING
FID 4008 (SESSION_FL [SESSION FLAG]) = 0, type: RMTES_STRING
FID 4200 (UN_SYMBOL [UNDERLYING SYMBOL]) = GOOG, type: RMTES_STRING
FID 4349 (IRGDATE [IRG DATE]) = blank, type: DATE
FID 4756 (LSTSALCOND [LAST SALE COND]) = blank, type: RMTES_STRING
FID 4757 (IRGSALCOND [IRG SALE COND]) = blank, type: RMTES_STRING
FID 5289 (IMPU_CLS [IMPUTED CLOSE]) = 176.40, type: REAL
FID 6579 (BID_COND_N [BID COND NATIVE]) = A, type: RMTES_STRING
FID 6580 (ASK_COND_N [ASK COND NATIVE]) = , type: RMTES_STRING
FID 6583 (CAN_PRC [CANCELLED TRD PR]) = blank, type: REAL
FID 6584 (CAN_VOL [CANCELLED TRD VOL]) = blank, type: INT
FID 6585 (CAN_COND [CANCELLED TRD COND]) = blank, type: ENUM
FID 6586 (CAN_COND_N [CANCEL COND NATIVE]) = blank, type: RMTES_STRING
FID 6620 (BID_INDCTV [BID INDICATIVE]) = blank, type: REAL
FID 6621 (ASK_INDCTV [ASK INDICATIVE]) = blank, type: REAL
FID 6636 (BID_EXID [BID EXCHANGE ID]) = BTX, type: ENUM
FID 6637 (ASK_EXID [ASK EXCHANGE ID]) = PHO, type: ENUM
FID 6638 (TRADE_EXID [TRADE EXCHANGE ID]) = blank, type: ENUM
FID 6639 (OPEN_EXID [OPEN EXCHANGE ID]) = blank, type: ENUM
FID 6762 (OFF_CLS_DT [OFFICIAL CLS DATE]) = 20180207_190000000, type: DATE
FID 6763 (IMPUCLS_DT [IMPUTED CLOSE DATE]) = 20180207_190000000, type: DATE
FID 6810 (INSTRD_DT [INSERT PRICE DATE]) = blank, type: DATE
FID 7475 (MAX_PAYOUT [MAX PAYOUT]) = blank, type: REAL
FID 7600 (UPP_RNGLIM [UPPER RANGE LMT]) = blank, type: REAL
FID 7626 (LOW_RNGLIM [LOWER RANGE LMT]) = blank, type: REAL
FID 7627 (RNG_INT [RANGE INVERVAL]) = blank, type: REAL
FID 7628 (RNG_LENGTH [RANGE LENGTH]) = blank, type: REAL
FID 8743 (UN_SYMB [UNDLY SYMBOL]) = GOOG, type: RMTES_STRING
FID 8980 (IRG_EXID [IRG EXCHANGE ID]) = blank, type: ENUM
FID 8981 (CLS_EXID [CLOSE EXCHANGE ID]) = NBZ, type: ENUM
FID 8992 (CAN_EXID [CAN TRD EXCH ID]) = blank, type: ENUM
FID 9061 (INSTIM_MS [INSERT PRICE MS]) = blank, type: UINT
FID 9063 (IRGTIM_MS [IRGTIM_MS]) = blank, type: UINT
FID 14209 (OPINT_1_MS [OPEN INT TIME MS]) = 20180212_063024597, type: TIME
FID 32743 (ACVOL_UNS [ACVOL UNS]) = 0, type: UINT

David Thomas

Hello @magno.yu

The initial response to a successful request will be a refresh message, this will contain the full set of fields for the instrument with the last values applied, there will be a message type in the header to indicate that this is the refresh response.

You should not treat this as market activity, think of it as an event to synchronise your application view of the data with the current state of the instrument.

To determine the message type here are the RFA C++, Java and .NET class methods and the corresponding return value for a refresh response;

RFA C++:

rfa::message::RespMsg::getRespType(); 

The value returned by this method for a Refresh response is

RespMsg::RefreshEnum

RFA Java:

com.reuters.rfa.omm.OMMMsg.getMsgType();

The value returned by this method for a Refresh response is

com.reuters.rfa.omm.OMMMsg.MsgType.REFRESH_RESP

RFA.NET property :

RespMsg.RespType

The value for a Refresh response is

RespMsg.RespTypeEnum.Refresh

The initial refresh response is marked as solicited but your application should also handle subsequent unsolicited refresh responses, these can be sent when the system is recovering from a transient failure during operation and must re-synchronise its clients with the current data values which may have changed in the period between failure and recovery.

Also, in case your application should treat them differently I suggest you also look at the different update types you can receive.

For RFA C++ these are defined in the namespace: rfa::rdm e.g. rfa::rdm::INSTRUMENT_UPDATE_CORRECTION

For RFA Java the update types are defined in: com.reuters.rfa.rdm.RDMInstrument.Update

and for RFA .NET: RDM.INSTRUMENT_UPDATE_RESPONSE_TYPES