Ryan,
Additional
information from user
Hi Babita,
We had snapshot failed multiples times today on the same
contract. Below are few more examples. Something is not right, please let
us know once you hear from Reuters
2018-06-05 08:30:02.164_087
[127-c629db38:62d2eadc33:24829] [ULFLOW] (DEBUG) Order book snapshot for
OrderBookParameters : instrumentCode[FO;XCMEF1986828911] depth[10]
type[AGGREGATED] {}, timeout=1000
2018-06-05 08:30:02.164_091
[127-c629db38:62d2eadc33:24829] [ULFLOW] (DEBUG) InstrumentDefinitionProvider :
getInstrumentDefinition(FO;XCMEF1986828911)
2018-06-05 08:30:02.164_094
[127-c629db38:62d2eadc33:24829] [ULFLOW] (DEBUG) InstrumentDefinitionProvider :
getInstrumentDefinition(FO;XCMEF1986828911)
2018-06-05
08:30:02.164_097 [127-c629db38:62d2eadc33:24829] [ULFLOW] (DEBUG) Alias
resolution : FO;XCMEF1986828911 resolved to RFA;ESU8m
2018-06-05
08:30:03.164_233 [127-c629db38:62d2eadc33:24829] [MarketDataManager] (INFO)
OrderBook snapshot failed: <null> state: TIMEOUT
2018-06-05 08:30:04.170_418
[127-c629db38:62d2eae40a:24845] [ULFLOW] (DEBUG) Order book snapshot for
OrderBookParameters : instrumentCode[FO;XCMEF1986828911] depth[10]
type[AGGREGATED] {}, timeout=1000
2018-06-05 08:30:04.170_423
[127-c629db38:62d2eae40a:24845] [ULFLOW] (DEBUG) InstrumentDefinitionProvider :
getInstrumentDefinition(FO;XCMEF1986828911)
2018-06-05 08:30:04.170_426
[127-c629db38:62d2eae40a:24845] [ULFLOW] (DEBUG) InstrumentDefinitionProvider :
getInstrumentDefinition(FO;XCMEF1986828911)
2018-06-05 08:30:04.170_429
[127-c629db38:62d2eae40a:24845] [ULFLOW] (DEBUG) Alias resolution :
FO;XCMEF1986828911 resolved to RFA;ESU8m
2018-06-05 08:30:05.168_274
[127-c629db38:62d2eae40a:24845] [MarketDataManager] (INFO) OrderBook snapshot
failed: Subscription suspended state: REJECTED
2018-06-05 08:30:03.167_462
[127-c629db38:62d2eae01f:24839] [ULFLOW] (DEBUG) Order book snapshot for
OrderBookParameters : instrumentCode[FO;XCMEF1986828911] depth[10]
type[AGGREGATED] {}, timeout=1000
2018-06-05 08:30:03.167_467
[127-c629db38:62d2eae01f:24839] [ULFLOW] (DEBUG) InstrumentDefinitionProvider :
getInstrumentDefinition(FO;XCMEF1986828911)
2018-06-05 08:30:03.167_469
[127-c629db38:62d2eae01f:24839] [ULFLOW] (DEBUG) InstrumentDefinitionProvider :
getInstrumentDefinition(FO;XCMEF1986828911)
2018-06-05
08:30:03.167_472 [127-c629db38:62d2eae01f:24839] [ULFLOW] (DEBUG) Alias
resolution : FO;XCMEF1986828911 resolved to RFA;ESU8m
2018-06-05
08:30:04.167_575 [127-c629db38:62d2eae01f:24839] [MarketDataManager] (INFO)
OrderBook snapshot failed: <null> state: TIMEOUT
2018-06-05 08:30:05.171_222
[127-c629db38:62d2eae7f3:24849] [ULFLOW] (DEBUG) Order book snapshot for
OrderBookParameters : instrumentCode[FO;XCMEF1986828911] depth[10]
type[AGGREGATED] {}, timeout=1000
2018-06-05 08:30:05.171_226
[127-c629db38:62d2eae7f3:24849] [ULFLOW] (DEBUG) InstrumentDefinitionProvider :
getInstrumentDefinition(FO;XCMEF1986828911)
2018-06-05 08:30:05.171_228
[127-c629db38:62d2eae7f3:24849] [ULFLOW] (DEBUG) InstrumentDefinitionProvider :
getInstrumentDefinition(FO;XCMEF1986828911)
2018-06-05
08:30:05.171_232 [127-c629db38:62d2eae7f3:24849] [ULFLOW] (DEBUG) Alias
resolution : FO;XCMEF1986828911 resolved to RFA;ESU8m
2018-06-05
08:30:05.171_279 [127-c629db38:62d2eae7f3:24849] [ULFLOW] (INFO)
[MDSOrderBookEntry] [RFA;ESU8m, AGGREGATED] Rejecting snapshot:
subscriptionAvailable=true; subscription-state=ACTIVE; suspended=true
2018-06-05
08:30:05.171_437 [127-c629db38:62d2eae7f3:24849] [MarketDataManager] (INFO)
OrderBook snapshot failed: Subscription is suspended state: REJECTED
From: Sehgal, Babita R Sent: Tuesday, June 05, 2018 10:45 AMTo: 'customersupport@thomsonreuters.com' <customersupport@thomsonreuters.com>Subject: RE: Orderbook snapshot failed | Case 06640276 [
ref:_00D30602X._5001W1FwHoS:ref ]
Ryan,
As per
our conversation, Please see the following email from the user. I didn’t
find any issue at ads.log file (i.e overflow condition etc). Not sure,
why shapshot was failed. Please assist.
Hi Market Data
Team,
Please can you
check urgently why we are not able to get Order book snap shot for the ESU8.
When we tried to get the order book snap shot it failed.
2018-06-05
08:30:00.153_087 [127-c629db38:62d2ead3c3:24809] [ULFLOW] (DEBUG) Alias
resolution : FO;XCMEF1986828911 resolved to RFA;ESU8m
2018-06-05 08:30:00.153_176
[127-c629db38:62d2ead3c3:24809] [ULFLOW] (DEBUG) InstrumentDefinitionProvider :
getInstrumentDefinition(RFA;ESU8m)
2018-06-05 08:30:00.153_250
[127-c629db38:62d2ead3c3:24809] [ULFLOW] (INFO) [OrderBook AGGREGATED Retry on
RFA;ESU8m] Create new subscription with parameters {} and Instrument null
2018-06-05
08:30:01.153_444 [127-c629db38:62d2ead3c3:24809] [MarketDataManager] (INFO)
OrderBook snapshot failed: <null> state: TIMEOUT
2018-06-05
08:30:01.154_571 [127-c629db38:62d2ead3c3:24809] [ul-iris:RiskManager] (DEBUG)
Risk categories checked: exchange-tree-risk, client-tree-client-risk,
client-tree-market-risk, Filters checked: Authorisation, checks
price-deviation-tick(RefPrice=2751.75[Quotation.BEST BID PRICE]), checks
ordersize-units, checks market-impact-tick-percentage, Order Load, Daily
2018-06-05
08:30:01.154_621 [127-c629db38:62d2ead3c3:24809] [ul-iris:RiskManager] (INFO)
Checking order is finished : order is rejected
2018-06-05 08:30:01.154_659 [127-c629db38:62d2ead3c3:24809]
[RiskModuleManager] (WARNING) Pre trade rejection: [ULIRIS_700](OrderCheck
reject on (client/XAC/future/XCME/ES/201809) by evaluations: ([ULIRIS_207](No
orderbook available for instrument : FO;XCMEF1986828911); ));
Below are the
connection details:
rfa6.rsslConnection.serverList=mdpusnycpommga.bankofamerica.com
rfa6.login.username=app_us_ullink_prod
rfa6.dictionary.enum-file=/efs/dist/mdsinfra/global/DICT_BAML-201711-TR-4.20.30_TREP_17.91-0.1/common/config/enumtype.def
rfa6.dictionary.field-file=/efs/dist/mdsinfra/global/DICT_BAML-201711-TR-4.20.30_TREP_17.91-0.1/common/config/RDMFieldDictionary
rfa6.service-name=RSF
Thanks,
Babita
From:customersupport@thomsonreuters.com [mailto:customersupport@thomsonreuters.com] Sent: Tuesday, June 05, 2018 10:40 AMTo: Sehgal, Babita R <babita.r.sehgal@bankofamerica.com>Subject: Orderbook snapshot failed | Case 06640276 [
ref:_00D30602X._5001W1FwHoS:ref ]
Hi Babita,
Please provide the screenshot as discussed.
Thank you,
Ryan Deisner
Customer Service Distribution Specialist
Thomson Reuters
+1 888 319 5210
• • • • • • • • • • • • • • • • • • • • • • • • • • • • • • • • • • • • • • •
Please note that calls with Thomson Reuters Customer Support may be recorded
for compliance purposes.
ref:_00D30602X._5001W1FwHoS:ref
