Why is DIRTY_PRC(field 3316) coming as a separate response and not with ASK, BID etc. Also, why i...

schervi
schervi Newcomer
in Elektron

...s it not being returned sometimes?

While using SessionManager.SendRequest() of ThomsonReuters.ElektronConnect and subscribe to the RIC US30YT=RR and US10YT=RR, Requested fields being 25, 1691, 22, 998, 3316, 134, 32, 21, 3309 and 130, I see that the reply comes as two responses. The first part contains field IDs like 22,25,130 etc and the second response contains field IDs 3309 and 3316. Why are they coming separately? Also, we see from our end that during one workflow, we receive values of field IDs 3316 and we do not through another workflow though all we do is subscribe in both. We wish to know what difference Reuters sees in the requests, because we send the same symbol and field IDs in both requests.

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  • nick.zincone
    nick.zincone admin
    Answer ✓

    Hi @schervi,

    It is unclear the specifics of what is happening and when. Are you subscribing to both RICs: US30YT=RR and US10YT=RR and receiving two refreshes for each request? Or a total of 2? Or are you receiving 2 UPDATES for a specific instrument instead of 1?

    Update messages are based on market data events that affect specific fields. For example, a QUOTE will affect BID, BIDSIZE, ASK, ASKSIZE and thus you will only get those fields for that specific UPDATE. Whereas, it may be the case that FIDs 3309 and 3316 are affected by some other market event which causes only those fields to be included in the UPDATE.

    As a test, I simply subscribed to US30YT=RR without specifying which specific fields I wanted, i.e. I want all fields, and I received field IDs 22, 25, 130, 3309 and 3316 within 1 single refresh response. I was testing after market hours so there were no market events, thus no UPDATE messages.

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