Quote Updates

ninos.7
ninos.7 Newcomer
in EMA

Hi,

I am subscribing to data via EMA Java API. Basically, I subscribe to 3 fields. BID, ASK, LAST (TRDPRC_1). The issue am having is that I don't get data for TRDPRC_1 and also, I get data for both BID and ASK even if there are no updates.

I would like to only get data when there are updates. Does this mean that I have to ignore processing

messages in method "onRefreshMsg" and only process "onUpdateMsg"?

Also, why am I not getting data for TRDPRC_1?

Regards,

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Best Answer

  • umer.nalla
    umer.nalla LSEG
    Answer ✓

    Hi @ninos.7

    I am going to assume you are consuming Refintiv Elektron realtime data (as opposed to any internally published data).

    Generally speaking, you will only get a particular field in an update if there has been associated activity. Therefore you will get a TRDPRC field update if there has been related trade activity.

    You may be getting BID/ASK field updates even when the actual BID/ASK price has not changed - if other quote related fields have changed e.g BID_SIZE/ASK_SIZE.

    The updates are generally dictated by what we receive from the Exchange/provider- so if an exchange/provider issues update with, for example, BID and BID_SIZE (where only BID_SIZE may have changed) and you are only subscribing to BID - then you will still get the update.

    The API just passes on what it receives from the server.

    IF however, you believe the data you are receiving is incorrect please raise an Elektron Realtime content ticket with details of the RIC you consuming and examples of the incorrect data with timestamps etc. The content team can then investigate this matter for you.


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