TREP migration

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in TREP APIs

Hi I am working on TREP migration from TRIC
I know TRIC has already end of support, but is there any documents describing the pros and cons of these two distribution system?

Recently I am encountering an issue that the rate feeds from TRIC and TREP are different.
i.e. EUR=D2

Rates are received in RFA while no rates received in TRIC

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Best Answer

  • piyasak.chansaengsai
    piyasak.chansaengsai LSEG
    Answer ✓

    @Haseuser About the pros and cons between two distrubution system, the old version of TREP only supports point-to-point connection where as RTIC provides multicast support. However, the new version of TREP also support multicast connection as well.
    In addtion, TREP supports the new market data model named OMM which provides better data representation than SSL/TIBMsg as it supports complex data structure.
    Just in case if you would like to verify if the rate received by the application is correct. You may compare the data with the tick historical data provided by TRTH product (TR Tick History). The TRTH can show the historical data in tick-by-tick.
    Note that you may need to check if your TREP has conflation feature enabled. If this feature is enabled, that means some updates may be aggregated into a single update.

Answers

  • piyasak.chansaengsai
    piyasak.chansaengsai LSEG

    @Haseuser Did you mean RTIC? And what is the exact version of RFA API you are using, e.g. C++/Java/.NET?

    Note: I've done a quick test by subscribing to the RIC EUR=D2 via TREP and got the PRIMACT_1 alone where BID & ASK were in the same update as well.

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