Elektron Realtime Cloud Websocket API, Data is 10 mins late. Data only updates once per minute

I'm new to using the elektron realtime websocket so apologies if I'm being a numpty.

We're requesting data for the front month contract of Brent Crude (LCOG1), which seems to be working fine. The problem is the timestamps in the data we're requesting all seem to be exactly 10 minutes behind current time. We're not sure exactly what each field code means, so if I could have a dictionary of what they mean that would be great. Also, we know that Brent is updated multiple times per minute but we're only getting update data dumps on every minute.

Thanks a lot for your time

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Accepted answers

Jonathan Haruni - Refinitiv

Some instruments on the feed will revert to delayed data if you are not licensed for the real time data. I’m not sure if that applies to ICE Futures and I’m uncertain about this theory because the programmed delay is usually more than 10 minutes. But it’s worth establishing that the credentials you are using to access the feed are licensed for real time. The help desk can do that for you, or your account team. (Please don't post your credentials here!)

Also you asked about a field dictionary. Go to the home page of this site, make sure you’re logged in, and click “Data Model Discovery”. One you are in the Data Model Discovery site, use the Search at the top, start typing “ICE Futures” and from the suggestions that pop up …..

you can pick Document -> Ice Futures -> Attachments -> Venue Guide for an overview of the exchange
you can pick Message 1161 -> Document UK ICE Futures -> Spec 4.0.3 for a detailed list of fields. Then click Show/Hide on any field for details.

All comments

zoya faberov

Hello @sanchezTJUK,

I just run a quick subscription request test of "LCOG1", over websocket, via python example, the timestamp looks up-to-date.

Could you please describe what code you are running to test, is it an example, which one? Which endpoint you are connecting to, and also if you have the output that shows which endpoint you are connecting to, please include the output?

Thanks

sanchezTJUK

The code we're using is "market_price_edpgw_service_discovery"

The output on the console is:

"endpoint":"apac-1-t3.streaming-pricing-api.refinitiv.com",
      "location":[
        "ap-southeast-1a"
      ],
      "port":443,
      "provider":"aws",
      "transport":"websocket"
"endpoint":"apac-3-t3.streaming-pricing-api.refinitiv.com",
      "location":[
        "ap-southeast-1a",
        "ap-southeast-1b"
      ],
      "port":443,
      "provider":"aws",
      "transport":"websocket"
"endpoint":"apac-2-t3.streaming-pricing-api.refinitiv.com",
      "location":[
        "ap-southeast-1b"
      ],
      "port":443,
      "provider":"aws",
      "transport":"websocket"
"endpoint":"emea-1.pricing.streaming.edp.thomsonreuters.com",
      "location":[
        "eu-west-1a"
      ],
      "port":443,
      "provider":"aws",
      "transport":"websocket"
"endpoint":"emea-3.pricing.streaming.edp.thomsonreuters.com",
      "location":[
        "eu-west-1a",
        "eu-west-1b"
      ],
      "port":443,
      "provider":"aws",
      "transport":"websocket"
"endpoint":"emea-2.pricing.streaming.edp.thomsonreuters.com",
      "location":[
        "eu-west-1b"
      ],
      "port":443,
      "provider":"aws",
      "transport":"websocket"
"endpoint":"amer-1-t3.streaming-pricing-api.refinitiv.com",
      "location":[
        "us-east-1a"
      ],
      "port":443,
      "provider":"aws",
      "transport":"websocket"

sanchezTJUK

I couldn't post a reply in the comments so I posted as an answer.

Sorry!

zoya faberov

Hello @sanchezTJUK,

This is the listing of all the endpoints that are discovered by the discovery mechanism. Guessing you are running discovery example.

Please include the output after this (excluding token) , login response and refresh?

sanchezTJUK

Thanks for getting back so quickly.

Connecting to WebSocket wss://amer-3-t3.streaming-pricing-api.refinitiv.com:443/WebSocket for session1...
WebSocket successfully connected for session1!
SENT on session1:
{
  "Domain":"Login",
  "ID":1,
  "Key":{
    "Elements":{
      "ApplicationId":"256",

RECEIVED on session1:
[
  {
    "Domain":"Login",
    "Elements":{
      "MaxMsgSize":61426,
      "PingTimeout":30
    },
    "ID":1,
    "Key":{
      "Elements":{
        "AllowSuspectData":1,
        "ApplicationId":"256",
        "ApplicationName":"ADS",
        "AuthenticationErrorCode":0,
        "AuthenticationErrorText":{
          "Data":null,
          "Type":"AsciiString"
        },
        "AuthenticationTTReissue":1607454310,
        "Position":"192.168.1.238/LAPTOP-8JVFTSO4",
        "ProvidePermissionExpressions":1,
        "ProvidePermissionProfile":0,
        "SingleOpen":1,
        "SupportBatchRequests":7,
        "SupportEnhancedSymbolList":1,
        "SupportOMMPost":1,
        "SupportOptimizedPauseResume":0,
        "SupportPauseResume":0,
        "SupportStandby":0,
        "SupportViewRequests":1
      },
      "Name":"AQIC5wM2LY4SfcxqjO%2BxjstYjtrJOoJAc1YJ4bpegqvMB%2BI%3D%40AAJTSQACMTAAAlNLABQtNjUzNDQ2MTkxODY1Mzk1MTMyNwACUzEAAjI3%23"
    },
    "State":{
      "Data":"Ok",
      "Stream":"Open",
      "Text":"Login accepted by host ads-fanout-lrg-az2-use1-prd."
    },
    "Type":"Refresh"

zoya faberov

Hello @sanchezTJUK,

I just connected to the exact same endpoint. I do not reproduce what you observe. My updates are the same timestamp as my current time, plus the time zone adjustment

 {
    "Fields":{
      "BID":48.86,
      "BIDSIZE":48,
      "EXCHTIM":"20:01:34",
      "QUOTIM":"20:01:34",
      "QUOTIM_MS":72094252,
      "QUOTIM_NS":"20:01:34.252",
      "TIMACT":"20:01:34"
    },
    "ID":2,
    "Key":{
      "Name":"LCOG1",
      "Service":"ELEKTRON_DD"
    },
    "SeqNumber":8976,
    "Type":"Update",
    "UpdateType":"Quote"
  }

current time being 3:01:x pm = 15:01 and as I am in time zone UTC +5. making it equal to 20:01

Are you running a standard example? Such as market_price_edpgw_authentication.py ? If that is not the case, please retest with standard example, you can download it from Websocket API sample applications.

If you still observe 10 min delay on your side with the standard example, the issue that is causing delay is very likely specific to your local environment, and I suggest to open a support case with Refinitiv Helpdesk Online to help you investigate it via your local environment.

Let us know how this works for you.

sanchezTJUK

We're running the "market_price_edpgw_service_discovery". I just ran it agin and we're 10 mins late

"EXCHTIM":"20:46:03"
"QUOTIM":"20:46:03"

Very Strange! I'll have a look at the market_price_edpgw_authentication.py and get back to you.

Thanks

Jonathan Haruni - Refinitiv

you can pick Document -> Ice Futures -> Attachments -> Venue Guide for an overview of the exchange
you can pick Message 1161 -> Document UK ICE Futures -> Spec 4.0.3 for a detailed list of fields. Then click Show/Hide on any field for details.

sanchezTJUK

Thanks a lot for your help.

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