How to get correct RespType Enum value?
We have an application and on any venue we subscribe to we get the following for all events (Trades/Quote/Cancels etc)
respType="Update" respTypeNum="INSTRUMENT_UPDATE_UNSPECIFIED"
I know from the developers guide this can be
INSTRUMENT_UPDATE_UNSPECIFIED=0
INSTRUMENT_UPDATE_QUOTE=1
INSTRUMENT_UPDATE_TRADE=2
INSTRUMENT_UPDATE_NEWS_ALERT=3
INSTRUMENT_UPDATE_VOLUME_ALERT=4
INSTRUMENT_UPDATE_ORDER_INDICATION=5
INSTRUMENT_UPDATE_CLOSING_RUN=6
INSTRUMENT_UPDATE_CORRECTION=7
INSTRUMENT_UPDATE_MARKET_DIGEST=8
INSTRUMENT_UPDATE_QUOTES_TRADE=9
INSTRUMENT_UPDATE_MULTIPLE=10
INSTRUMENT_UPDATE_VERIFY=11
Is there anything I should be doing to get these Update Types?
Thanks,
Shaun
Best Answer
-
Hello @Shaun
I am not a data/content expert so I cannot answer your question. But you can enable the RFA C++ trace file to verify the response type value that the API received from the Refinitiv Real-Time with the following RFA C++ configurations
\Connections\<Connection Name>\traceMsgToFile = true
\Connections\<Connection Name>\traceMsgDomains = "all"
\Connections\<Connection Name>\traceMsgMaxMsgSize = 10000000
\Connections\<Connection Name>\traceMsgMultipleFiles = true
\Connections\<Connection Name>\traceMsgFileName = <path to log file>However, I strongly suggest you contact the data/content support team directly to help you check the data behavior. You can contact them via the https://my.refinitiv.com/content/mytr/en/productsupport.html website and choosing the following conditions:
- Get Support -> I cannot find content I am looking for
- Product --> Refinitiv Real-Time
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Answers
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Hi @Shaun ,
The response type will change as the trading phase of the market changes. During market hours it will be Trade/Update/Update unspecified depending on if order was added/deleted from the book, or if the order matched.Similarly, other events will be autoatically disseminated when market activity happens. For e.g. you should get a closing run within hour or two of market close, etc.
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Thanks Gurpreet.
We are just not seeing these change at all. We ran the application for 24hrs for our interested venues but didn't see it change.
Is there a specific RFA version or API call we need to make to expose these?
Thanks,
Shaun
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Thanks @wasin.w - The problem that we are seeing is that it never changes for all the venues that we subscribe. Its always INSTRUMENT_UPDATE_UNSPECIFIED even if there are say Quote fields or Trade fields in the message.
Is it common for multiple exchanges not to send this?
Thanks,
Shaun
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