Not getting certain RIC's back only once every 2-3 weeks

charl.bester
charl.bester Newcomer
in Elektron

Good day.
We are facing an issue that on certain days we are not receiving all the RIC's we are requesting back. We have seemed to identify a pattern where it would happen either every Wednesday or every second Wednesday, other than that we are getting all the RIC's on the other days with no issue.
We are usually either missing ZARON= or ZARTN= but did have an instance where we were missing USDON=.

We are receiving the data as is from Refinitiv and then we have models that conform to the data, after that we are filtering out what we don’t need and making our calculations.

Our ZAR RIC price requests are for real time movements in the market, so if there are any updates in the market for the specified RIC’s we will receive it.

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  • umer.nalla
    umer.nalla LSEG
    Answer ✓

    Hi @charl.bester

    Are you processing UpdateMsgs and logging them to your application log file?

    For any RICs that you do not receive data back, you should be getting a StatusMsg with a reason why.

    Are you snapping the data or subscribing for streaming with updates? If streaming, then do you continue to receive updates for the other instruments? I am trying to ascertain if the connection to the server remains active or if perhaps you are being disconnected after receiving most of your Initial RefreshMsgs.

    Also, how many instruments are you subscribing to?

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