Websocket realtime update fields

m.bunkowski
m.bunkowski LSEG
in WebSocket API

Hi Team,

Question that is more related to content but let me try.

Client complains that the update message contains the fields that are not updated and have the same value as before. Where I can understand it for the field like BID as there could be another BID with the same price but how to explain e.g. STOCK_TYPE. Currently they need to apply an additional filter to see the fields that were updated with a value that is different from the previous one.

Is there a was that we can configure a request so we are getting actually only fields that were updated?

Below are the two consecutive responses as you can see BID and STOCK_TYPE are identical.

Appreciate your help and guidance.

1713534913880.png

1713534921688.png

Tagged:

Best Answer

  • nick.zincone
    nick.zincone admin
    Answer ✓

    Hi @m.bunkowski

    I think the basic logic around updates is not so much around only changes in fields, but around a change in a specific type of event - an event meaning a quote. For example, if there is a change in the "top of book", meaning the latest quote, what would normally come down are the fields related to a quote, i.e. BID, ASK, BIDSIZE, ASKSIZE. If there is only a change in the BID, you will still see all quote-related fields carried within the update.

    That general theme I believe continues throughout updates - which depends on the type of update and the asset type. So a trade event would likely include many trade-related fields, some of which won't change. I don't know the specific rules or policies around which fields are part of an event update, but I believe that is the general approach.

Categories