Getting delayed data from ADS Host

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arpita_shah
arpita_shah Newcomer
in RDMS

We've been having some issues with live data from RDMS. Basically, we look at refinitiv as close to 7:30 PM UK time as possible to estimate the settlement price for brent.

For example for Dec brent (LCOZ5) - we were expecting the settlement price of 70.38 and the value we got back was 70.18.

The price we got appeared to be a delayed price.

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Answers

  • Gurpreet
    Gurpreet admin

    Hello @arpita_shah

    You didn't specify the date or the field that you are getting this price from. I downloaded the raw tick data for this instrument and do see a price of 70.18 in couple of fields at 18:30 UTC for 29/07/2025

    LCOZ5,Market Price,2025-07-29T18:30:21.691216808Z,+1,Raw,UPDATE,TRADE,,,,119,,20190,,15
,,,,FID,14272,,OFBKTIM_NS,18:30:21.621034000,
,,,,FID,5305,,OFFBK_TIM,18:30:21.000000000,
,,,,FID,4109,,OFFBK_PRC,70.18,
,,,,FID,5304,,OFFBK_DATE,2025-07-29,
,,,,FID,997,,GEN_VAL2,3,
,,,,FID,1067,,EXCHTIM,18:30:21.000000000,
,,,,FID,5,,TIMACT,18:30:21.000000000,
,,,,FID,4111,,OFFBK_TYPE,SYS,
,,,,FID,8643,,OFFBKTRDID,12000011411763,
,,,,FID,1002,,GV3_TEXT,SYS,
,,,,FID,1061,,GV1_TIME,18:30:21.000000000,
,,,,FID,9065,,OFBKTIM_MS,66621621,
,,,,FID,996,,GEN_VAL1,70.18,
,,,,FID,8537,,OFFBK_CD_N," ",
,,,,FID,6582,,TRVOLOFFBK,3,
  • arpita_shah
    arpita_shah Newcomer

    Hello,
    The data was compared yesterday (as published on 29th July 2025).
    We are particularly interested in bid_price, ask_price and settlement_price.
    Also noticed that the settlement price was updated at 18:51:13.
    But according to ice says this product is settled as below:

    Daily Settlement: The weighted average price of trades during a two minute settlement period from 19:28:00, London time.
    https://www.ice.com/products/219/Brent-Crude-Futures

    image.png
  • Gurpreet
    Gurpreet admin
    https://community.developers.refinitiv.com/discussion/comment/127211#Comment_127211

    The raw tick feed carries this information as well. The final settlement happened at 18:51:13 UTC for a price of 70.38. The update message for this event was sent out at 2025-07-29T18:51:13.231378621Z

    LCOZ5  Market Price 2025-07-29T18:51:13.231378621Z

SETL_TYPE = 1  (FIN) 
OFF_CLS_DT= 2025-07-29             
SETTLE = 70.38                  
SETTLEDATE= 2025-07-29             
SETTLE_TIM= 18:51:13.000000000     
OFF_CLOSE = 70.38                  
TIMACT = 18:51:13.000000000     
EXCHTIM = 18:51:13.000000000

    If your results do not match this, then I would suggest running the application in debug mode and capturing the raw OMM data received from ADS, so that we can compare.

  • arpita_shah
    arpita_shah Newcomer
    https://community.developers.refinitiv.com/discussion/comment/127213#Comment_127213

    Apologies for not being clear earlier, What we meant is:

    We requested bid and ask at around 2025-07-29 7:30pm (london time) and expect the mid point of these values to be close to the later published settlement.
    But the value we actually got via this process is 70.18, which is co-incidentally the price we see for this same instrument via historical data was of ~ 15 minutes earlier.
    Can we please check why we were having historical data for bid and ask price via ADS.
    for reference the snapshot of historical data between 2025-07-29 18:15 and 2025-07-29 18:30

    image.png
  • Gurpreet
    Gurpreet admin

    You will need to enable OMM logs and capture the raw data of what the application received.

    The real time feed data that I have shows that the BID/ASK at 18:30 UTC were around 70.40.

    Are you recording the status messages from ADS? Does it show the feed/data going state around that period?

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