RE: Orderbook snapshot failed | Case 06640276 [ ref:_00D30602X._5001W1FwHoS:ref ]

Ryan,

Additional
information from user

Hi Babita,

We had snapshot failed multiples times today on the same
contract. Below are few more examples. Something is not right, please let
us know once you hear from Reuters

2018-06-05 08:30:02.164_087
[127-c629db38:62d2eadc33:24829] [ULFLOW] (DEBUG) Order book snapshot for
OrderBookParameters : instrumentCode[FO;XCMEF1986828911] depth[10]
type[AGGREGATED] {}, timeout=1000

2018-06-05 08:30:02.164_091
[127-c629db38:62d2eadc33:24829] [ULFLOW] (DEBUG) InstrumentDefinitionProvider :
getInstrumentDefinition(FO;XCMEF1986828911)

2018-06-05 08:30:02.164_094
[127-c629db38:62d2eadc33:24829] [ULFLOW] (DEBUG) InstrumentDefinitionProvider :
getInstrumentDefinition(FO;XCMEF1986828911)

2018-06-05
08:30:02.164_097 [127-c629db38:62d2eadc33:24829] [ULFLOW] (DEBUG) Alias
resolution : FO;XCMEF1986828911 resolved to RFA;ESU8m

2018-06-05
08:30:03.164_233 [127-c629db38:62d2eadc33:24829] [MarketDataManager] (INFO)
OrderBook snapshot failed: <null> state: TIMEOUT

2018-06-05 08:30:04.170_418
[127-c629db38:62d2eae40a:24845] [ULFLOW] (DEBUG) Order book snapshot for
OrderBookParameters : instrumentCode[FO;XCMEF1986828911] depth[10]
type[AGGREGATED] {}, timeout=1000

2018-06-05 08:30:04.170_423
[127-c629db38:62d2eae40a:24845] [ULFLOW] (DEBUG) InstrumentDefinitionProvider :
getInstrumentDefinition(FO;XCMEF1986828911)

2018-06-05 08:30:04.170_426
[127-c629db38:62d2eae40a:24845] [ULFLOW] (DEBUG) InstrumentDefinitionProvider :
getInstrumentDefinition(FO;XCMEF1986828911)

2018-06-05 08:30:04.170_429
[127-c629db38:62d2eae40a:24845] [ULFLOW] (DEBUG) Alias resolution :
FO;XCMEF1986828911 resolved to RFA;ESU8m

2018-06-05 08:30:05.168_274
[127-c629db38:62d2eae40a:24845] [MarketDataManager] (INFO) OrderBook snapshot
failed: Subscription suspended state: REJECTED

2018-06-05 08:30:03.167_462
[127-c629db38:62d2eae01f:24839] [ULFLOW] (DEBUG) Order book snapshot for
OrderBookParameters : instrumentCode[FO;XCMEF1986828911] depth[10]
type[AGGREGATED] {}, timeout=1000

2018-06-05 08:30:03.167_467
[127-c629db38:62d2eae01f:24839] [ULFLOW] (DEBUG) InstrumentDefinitionProvider :
getInstrumentDefinition(FO;XCMEF1986828911)

2018-06-05 08:30:03.167_469
[127-c629db38:62d2eae01f:24839] [ULFLOW] (DEBUG) InstrumentDefinitionProvider :
getInstrumentDefinition(FO;XCMEF1986828911)

2018-06-05
08:30:03.167_472 [127-c629db38:62d2eae01f:24839] [ULFLOW] (DEBUG) Alias
resolution : FO;XCMEF1986828911 resolved to RFA;ESU8m

2018-06-05
08:30:04.167_575 [127-c629db38:62d2eae01f:24839] [MarketDataManager] (INFO)
OrderBook snapshot failed: <null> state: TIMEOUT

2018-06-05 08:30:05.171_222
[127-c629db38:62d2eae7f3:24849] [ULFLOW] (DEBUG) Order book snapshot for
OrderBookParameters : instrumentCode[FO;XCMEF1986828911] depth[10]
type[AGGREGATED] {}, timeout=1000

2018-06-05 08:30:05.171_226
[127-c629db38:62d2eae7f3:24849] [ULFLOW] (DEBUG) InstrumentDefinitionProvider :
getInstrumentDefinition(FO;XCMEF1986828911)

2018-06-05 08:30:05.171_228
[127-c629db38:62d2eae7f3:24849] [ULFLOW] (DEBUG) InstrumentDefinitionProvider :
getInstrumentDefinition(FO;XCMEF1986828911)

2018-06-05
08:30:05.171_232 [127-c629db38:62d2eae7f3:24849] [ULFLOW] (DEBUG) Alias
resolution : FO;XCMEF1986828911 resolved to RFA;ESU8m

2018-06-05
08:30:05.171_279 [127-c629db38:62d2eae7f3:24849] [ULFLOW] (INFO)
[MDSOrderBookEntry] [RFA;ESU8m, AGGREGATED] Rejecting snapshot:
subscriptionAvailable=true; subscription-state=ACTIVE; suspended=true

2018-06-05
08:30:05.171_437 [127-c629db38:62d2eae7f3:24849] [MarketDataManager] (INFO)
OrderBook snapshot failed: Subscription is suspended state: REJECTED

From: Sehgal, Babita R Sent: Tuesday, June 05, 2018 10:45 AMTo: 'customersupport@thomsonreuters.com' <customersupport@thomsonreuters.com>Subject: RE: Orderbook snapshot failed | Case 06640276 [
ref:_00D30602X._5001W1FwHoS:ref ]

Ryan,

As per
our conversation, Please see the following email from the user. I didn’t
find any issue at ads.log file (i.e overflow condition etc). Not sure,
why shapshot was failed. Please assist.

Hi Market Data
Team,

Please can you
check urgently why we are not able to get Order book snap shot for the ESU8.
When we tried to get the order book snap shot it failed.

2018-06-05
08:30:00.153_087 [127-c629db38:62d2ead3c3:24809] [ULFLOW] (DEBUG) Alias
resolution : FO;XCMEF1986828911 resolved to RFA;ESU8m

2018-06-05 08:30:00.153_176
[127-c629db38:62d2ead3c3:24809] [ULFLOW] (DEBUG) InstrumentDefinitionProvider :
getInstrumentDefinition(RFA;ESU8m)

2018-06-05 08:30:00.153_250
[127-c629db38:62d2ead3c3:24809] [ULFLOW] (INFO) [OrderBook AGGREGATED Retry on
RFA;ESU8m] Create new subscription with parameters {} and Instrument null

2018-06-05
08:30:01.153_444 [127-c629db38:62d2ead3c3:24809] [MarketDataManager] (INFO)
OrderBook snapshot failed: <null> state: TIMEOUT

2018-06-05
08:30:01.154_571 [127-c629db38:62d2ead3c3:24809] [ul-iris:RiskManager] (DEBUG)
Risk categories checked: exchange-tree-risk, client-tree-client-risk,
client-tree-market-risk, Filters checked: Authorisation, checks
price-deviation-tick(RefPrice=2751.75[Quotation.BEST BID PRICE]), checks
ordersize-units, checks market-impact-tick-percentage, Order Load, Daily

2018-06-05
08:30:01.154_621 [127-c629db38:62d2ead3c3:24809] [ul-iris:RiskManager] (INFO)
Checking order is finished : order is rejected

2018-06-05 08:30:01.154_659 [127-c629db38:62d2ead3c3:24809]
[RiskModuleManager] (WARNING) Pre trade rejection: [ULIRIS_700](OrderCheck
reject on (client/XAC/future/XCME/ES/201809) by evaluations: ([ULIRIS_207](No
orderbook available for instrument : FO;XCMEF1986828911); ));

Below are the
connection details:

rfa6.rsslConnection.serverList=mdpusnycpommga.bankofamerica.com

rfa6.login.username=app_us_ullink_prod

rfa6.dictionary.enum-file=/efs/dist/mdsinfra/global/DICT_BAML-201711-TR-4.20.30_TREP_17.91-0.1/common/config/enumtype.def

rfa6.dictionary.field-file=/efs/dist/mdsinfra/global/DICT_BAML-201711-TR-4.20.30_TREP_17.91-0.1/common/config/RDMFieldDictionary

rfa6.service-name=RSF

Thanks,

Babita

From:customersupport@thomsonreuters.com [mailto:customersupport@thomsonreuters.com] Sent: Tuesday, June 05, 2018 10:40 AMTo: Sehgal, Babita R <babita.r.sehgal@bankofamerica.com>Subject: Orderbook snapshot failed | Case 06640276 [
ref:_00D30602X._5001W1FwHoS:ref ]

Hi Babita,


Please provide the screenshot as discussed.



Thank you,



Ryan Deisner

Customer Service Distribution Specialist

Thomson Reuters

+1 888 319 5210



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