Streaming data is missing update events

bansalshah
bansalshah Explorer
in Elektron

Hi team,

I am trying to run MarketPrice code with Streaming enabled with the following request:

{
  "ID": 2,
  "View": [
    "BID",
    "BIDSIZE",
    "ASK",
    "ASKSIZE",
    "BID_ASK_DT",
    "VWAP",
    "TRDPRC_1",
    "ACVOL_1"
  ],
  "Key": {"Name": "/IBM.N"}
}

The refresh message looks like below:

[{
  "Type": "Refresh",
  "Fields": {
    "TRDPRC_1": 133,
    "ASKSIZE": 0,
    "VWAP": 133.3776,
    "ASK": 0,
    "ACVOL_1": 833842,
    "BID_ASK_DT": "2019-08-20",
    "BID": 0,
    "BIDSIZE": 0
  },
  "Qos": {
    "Rate": "JitConflated",
    "Timeliness": "Realtime"
  },
  "State": {
    "Stream": "Open",
    "Data": "Ok",
    "Text": "*All is well"
  },
  "PermData": "AwEBQBfA",
  "ID": 2,
  "SeqNumber": 15088,
  "Key": {
    "Service": "ELEKTRON_DD",
    "Name": "/IBM.N"
  }
}]

So I am expecting multiple events after it but looks like I get an update every 30 seconds or so. I see following sort of update messages:

"DoNotConflate": true,
  "DoNotRipple": true,
  "ID": 2,
  "SeqNumber": 45454,
  "UpdateType": "Multiple",

And when I read about UpdateType as "Multiple" , it says the response is filtered and conflated. But how to not do it and get all the events?

Tagged:

Best Answer

  • nick.zincone
    nick.zincone admin
    Answer ✓

    Hi @bansalshah,

    You are requesting for the delayed RIC "/IBM.N" which I believe provides data delayed by at least 15 minutes and will send out updates every 30 seconds or so as you observed. If you are interested in getting all events, you need to specify the realtime RIC "IBM.N" (no slash) - assuming you are permissioned for this.

    Please note: when you are using the WebSocket interface, it provides a conflated service. I believe it is a 3 second trade-safe conflation which will conflate quotes but provide all trades.

Answers

Categories