Why some message miss subscribed fields?

joelxzhang
joelxzhang Newcomer
in WebSocket API

I'm using WebSocket API to subscribe fx rate from refinitiv.

I subscribe "ASK", "BID" for price and "QUOTE_DATE", "QUOTIM_MS" indicate rate event time.

Why some message I received only contains "ASK", "BID" fields?

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Best Answer

  • pimchaya.wongrukun01
    pimchaya.wongrukun01 LSEG
    Answer ✓

    Hello @joelxzhang

    Views feature that you use allows the client application to request specific fields. After the feed/exchange sends the fields to the server, the server will filter out the fields which you do not request so only requested fields sent to you. Hence, the feature does not guarantee that every message contains all fields you specific. This depends on the feed which generates/sends the fields of each message to the server. In your case the feed did not generate QUOTE_DATE and QUOTIM_MS in every message that why's you received only ASK and BID which you specific in the request.

    This is data question that the feed does not send "QUOTE_DATE", "QUOTIM_MS" with ASK and BID in every message. I would suggest you reach out to the Refinitiv Helpdesk as they have feed/data specialists who can help you on this.

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