How to fetch time stamp in response message of a Stock Ric

Leon.Hong
Leon.Hong LSEG
in RFA

Greetings everyone!

On behalf of one Chinese client, could I ask a question about timestamp, the RIC is JD.NB.

In their client application, they tried to use FID=378 or FID=18 to fetch the timestamp of any stock info update. But seems not every response message contains timestamp from those two FIDs. As followed is one example client provided, could I ask which FID we should use to get timestamp for every response message? Or what is the normal practice for such a requirement?

Thank you very much in advance!

---

MESSAGE


ServiceName:ELEKTRON_DD


Name:JD.NB


NameType:1


RIC INFO:

14206/BLKTIM_MS:
Fri Feb 19 01:00:27 CST 2016


6908/BLKTRDVOL: 9000


13551/PRE_2ET230: 43


3422/PROV_SYMB: JD


6401/DDS_DSO_ID: 8202


1/PROD_PERM: 7944


3183/LIST_MKT: Q


728/BCAST_REF: JD.O


11641/PRE_4TX084: @

7065/PRE_INT186:
30


13437/PRE_2ET116: 1


12820/IPO_FLAG: N 2


1404/ODD_VOLUME: 94322.0


8311/BCASTREF32: JD.O


4760/THRESH_IND: 11


8493/PRE_4TX046: XNAS


373/IRGVOL: 300.0


43/BLKVOLUM: 181412.0


14/PRCTCK_1: ?1


13552/PRE_2ET231: 1354


3308/CLASS_CODE: A


19/OPEN_PRC: 25.9


8992/CAN_EXID: 0


21/HST_CLOSE: 25.72


3598/CRSTRD_PRC: 25.9


8980/IRG_EXID: 1354


42/BLKCOUNT: 10.0


198/LOT_SIZE_A: 100.0


6577/SH_SAL_RES: N1


6480/SPS_SP_RIC: .[SPSNB3


1080/PREF_DISP: 8097


6585/CAN_COND: 0


11/NETCHNG_1: -0.34


178/TRDVOL_1: 100.0


6638/TRADE_EXID: NAS43


8667/PRE_24T036: 4014084


8550/LMT_CAL_CD: 2


372/IRGPRC: 25.3384


4742/CUSIP_CD: 47215P106


78/OFFCL_CODE: 00047215P106


12819/INVERS_IND: N 2


9210/BLK_DATE: Thu Feb 18 08:00:00 CST 2016


3694/MNEMONIC: JD


9063/IRGTIM_MS: 62254960


118/PRC_QL_CD: 0


3263/PREV_DISP: 5320


79/HSTCLSDATE: Wed Feb 17 08:00:00 CST 2016


9243/PRE_DT132: Thu Feb 18 08:00:00 CST 2016


30/BIDSIZE: 700.0


869/OFF_CD_IND: CUS4


3888/FIN_STATUS: N


12818/ETP_FLAG: N 2


5357/CONTEXT_ID: 2229.0


13/LOW_1: 25.01


8511/PRE_4TX064: @O X


3861/BLK_PRC1: 25.37


8665/PRE_24T034: 000003OW9T


1044/GV4_FLAG:

77/NUM_MOVES:
17093.0


3855/QUOTIM_MS: 62568499


6/TRDPRC_1: 25.38


6614/TRD_STATUS: N 1


56/PCTCHNG: -1.3219


11622/PRE_4TX065: @F o


374/IRGCOND: DAP2365


14249/PRE_117_MS: Thu Feb 18 22:30:01 CST 2016


3/DSPLY_NAME: JD.COM
INC ADR


5520/IRG_TRDID: 000003YYTF


1709/RDN_EXCHD2: NXB1042


16/TRADE_DATE: Thu Feb 18 08:00:00 CST 2016


1465/ADJUST_CLS: 25.72


3854/SALTIM_MS: 62556960


259/RECORDTYPE: 113


378/INSCOND: 0


6615/HALT_RSN: UN23


60/CLOSE_BID: 25.71


8636/NA_MSG_TYP: Q


3984/TRD_TYPE: T


3580/BID_ASK_DT: Wed Feb 17 08:00:00 CST 2016


53/TRD_UNITS: 4DP 4


22/BID: 25.38


15/CURRENCY: USD840


32/ACVOL_1: 6041194.0


6918/AC_VOL_CRS: 128488


12784/TEST_MSG: 1


4349/IRGDATE: Thu Feb 18 08:00:00 CST 2016


61/CLOSE_ASK: 25.72


6922/ODD_TRDVOL: 16


13416/LOTSZUNIT2: SHARE53


32743/ACVOL_UNS: 6041194


8947/M_SHS_PROP: SHSMF_ 6


4343/LOT_IND: RO3


7066/PRE_INT187: 63


8547/M_SHS_COND: N


4757/IRGSALCOND: @4 W


31/ASKSIZE: 616.0


14251/PRE_119_MS: Fri Feb 19 01:22:36 CST 2016


3386/QUOTE_DATE: Thu Feb 18 08:00:00 CST 2016


25/ASK: 25.39


3900/TRADE_ID: 4014131


4756/LSTSALCOND: @

13402/COR_EXID:
0


12846/PRE_1ET145: 0


4763/RETRAN_IND: 11


9244/PRE_DT133: Thu Feb 18 08:00:00 CST 2016


12/HIGH_1: 25.9


4205/ODD_PRC: 25.38


13417/IPO_QR_CD: 0


8634/INST_CLA_N: Z

4179/LEVERAGE:
0.0


9057/HLT_RSMRSN: 0


40/CTS_QUAL: 0


131/PRC_QL2: 0


13495/PRE_2ET174: 43


8666/PRE_24T035: 106865


8927/INST_PHASE: T 3

Tagged:

Best Answer

  • steven.peng
    steven.peng LSEG
    Answer ✓

    You can use FID 3854: SALTIM MS and FID 3855: QUOTIM_MS. If the update is a quote, FID 3855 should be presented, otherwise, the update message should be a trade and FID 3854 should be presented. Both fields can be converted to a long from the OMM Data and can be convert to a formatted time string using standard Java Datetime formatting functions.

Answers

  • pimchaya.wongrukun01
    pimchaya.wongrukun01 LSEG

    You can use the following example source code to convert SALTIM_MS or QUOTIM_MS to be time:

    //millisecData is
    a String which is value of SALTIM_MS or QUOTIM_MS

    double milliseconds =
    Double.parseDouble(millisecData);

    //1. Divide the
    milliseconds value by 1000.

    double seconds =
    milliseconds / 1000.0d;

    //2. Take the
    result in (1) and divide by 60

    double minutes = seconds
    / 60.0d;

    //3. Take the
    result in (2) and divide by 60.

    //When you round
    down the result, you will get the hour value

    double hours = minutes /
    60.0d;

    int hr =
    (int)hours;

    //4. Take the
    number after the decimal points from (3) and multiply by 60.

    //When you round
    down the result, you will get the minute value.

    double remainder_min =
    (hours) - hr;

    double remainder_sec =
    (remainder_min) * 60;

    int min =
    (int)remainder_sec;

    //5. Take the
    number after the decimal points from (4) and multiply by 60;

    //When you round
    down the result, you will get the second value.

    double remainder_ms =
    (remainder_sec) - min;

    double remainder_msec =
    (remainder_ms) * 60;

    int sec =
    (int)remainder_msec;

    //6. Take the number
    after decimal from (5) and multiply by 1000;

    //When you round
    down the result, you will get the millisecond value.

    double remainder_milisec
    = (remainder_msec) - sec;

    double milisec_raw =
    remainder_milisec * 1000;

    int ms =
    (int)Math.round(milisec_raw);

    System.out.format("Time is %02d:%02d:%02d.%03d%n",hr,min,sec,ms);

    Example output:

    QUOTIM_MS: 24369090

    Time is 06:46:09.090

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