REDI CacheControl: "Date" field

patrick.noble
patrick.noble Newcomer
in REDI API

I'm developing a C# app to work with the REDI API. It uses the CacheControl object to subscribe to CacheEvents, and I've used your example as a starting point:

https://github.com/Refinitiv-API-Samples/Example.REDI.CSharp.Examples/tree/master/REDIConsoleOrders

One of the data fields in each CacheEvent is called "Date". My questions are:

  1. What is the meaning of this "Date" field?
  2. The value of the "Date" field includes both date and time information, but no time zone. So I need the time zone to use it correctly. Is it represented in UTC, America/New_York, the timezone of the machine running the REDIPlus app, or some other time zone?
  3. Can I expect the CacheEvents received during a session to all be the same? For example, if I start my REDIPlus app on Sunday at 21:05 New York time and let it run until it's forced to log off by the system at 20:00 Monday, will the value of "Date" be the same for all CacheEvents received during that time period?

Thanks in advance for your help.

Patrick

Tagged:

Best Answer

  • brian.mullane
    brian.mullane LSEG
    Answer ✓

    Hi @patrick.noble,


    1) The "Date" field shows both the date and a time value, but the time value should be ignored. (i.e. take only the date from "Date").

    2) The time zone used is the local machine time.

    3) You should expect the date values to change as the actual dates change. (e.g. if an execution is received on 6/2, the Date will be 6/2, even if the initial snapshot occurred on 5/31)


    Thanks,

    Brian

Answers

  • patrick.noble
    patrick.noble Newcomer

    One more question... At what time does the "Date" value change to the next day?

    Thanks,
    Patrick

  • patrick.noble
    patrick.noble Newcomer

    It's been a week since I asked this question, with no reply. Is someone available to answer, please?

  • patrick.noble
    patrick.noble Newcomer

    Hi Zoya, thanks for getting back to me.

  • patrick.noble
    patrick.noble Newcomer
    https://community.developers.refinitiv.com/discussion/comment/78818#Comment_78818

    The "Date" field is one of several fields returned by the CacheEvent object. The list of fields we are parsing follows. (The raw REDI field name is on the left, you can ignore the string on the right of each row):

  • patrick.noble
    patrick.noble Newcomer
    https://community.developers.refinitiv.com/discussion/comment/78820#Comment_78820


    "Account",
    "AccountAlias",
    "ActCleanNum",
    "Agency",
    "AllOrNone",
    "BID",
    "BranchCode",
    "BranchSeq",
    "ClientData",
    //"CrossSession",
    "Currency",
    "Date",
    "DispSize",
    "EntryUserID",
    "Exchange",
    "ExchangeType",
    "ExecPrice",
    "ExecQuantity",
    "LeavesQty",
    "Memo",
    "MessageSource",
    "MsgPriceType",
    "OrderRefKey",
    "OrdStat",
    "ParentOrdRefKey",
    "PrefMarketMaker",
    "Price",
    "PriceType",
    "Quantity",
    "RefNum",
    "RegionGroup",
    "RIC",
    "Sector",
    "Sedol",
    "Side",
    "StopPrice",
    "Symbol",
    //"TIF",
    "Time",
    "UnderlyingSymbol",
    "PriceDesc"

  • patrick.noble
    patrick.noble Newcomer

    And here is an extract of our code:

    Fields = new Dictionary<string, OrderElement>();            foreach ((string, string) s in OrderFields.FieldNames)
      OrderElement oe = new OrderElement(s);                      oe.Value = StreamREDIMessages.GetCell(cc, row, s.Item1, out int errCode).ToString().TrimStart();                      Fields.Add(oe.REDIFieldName, oe);


    cc is a reference to the CacheControl object





Categories