Update messages of batch request

Leon.Hong
Leon.Hong LSEG
in RFA

Greetings

I created a client to send batch request for EUR=, AUD= and CAD=;

But in the update messages, there is no field to indicate what the RIC this message belongs to, example as below:

MESSAGE
Msg Type: MsgType.UPDATE_RESP
Msg Model Type: MARKET_PRICE
Indication Flags: DO_NOT_CONFLATE
Hint Flags: HAS_RESP_TYPE_NUM | HAS_SEQ_NUM
SeqNum: 45374
RespTypeNum: 0 (UNSPECIFIED)
Payload: 25 bytes
FIELD_LIST
FIELD_ENTRY 3378/PCTCHG_3M: 0.17
FIELD_ENTRY 3379/PCTCHG_6M: -3.13
FIELD_ENTRY 3380/PCTCHG_MTD: 0.66
FIELD_ENTRY 3381/PCTCHG_YTD: -5.24

MESSAGE
Msg Type: MsgType.UPDATE_RESP
Msg Model Type: MARKET_PRICE
Indication Flags: DO_NOT_CONFLATE
Hint Flags: HAS_RESP_TYPE_NUM | HAS_SEQ_NUM
SeqNum: 45390
RespTypeNum: 0 (UNSPECIFIED)
Payload: 13 bytes
FIELD_LIST
FIELD_ENTRY 114/BID_NET_CH: 0.0010
FIELD_ENTRY 372/IRGPRC: 0.08

Without the RIC code, I found it is impossible to distinguish the update message in a single processEvent.

If I do want to use the batch request feature, Any suggestion to resolve this please?

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Best Answer

  • moragodkrit.chumsri_1
    moragodkrit.chumsri_1 LSEG
    Answer ✓

    @Leon.Hong

    RFA has a concepts of handle which application can used to identify subscription.

    The first response (refresh or status) for an item specified in a batch item name list always includes the item name and the item handle. The client can use the item handle to identify subsequent response messages for the item or perform any kind of reissue on the newly created stream.

    You may create item map to keep item name and item handle returned with Refresh message. And then use the map to check item name from the handle returned with the update message.

    Our example StarterConsumer_BatchView also use this approach to check item name.
    Section 7.8.3 Processing Batch Individual Item Responses from RFA C++ Developer Guide provide some example and details for process the batch item response.

Answers

  • Leon.Hong
    Leon.Hong LSEG

    Thank you very much, moragodkrit

    I checked the result, and do find the first three message will return a specific handle for each ric!

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