For RIC RUONIA=CBRF unable to get VALUE_DT2 field in delta updates

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dmds-support
dmds-support Newcomer
in RFA

For RIC RUONIA=CBRF we want to source VALUE_DT2 field for effective date. We are receiving this field with initial full image when starting subscription but after that in delta updates we are not able to receive this field. We want developer community's help for the same.

We are using RFA JAVA api and connecting via TREP infrastructure.

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Best Answer

  • umer.nalla
    umer.nalla LSEG
    Answer ✓

    Hi @dmds-support

    I don't really understand from your reply above why you are blocked? As explained you can cache the values locally and then use those?

    VALUE_DT1, DT2, DT3 etc are ripple fields and if you refer to the RFAJ RDM Usage Guide section 6.4.2 states 'It is a responsibility of the Consumer application to ripple the Fields. The RFA does NOT ripple any fields on behalf of the Consumer application. The OMM OMMFieldList concept supports rippling. However, the OMMFieldList class does not cache, so it cannot ripple fields.

    Alternatively, If it is only published once a day, could you not just do a snapshot request at some time after the daily publish time? This will ensure you get a full refresh each time.


Answers

  • umer.nalla
    umer.nalla LSEG

    Hi @dmds-support

    The behaviour is intentional to reduce bandwidth usage and is standard practice for streaming market data.

    Standard practice from an application implementation is to create a local cache for the instrument and apply the updates to the cache.

    If and when the VALUE_DT2 field changes, you can expect to receive that in an update.

  • dmds-support
    dmds-support Newcomer
    https://community.developers.refinitiv.com/discussion/comment/85948#Comment_85948

    Hi @umer.nalla ,

    RIC RUONIA=CBRF is published once a day and when there is an update for rate and VALUE_DT1, VALUE_DT2 (Due to VALUE_DT1 move to VALUE_DT2) also gets updated but via API we only can get rate fields and VALUE_DT1 field but not VALUE_DT2.

    Due to Effective date and Publish date are different on this RIC and effective date is getting published on text field so we want to use VALUE_DT2 as effective date but we are blocked due to this.

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