How to Get Snapshot Data from open item stream

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mzmuda33
mzmuda33 Newcomer
in EMA

I am planning to have an open item streams that will send out updates to multiple users.

Over time more users may subscribe to updates for the open item stream(s).

When a new users subscribes I would like to first send them the current snapshot data at that point in time before they start to get the updates from my open stream.

I believe I have 3 options with EMA:

1) Send a new request (without interest) for the item I am already streaming to receive the snapshot data

2) Send a reissue request for the item I am already streaming. I believe this will result in snapshot data being sent but may have some impact to all existing connected users

3) Custom solution where my application caches and updates the cache of of item data (not my preference as I will likely be streaming hundreds if no thousands of items at any given time).

Are there any other options? Is my option 1 better then option 2 to minimize impact to users?

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Best Answer

  • Gurpreet
    Gurpreet admin
    Answer ✓

    Hi @mzmuda33 ,

    All these options are possible. If you are already fanning out a single open stream to multiple consumers, then there is not programmatic advantage for your application to not maintain a cache and keep it current with every update. Using Option 1 and 2 will un-necessarily complicate the application.

Answers

  • umer.nalla
    umer.nalla LSEG

    Hi @mzmuda33

    Also, please note that if you are fanning out exchange or other fee liable data to downstream consumers, those users must also be licenced/permissioned to access that data. Please confirm with your Market Data team and/or your Refinitiv accounted team that this is the case.

    Failure to implement entitlement checking / correct licences when distributing fee liable data downstream can lead to fines etc from the data vendors e.g exchanges.

    You can use OpenDACS API or ODPS system to perform proxy permissioning for downstream consumers e.g. Open DACS and Open DACS Permission Server | Refinitiv Developers

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