question

Upvotes
Accepted
3 0 1 2

Random Error with RFA API when querying for STOXX50E futures price

When querying for .STOXX50E futures HST_CLOSE or TRDPRC_1 using RFA API ,we randomly see this error

Reuters RFA log event Exception in procesEvent for event: 119. Error: Error occurred while processing event data for RIC /STXEZ2. Error: Failed to deserialise enum value 4 for FID PRE_1ET412. Error: RFA exception Error type:InvalidUsageException Severity: Error Classification: IncorrectAPIUsage.

Please let us know what could be the issue . This happens only for .STOXX50E futures

#technology#productrfa-apielektron-data-dictionary
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Hi @bopanna.alemada ,

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?
If so please can you click the 'Accept' text on the left side of the appropriate reply? This will guide all community members who have a similar question.

Thanks,
AHS

@bopanna.alemada

Hi,

Please be informed that a reply has been verified as correct in answering the question, and marked as such.

Thanks,

AHS

Upvotes
Accepted
79.2k 251 52 74

@bopanna.alemada

Sorry about the issue that you are facing.

The data dictionary files (RDMFieldDictionary and enumtype.def) may be outdated.

PRE_1ET412 "PRED 1 ET 412"      13113  NULL        ENUMERATED    3 ( 8 )  ENUM             1

I found this field in 4.20.01_TREP_13.51 and this field doesn't have any defined enumerations.

!
! VALUE      DISPLAY   MEANING
! -----      -------   -------
      0   "        "   Undefined
!

The PRE_1ET412 has been changed to CNTR_CYCL in the new version of the data dictionary (4.20.54_RealTimeDistributionSystem_22.71).

!
! Qualifier of the tertiary mid implied volatility.
!
CNTR_CYCL  "CONTRACT CYCLE"     13113  NULL        ENUMERATED    3 ( 3 )  ENUM             1

The enumerations of this field are:

!
! ACRONYM    FID
! -------    ---
!
EXPIR_CYCL  8934
CNTR_CYCL  13113
!
! VALUE      DISPLAY   MEANING
! -----      -------   -------
      0        "   "   undefined
      1        "D  "   Daily
      2        "W  "   Weekly
      3        "M  "   Monthly
      4        "Q  "   Quarterly
      5        "E  "   End Of Month
      6        "Y  "   Yearly
      7        "S  "   Semi-Annually

You can download the new version of the data dictionary from MyRefinitiv. It is in MDS - General and Refinitiv Real-Time Template Service Pack. Otherwise, you can get it from GitHub.

I hope that this information is of help

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvotes
3 0 1 2

Thank you, We will download new version for data dictionary and test .

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.