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mktdata avatar image
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Clear consumer's price cache when instrument phase [FID 8927] changes

Hello,

we use RFA 8.1 C++ api to consume level2 market data using MBP domain. Is it necessary that consumer client should clear their price cache when instrument phase changes? If there are prices in the book that causes book to be crossed during intra day auction then will TREP send delete instructions for those prices after instrument moves to continuous trading phase?

Does same logic applies to TRD STTUS[6614]?

rfarfa-api#content
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raksina.samasiri avatar image   raksina.samasiri

Hi @mktdata ,

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 next to the appropriate reply? This will guide all community members who have a similar question.

Thanks,

AHS

Jirapongse avatar image   Jirapongse

@mktdata

Hi,

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

Thanks,

AHS

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Gurpreet avatar image
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Hi @mktdata,

As far as I understand, instrument phase does not warrant clearing the cache - although some phase changes like market close will move the prices around and selectively clear some other price fields.

I would recommend that you post the question on my.refinitiv.com to speak with a content expert. The answer may be different for different markets.

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