question

Upvotes
Accepted
mktdata avatar image
185 ●6 ●12 ●26

Replay recorded file

Hello, we are using RFA 8.1 C++ api to consume Level2 market data using MBP and LL2(MP) domain.

We have seen few cases of stale data recently leading to crossed book. To be able to troubleshoot this issue we wanted couple of things from you

  • Is it possible for you to provide us with replay able tick file for given duration?
  • Do you have a utility tool that can replay this recorded file and our feed handler should be able to consume data from this utility. So our feed handler will connect to this utility instead of TREP server. Is it possible?
rfa#productrfa-api
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.

wasin.w avatar image   wasin.w

Hello @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

3 Answers

· Write an Answer
Upvotes
Accepted
Jirapongse avatar image
79.2k ●251 ●52 ●74

@mktdata

Thank you for reaching out to us.

Sorry. I can't provide the recorded data to you. However, you can use the testclient tool to record the data in your environment. and then use the testserver tool to replay the data. RFA C++ can connect to the testserver tool to consume the recorded data.

You can download these tools (Infrastructure Tools) and sample canned data from here.

Please refer to the document in the package regarding how to use these tools to record and replay data.

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.

Upvote
wasin.w avatar image
24.7k ●54 ●17 ●14

Hello @mktdata

There is the Quick Start Guide to Recording and Playback of Refinitiv Real-Time Data article that might help you with recording and replaying data too.

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
mktdata avatar image
185 ●6 ●12 ●26

@Jirapongse @wasin.w We have a tick file for a duration when we think there was a stale data in our book. Is testserver capable of replaying data from a tick file? If not testserver, do you have any other utility to achieve this?

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.

Jirapongse avatar image Jirapongse

@mktdata

Is a tick file from Refinitiv Tick History?

As I know, testserver can replay data recorded by testclient.

However, please contact the RTDS support team directly via MyRefinitiv to confirm this.

Another replay utility could be Replay Service.

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.