One of our clients reported the following use case :
They publish prices for instruments through ATS, and sometimes they "update" the fields that they publish for some instruments (Ex : Before ATS update command, they publish ASK for RIC_A= and after the command they publish ASK and BID for RIC_A=).
We asked them what is the ATS command they are using, they answered this :
Thank you for the call yesterday and as mentioned here is an example message which is sent to all consumer clients with a subscription open to a RIC when its FID structure is changed “on the fly”. This message logged by the RTDS TestClient whilst subscribing to the RIC MRT_AU3SG0002710 which had an additional FID added. The consumer contribution command to add a FID was ATS_ADDFIELD_S. Note that the RIC is not removed from the ATS service, meaning it is not deleted by the ATS, but the structure is updated. Once the consumer clients re-subscribe to the RIC they will receive the new RIC FID structure and associated data image. --- --- --- --- --- sample message received by downstream consumer client --- --- --- --- --- [Tue Sep 05 14:09:19.720 2023] <!-- rwfMajorVer="14" rwfMinorVer="1" --> <statusMsg domainType="RSSL_DMT_MARKET_PRICE" streamId="6" containerType="RSSL_DT_NO_DATA" flags="0x28 (RSSL_STMF_HAS_MSG_KEY|RSSL_STMF_HAS_STATE)" dataState="RSSL_DATA_SUSPECT" streamState="RSSL_STREAM_CLOSED" code="RSSL_SC_NONE" text="" dataSize="0"> <key flags="0x7 (RSSL_MKF_HAS_SERVICE_ID|RSSL_MKF_HAS_NAME|RSSL_MKF_HAS_NAME_TYPE)" serviceId="305" name="MRT_AU3SG0002710" nameType="1"/> <dataBody> </dataBody> </statusMsg>
So it seems that they use ATS_ADDFIELD_S command.
Now, on our side we would like to emulate such command with WebSocket API JSON sample.
The idea for us is to replicate what the client is doing using WebSocket API Try It Now ! tool, since we do not have an ATS service.
The purpose behind this is to improve our application. We would like to be notified whenever the publication is updated through a ATS_ADDFIELD_S command, to update our subscription to the Refinitiv service.
Could you please help us ?