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JOX avatar image
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Inconsistency existence field data in Refinitiv DataStream

Hi guys,

We subscribe 14 RIC for get reference rate data, the method to get data is trigger scheduler to retrieve data which trigger when 5 minutes after publication time of RIC. Scheduler trigger 3 times with delay 5 minutes , 10 minutes and 15 minutes.

After develop and testing program, this program seem fine but after deploy to production, problem comes up.

SOFR Rate ( .SR1M , .SR3M , .SR6M , SR1Y ) doesn't update daily and only update at friday , after investigate raw message from source, the cause is VALUE_TS1 field disapper which is odd because when develop VALUE_TS1 exist.


Here field that used :

rate

PRIMACT_1

PRIMACT_2

PRIMACT_3

PRIMACT_4

PRIMACT_5


date

VALUE_DT => date

VALUE_TS => waktu


tenor

GV4_TEXT




So my question is:

1. is this problem common (data field disapper or changed) in all RIC ?

any possibility happen in all RIC that i subscibe ?

2. we investigate more the raw message, i found out that there are case that in rage 2 hours (17:00 - 18:00) Indonesia time , any field that i use exist but the value null, but in same day, after that range the value provided. In that case , is common happen and how to mitigate that ? (cause i am not found field that can replace field that i used)

Or do you have certain range of time to maintance your data , so i can implement retry method , if the field null or not existed ?

3. this problem brought me to more deeply understand of your data and found out interesting feature https://developers.lseg.com/en/tools-catalog/ric-search

and https://refinitiv.fixspec.com/stack/specs/elektron/world/world-refinitiv/29-0-1/2693-bonds-contributed-refinitiv-real-timemisc , so i conclude maybe because i use deprecated field, thats why its existence is uncertain.

Could you help me to explain about presence in filter ? (core , optional, if available)

4. Could you help me to mapping message from refinitiv, to get data that i use ( reference rate , publication date and time , loan term or installment duration ) to all ric ?


Note :

RIC Profile and sample data .SR1Y attached

ric.txt

anomaly-sr1y.txt

.sr1ylog.txt

refinitiv-realtime#contentrefinitiv-data-platform
ric.txt (569 B)
sr1ylog.txt (70.8 KiB)
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Jirapongse avatar image   Jirapongse

@JOX

Hi,

Thank you for your participation in the forum.

Is the reply below satisfactory in answering your question?

If yes please click the 'Accept' text next to the reply. This will guide all community members who have a similar question.

Otherwise please post again offering further insight into your question.

Thanks,

AHS

raksina.samasiri avatar image   raksina.samasiri Jirapongse

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

Thanks,
AHS

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Jirapongse avatar image
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@JOX

Thank you for reaching out to us.

Those fields are real-time fields. Their values can be changed or clear according to the market rules.

I assume that you are using WebSocket API to retrieve the data. You can contact the content support team directly via MyRefinitiv to verify the retreived content at specific times.


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