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RFA API - Issues for Certain Symbols

One of our developers is reporting an issue where they are able to subscribe to certain symbols but not others - I've ruled out DACs and exchange permissions (through removing/adding permissions, and creating completely new ID). They've sent the following logs:


10:35:48.315507 [11300] <INFO> <MARKETDATA> <CORE> [RFAAdapter.cpp:238] Subscribing to SPY
10:35:48.315524 [11300] <INFO> <MARKETDATA> <CORE> [RFADataProcessor.cpp:71] Adding handle [0x27F2470] -> ric [SPY] to handle map
10:35:48.315547 [11300] <INFO> <MARKETDATA> <CORE> [RFAAdapter.cpp:368] Requested market data for ric [SPY] handle [0x27F2470]

10:35:48.315553 [11300] <INFO> <MARKETDATA> <CORE> [RFAAdapter.cpp:238] Subscribing to AAPL.O
10:35:48.315556 [11300] <INFO> <MARKETDATA> <CORE> [RFADataProcessor.cpp:71] Adding handle [0x27F1A70] -> ric [AAPL.O] to handle map
10:35:48.315557 [11300] Calling run<INFO> <MARKETDATA> <CORE> [RFAAdapter.cpp:368] Requested market data for ric [AAPL.O] handle [0x27F1A70]

10:35:48.315559 [11300] <INFO> <MARKETDATA> <CORE> [RFAAdapter.cpp:238] Subscribing to EUR=
10:35:48.315562 [11300] <INFO> <MARKETDATA> <CORE> [RFADataProcessor.cpp:71] Adding handle [0x27F22B0] -> ric [EUR=] to handle map
10:35:48.315563 [11300] <INFO> <MARKETDATA> <CORE> [RFAAdapter.cpp:368] Requested market data for ric [EUR=] handle [0x27F22B0]

10:35:48.555530 [11304] <INFO> <MARKETDATA> <CORE> [RFAEventProcessor.cpp:261] Event stream closed for handle [0x27F1A70] type [119]
10:35:48.555539 [11304] <INFO> <MARKETDATA> <CORE> [RFADataProcessor.cpp:89] Removing handle [0x27F1A70] from the registered map.

10:35:48.555552 [11304] <INFO> <MARKETDATA> <CORE> [RFAEventProcessor.cpp:261] Event stream closed for handle [0x27F2470] type [119]
10:35:48.555558 [11304] <INFO> <MARKETDATA> <CORE> [RFADataProcessor.cpp:89] Removing handle [0x27F2470] from the registered map.

10:35:48.767166 [11303] <INFO> <MARKETDATA> <APPS> [mdClient.cpp:177] [1713969348.767069][1713969348.767069] onQuote:200:NBBO:EUR=:NBBO:0.000000:1.069100:1.069500:0.000000:NBBO:
10:35:49.758902 [11303] <INFO> <MARKETDATA> <APPS> [mdClient.cpp:177] [1713969349.758820][1713969349.758820] onQuote:200:NBBO:EUR=:NBBO:0.000000:1.069100:1.069500:0.000000:NBBO:
10:35:50.171038 [11303] <INFO> <MARKETDATA> <APPS> [mdClient.cpp:177] [1713969350.170961][1713969350.170961] onQuote:200:NBBO:EUR=:NBBO:0.000000:1.069100:1.069500:0.000000:NBBO:
10:35:52.799174 [11303] <INFO> <MARKETDATA> <APPS> [mdClient.cpp:177] [1713969352.799092][1713969352.799092] onQuote:200:NBBO:EUR=:NBBO:0.000000:1.069100:1.069500:0.000000:NBBO:
#technologyrfa-apic++
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Upvotes
25.7k 58 17 14

Hello @Michael.Mattera

Thank you for reaching out to us. I found the following subscription and stream close for the SPY and AAPL.O as follows:

#Subscription
10:35:48.315507 [11300] <INFO> <MARKETDATA> <CORE> [RFAAdapter.cpp:238] Subscribing to SPY
10:35:48.315524 [11300] <INFO> <MARKETDATA> <CORE> [RFADataProcessor.cpp:71] Adding handle [0x27F2470] -> ric [SPY] to handle map
10:35:48.315547 [11300] <INFO> <MARKETDATA> <CORE> [RFAAdapter.cpp:368] Requested market data for ric [SPY] handle [0x27F2470]

#Stream close
10:35:48.555552 [11304] <INFO> <MARKETDATA> <CORE> [RFAEventProcessor.cpp:261] Event stream closed for handle [0x27F2470] type [119]
10:35:48.555558 [11304] <INFO> <MARKETDATA> <CORE> [RFADataProcessor.cpp:89] Removing handle [0x27F2470] from the registered map.

To let us check the issue in detail, could you please give us the following information?

  • The RFA version
  • Is it MD or OMM interface?
  • The platform that you are using (OS, Compiler, etc)
  • Can your developer replicate the issue on demand? If so, please enable the RFA log message and share the log (when the problem occurs) to this post.
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  • The RFA version

7.6.1.L1

  • Is it MD or OMM interface?

From code below, ware are processing rfa::sessionLayer::OMMItemEvent, so my guess is OMM interface

  • The platform that you are using (OS, Compiler, etc)

[maos@vt0dast24 evo]$ cat /etc/redhat-release

Red Hat Enterprise Linux Server release 7.4 (Maipo)

[maos@vt0dast24 evo]$ /usr/local/bin/g++ --version

g++ (GCC) 4.8.5 20150623 (Red Hat 4.8.5-16)


 
                 
cat ReutersRFA.log
[Thu May  2 15:14:49 2024]: (ComponentName) RSSL_Cons_Adapter: (Severity) Information: 6000 (Default::RSSL_Cons_Adapter)
[Thu May  2 15:14:49 2024]: (ComponentName) RSSL_Cons_Adapter: (Severity) Information: 6001 ()
[Thu May  2 15:14:49 2024]: (ComponentName) RSSL_Cons_Adapter: (Severity) Information: 6032 (Default::Connection_RSSL)
[Thu May  2 15:14:49 2024]: (ComponentName) RSSL_Cons_Adapter: (Severity) Warning: 6034 (Default::Connection_RSSL SCH1ADSP01:14002)
[Thu May  2 15:14:49 2024]: (ComponentName) RSSL_Cons_Adapter: (Severity) Information: 6010 (Default::Connection_RSSL SCH1ADSP01:14002)
[Thu May  2 15:14:49 2024]: (ComponentName) RSSL_Adapter: (Severity) Information: 10125 (Default::Connection_RSSL SCH1ADSP01:14002)
[Thu May  2 15:14:49 2024]: (ComponentName) RSSL_Adapter: (Severity) Information: 10102 (Default::Connection_RSSL SCH1ADSP01:14002)
[Thu May  2 15:14:49 2024]: (ComponentName) RSSL_Adapter: (Severity) Information: 10104 (Default::Connection_RSSL SCH1ADSP01:14002)
[Thu May  2 15:14:49 2024]: (ComponentName) RSSL_Cons_Adapter: (Severity) Information: 6015 (Default::Connection_RSSL SCH1ADSP01:14002)
[Thu May  2 15:14:49 2024]: (ComponentName) SessionCore: (Severity) Warning: 1015 (Connection_RSSL)
[Thu May  2 15:14:49 2024]: (ComponentName) SessionCore: (Severity) Warning: 1016 (Connection_RSSL)


Upvotes
25.7k 58 17 14

Hello @Michael.Mattera

Thank you for the information. However, the given log does not include much information to investigate the issue. If you can replicate the issue on demand, could you please enable the RFA trace file and share on this post? The RFA trace file contains incoming and outgoing messages between the API and RTDS server.

You can enable the trace file with the following API configurations:

\Connections\<Connection Name>\traceMsgToFile = true
\Connections\<Connection Name>\traceMsgDomains = "all"
\Connections\<Connection Name>\traceMsgMaxMsgSize = 10000000
\Connections\<Connection Name>\traceMsgMultipleFiles = true
\Connections\<Connection Name>\traceMsgFileName = <path to log file>

Additionally, it seems the Helpdesk team is confused between the Developer Portal Q&A forum (this site) and the RDC (the dedicate Real-Time APIs Support team).

  • Q&A forum is for a free forum-based support and does not have an SLA for the LSEG APIs general usages question-answer forum (Like the stack overflow).
  • The RDC team is a dedicated Real-Time APIs support team with a support ticket and SLA for the RDC named user.

I checked the RDC record. I found that you are already the RDC named user. If you need a support ticket with SLA, you can ask the Helpdesk team to transfer your support case to the RDC team. I already told the Helpdesk team how to transfer your case to the RDC team.

Update: I have opened a support ticket number 13532596 on your behalf to the RDC support team (with the given information from this post). The team will contact you directly via an email.

  • Note: I am the RDC team are working closely, so I can share my investigation detail to them.
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