We are using Eikon .Net API to retreive initial informations (e.g. Currency, Exchange, ...) or current data (e.g. Bid, Ask, ...) from some user-supplied RIC. For this, we are using the SetupDataRequest API call, expecting to receive data through the callback OnDataReceived and checking for invalid tickers or miscellaneous errors through the callbacks OnStatusReceived/OnError.
For valid RICs, this whole process will work as expected but for invalid RICs, the API will always return an OK status for some very specific RICs and will return Closed (as expected) for the remaining majority.
You will find in the list a below some examples of misbehaving RICs :
- tb (and it seems that any derivatives like tba, tbaa, tbb, etc are affected)
- tr (and derivatives)
- ts (and derivatives)
and others, we did not explore thoroughly all combinations.
While their neighbor (ta, taa, ...) and other (foo, foobar, ...) invalid RICs work as expected, returning a Closed status.
This inconsistency is quite problematic for us. Is this expected? As it seems to be prefix-related, we are wondering whether there are some kind of reserved prefix that we should know?
Finally, what would you recommend to correctly handle these cases. We have implemented some kind of response timeout as a workaround but this obviously fragile.