question

Upvotes
Accepted
3 0 1 5

Indications of problems with infrastructure

We are subscribing to level 1 and 2 data for instruments on MARKET_PRICE and MARKET_BY_PRICE and we want to determine when there is a problem with delivery of the data for one or more instruments. We can see the status of the market with MKT_ST_IND or TRD_STATUS, which is helpful for knowing that data should not be expected.

Is there a field we can check to see if there is a problem in the infrastructure between the exchange and us which is preventing us receiving the data or is compromising it's reliability?

Also, if there is a problem with the one contract for a futures instrument, can we assume that there would be a problem with all contracts? (That is, if we monitor the arrival rate for the front contract and it is good, can we assume that less liquid future contracts are also good?)

refinitiv-realtimeelektronelektron-sdktrepema-apirrtelektron-message-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.

1 Answer

· Write an Answer
Upvotes
Accepted
25.4k 90 13 25

Hi @David.Cornell

For Infra health, is this the kind of thing you are looking for How to discover the health of Elektron Real Time Infrastructure ?

With regards contracts it may be better to raise a Data Helpdesk query via the Contact Us page.

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.

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.