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guobiao.hu avatar image
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Can't retrieve market data for COMEX copper future(RIC: 0#HG:)

I am using StarterConsumer to retrieve market data for COMEX copper futures(RIC: 0#HG:) and can't get market price update. For two days, I got only 1 refresh and 1 update only. The output are as following. The time zone is Shanghai of China. Can any body help me ? I ever used StarterConsumer to retrieve market data for LME copper future successfully.

2018 Jan 19 22:44:02.785 ST GMT+00:00 4031 FEA6A740 594 TRACE <- Received MMT_MARKET_PRICE Refresh 0#HG:

serviceName : ELEKTRON_DD symbolName : 0#HG: streamState : Open dataState : Ok statusCode : None statusText : All is well. FieldList: standard data count = 34 FieldEntry [ 1] PROD_PERM 2476 FieldEntry [ 2] RDNDISPLAY 208 FieldEntry [ 3] DSPLY_NAME "HI/GRADE COPPER" FieldEntry [ 4] RDN_EXCHID CMX (28) FieldEntry [ 15] CURRENCY USD (840) FieldEntry [ 53] TRD_UNITS 4DP (4) FieldEntry [ 237] PREV_LR FieldEntry [ 238] NEXT_LR "1#HG:" FieldEntry [ 239] REF_COUNT 14 FieldEntry [ 240] LINK_1 "HGF8" FieldEntry [ 241] LINK_2 "HGG8" FieldEntry [ 242] LINK_3 "HGH8" FieldEntry [ 243] LINK_4 "HGJ8" FieldEntry [ 244] LINK_5 "HGK8" FieldEntry [ 245] LINK_6 "HGM8" FieldEntry [ 246] LINK_7 "HGN8" FieldEntry [ 247] LINK_8 "HGQ8" FieldEntry [ 248] LINK_9 "HGU8" FieldEntry [ 249] LINK_10 "HGV8" FieldEntry [ 250] LINK_11 "HGX8" FieldEntry [ 251] LINK_12 "HGZ8" FieldEntry [ 252] LINK_13 "HGF9" FieldEntry [ 253] LINK_14 "HGG9" FieldEntry [ 259] RECORDTYPE 168 FieldEntry [ 728] BCAST_REF "MTAL" FieldEntry [ 1081] PREF_LINK "1#HG:" FieldEntry [ 1352] DSPLY_NMLL "HG" FieldEntry [ 1709] RDN_EXCHD2 CMX (28) FieldEntry [ 3263] PREV_DISP 4028 FieldEntry [ 3841] MKT_SECTOR "0" FieldEntry [ 5357] CONTEXT_ID 3359 FieldEntry [ 6401] DDS_DSO_ID 8296 FieldEntry [ 6480] SPS_SP_RIC ".[SPSCOMEXVAE5" FieldEntry [ 12785] RIC_TYPE COM (3)

2018 Jan 21 02:26:26.334 ST GMT+00:00 4031 FEA6A740 594 TRACE <- Received MMT_MARKET_PRICE Update 0#HG:.

FieldList: standard data count = 32 FieldEntry [ 1] PROD_PERM 2476 FieldEntry [ 2] RDNDISPLAY 208 FieldEntry [ 3] DSPLY_NAME "HI/GRADE COPPER" FieldEntry [ 4] RDN_EXCHID CMX (28) FieldEntry [ 15] CURRENCY USD (840) FieldEntry [ 53] TRD_UNITS 4DP (4) FieldEntry [ 237] PREV_LR FieldEntry [ 238] NEXT_LR "1#HG:" FieldEntry [ 239] REF_COUNT 14 FieldEntry [ 240] LINK_1 "HGF8" FieldEntry [ 241] LINK_2 "HGG8" FieldEntry [ 242] LINK_3 "HGH8" FieldEntry [ 243] LINK_4 "HGJ8" FieldEntry [ 244] LINK_5 "HGK8" FieldEntry [ 245] LINK_6 "HGM8" FieldEntry [ 246] LINK_7 "HGN8" FieldEntry [ 247] LINK_8 "HGQ8" FieldEntry [ 248] LINK_9 "HGU8" FieldEntry [ 249] LINK_10 "HGV8" FieldEntry [ 250] LINK_11 "HGX8" FieldEntry [ 251] LINK_12 "HGZ8" FieldEntry [ 252] LINK_13 "HGF9" FieldEntry [ 253] LINK_14 "HGG9" FieldEntry [ 259] RECORDTYPE 168 FieldEntry [ 728] BCAST_REF "MTAL" FieldEntry [ 1081] PREF_LINK "1#HG:" FieldEntry [ 1352] DSPLY_NMLL "HG" FieldEntry [ 1709] RDN_EXCHD2 CMX (28) FieldEntry [ 3263] PREV_DISP 4028 FieldEntry [ 3841] MKT_SECTOR "0" FieldEntry [ 5357] CONTEXT_ID 3359 FieldEntry [ 12785] RIC_TYPE COM (3) ********************** INFO ************************ INFO ********************** 2018 Jan 22 08:05:45.937 ST GMT+00:00 4031 FEA6A740 330 INFO StarterConsumer Aborted (Control C) after attempting to dispatch msgs for 206503 seconds

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Jirapongse avatar image
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Typically, RICs prefixed with 0#, 1#, 2#, … are chain RICs. Chains are used to hold instrument names that have a common association. Therefore, the payload of chain RICs contains the list of associated RICs.

The values in LINK_1 to LINK_14 fields contain constituent RICs. The value in NEXT_LR contains the next chain RIC. The application needs to subscribe to a chain RIC in the NEXT_LR field to the next associated list of RICs. For more information, please refer to chain’s articles:

To retrieve market data, the application needs to subscribe to RICs in the LINK_1 to LINK_14 fields.

In the RFA C++ package, there is a StarterConsumer_Chain example which subscribes to chain RICs and display all constituent RICs. You can modify this example to subscribe to all constituent RICs and handle chain updates.

Please see the output of StarterCosumer_Chain in the attached file.

starterconsumer-chain-7040.txt


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