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prakash.chellappa
prakash.chellappa Explorer
in RFA

Hi

We noticed that we are recving far too many updates from RMDS. We subscribe for Future RIC GCJ8 FID 22

Subscription message we send to RMDS is as below

MESSAGE
Msg MsgType: MsgType.REQUEST
Msg Model MsgType: MARKET_PRICE
Indication Flags: VIEW
Hint Flags: HAS_ATTRIB_INFO | HAS_PRIORITY
Priority: 1,1
AttribInfo
ServiceName: IDN_SELECTFEED
Name: GCJ8
NameType: 1 (RIC)
Payload: 36 bytes
ELEMENT_LIST
ELEMENT_ENTRY :ViewType: 1
ELEMENT_ENTRY :ViewData:
ARRAY
ARRAY_ENTRY: 22

Responses we recd

2018-02-08 11:34:57.130 [EventQueueDispatcher-0] INFO com.test.rfa.ConsumerClient - Fields to Update {22=1315.8000000000002}

2018-02-08 11:34:59.457 [EventQueueDispatcher-0] INFO com.test.rfa.ConsumerClient - Fields to Update {22=1315.8000000000002}
2018-02-08 11:34:59.463 [EventQueueDispatcher-0] INFO com.test.rfa.ConsumerClient - Fields to Update {22=1315.8000000000002}


2018-02-08 11:34:59.464 [EventQueueDispatcher-0] INFO com.test.rfa.ConsumerClient - Fields to Update {22=1315.8000000000002}

Above logs are from the Clients callback method. You would see RMDS keeps distributing the messages even when the values on the FID did change.

Can you pls advice why it is?

Thanks

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Best Answer

  • Nipat Kunvutipongsak
    Nipat Kunvutipongsak LSEG
    Answer ✓

    Hello @prakash.chellappa,

    I've tried to compare the subscription result between full updates and partial view update. It seems like there are some other associated BID fields that were updated.

    Considering the partial GCJ8 result:

    BatchViewItemManager.processEvent: Received Item Event...
    2018-02-08 11:29:32.284+0700
    MESSAGE
            Msg Type: MsgType.UPDATE_RESP
            Msg Model Type: MARKET_PRICE
            Indication Flags:
            Hint Flags: HAS_RESP_TYPE_NUM | HAS_SEQ_NUM
            SeqNum: 44992
            RespTypeNum: 1 (QUOTE)
            Payload: 13 bytes
                    FIELD_LIST
                            FIELD_ENTRY 22/BID: 1312.6
    BatchViewItemManager.processEvent: Received Item Event...
    2018-02-08 11:29:32.293+0700
    MESSAGE
            Msg Type: MsgType.UPDATE_RESP
            Msg Model Type: MARKET_PRICE
            Indication Flags:
            Hint Flags: HAS_RESP_TYPE_NUM | HAS_SEQ_NUM
            SeqNum: 45008
            RespTypeNum: 1 (QUOTE)
            Payload: 13 bytes
                    FIELD_LIST
                            FIELD_ENTRY 22/BID: 1312.6

    At the SeqNum: 44992 of GCJ8, the full data are as follows:

    ItemManager.processEvent: Received Item Event...
    2018-02-08 11:29:32.296+0700
    MESSAGE
    	Msg Type: MsgType.UPDATE_RESP
    	Msg Model Type: MARKET_PRICE
    	Indication Flags: 
    	Hint Flags: HAS_ATTRIB_INFO | HAS_RESP_TYPE_NUM | HAS_SEQ_NUM
    	SeqNum: 44992
    	RespTypeNum: 1 (QUOTE)
    	AttribInfo
    		ServiceName: API_ELEKTRON_EPD_RSSL
    		ServiceId: 2115
    		Name: GCJ8
    		NameType: 1 (RIC)
    	Payload: 71 bytes
    		FIELD_LIST
    			FIELD_ENTRY 22/BID: 1312.6
    			FIELD_ENTRY 30/BIDSIZE: 12
    			FIELD_ENTRY 3855/QUOTIM_MS: 16171898
    			FIELD_ENTRY 3517/BID_TIME1: 04:29:31
    			FIELD_ENTRY 4150/BID_TIM_MS: 16171898
    			FIELD_ENTRY 6579/BID_COND_N: 0E
    			FIELD_ENTRY 6544/NO_BIDORD1: 8
    			FIELD_ENTRY 1697/SPARE_TS1: 04:29:31
    			FIELD_ENTRY 118/PRC_QL_CD: OPN (160)
    			FIELD_ENTRY 133/MKT_ST_IND: BBO (16)
    			FIELD_ENTRY 1021/SEQNUM: 29621787
    			FIELD_ENTRY 3887/SEQNUM_QT: 29621787

    And this is the other full tick for SeqNum: 45008 of GCJ8:

    ItemManager.processEvent: Received Item Event...
    2018-02-08 11:29:32.299+0700
    MESSAGE
    	Msg Type: MsgType.UPDATE_RESP
    	Msg Model Type: MARKET_PRICE
    	Indication Flags: 
    	Hint Flags: HAS_ATTRIB_INFO | HAS_RESP_TYPE_NUM | HAS_SEQ_NUM
    	SeqNum: 45008
    	RespTypeNum: 1 (QUOTE)
    	AttribInfo
    		ServiceName: API_ELEKTRON_EPD_RSSL
    		ServiceId: 2115
    		Name: GCJ8
    		NameType: 1 (RIC)
    	Payload: 71 bytes
    		FIELD_LIST
    			FIELD_ENTRY 22/BID: 1312.6
    			FIELD_ENTRY 30/BIDSIZE: 13
    			FIELD_ENTRY 3855/QUOTIM_MS: 16171914
    			FIELD_ENTRY 3517/BID_TIME1: 04:29:31
    			FIELD_ENTRY 4150/BID_TIM_MS: 16171914
    			FIELD_ENTRY 6579/BID_COND_N: 0E
    			FIELD_ENTRY 6544/NO_BIDORD1: 9
    			FIELD_ENTRY 1697/SPARE_TS1: 04:29:31
    			FIELD_ENTRY 118/PRC_QL_CD: OPN (160)
    			FIELD_ENTRY 133/MKT_ST_IND: BBO (16)
    			FIELD_ENTRY 1021/SEQNUM: 29621790
    			FIELD_ENTRY 3887/SEQNUM_QT: 29621790

    So, you may notice that some other BID aspects such as BIDSIZE, QUOTIME_MS, etc. were changed. However, the application just filters only BID. That's why it can be perceived why the feed sent duplicate BID value updates.

    Hope this helps!

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