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magno.yu avatar image
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RFA initial response

Hi, when I subscribe to a option, I can see I got the below initial response:

My current code treats this as a trade message with 0 trade price but that doesn't seem right. What's the purpose of the below message?

13:46:53.851 - [RFA dispatcher] INFO c.c.c.m.r.ItemClient Source data for trade update for GOOGm181911600: FID 1 (PROD_PERM [PERMISSION]) = 77 , type: UINT FID 2 (RDNDISPLAY [DISPLAYTEMPLATE]) = 73, type: UINT FID 4 (RDN_EXCHID [IDN EXCHANGE ID]) = , type: ENUM FID 6 (TRDPRC_1 [LAST]) = blank, type: REAL FID 11 (NETCHNG_1 [NET CHANGE]) = blank, type: REAL FID 12 (HIGH_1 [TODAY'S HIGH]) = blank, type: REAL FID 13 (LOW_1 [TODAY'S LOW]) = blank, type: REAL FID 14 (PRCTCK_1 [TICK:UP/DOWN]) = blank, type: ENUM FID 15 (CURRENCY [CURRENCY]) = USD, type: ENUM FID 16 (TRADE_DATE [TRADE DATE]) = 20180207_190000000, type: DATE FID 19 (OPEN_PRC [OPENING PRICE]) = blank, type: REAL FID 21 (HST_CLOSE [HISTORIC CLOSE]) = 174.90, type: REAL FID 22 (BID [BID]) = 154.30, type: REAL FID 25 (ASK [ASK]) = 158.90, type: REAL FID 30 (BIDSIZE [BID SIZE]) = 3, type: REAL FID 31 (ASKSIZE [ASK SIZE]) = 11, type: REAL FID 32 (ACVOL_1 [VOL ACCUMULATED]) = 0, type: REAL FID 53 (TRD_UNITS [TRADING UNITS]) = 2DP , type: ENUM FID 56 (PCTCHNG [PERCENT CHANGE]) = blank, type: REAL FID 60 (CLOSE_BID [CLOSE BID]) = 167.00, type: REAL FID 61 (CLOSE_ASK [CLOSE ASK]) = 176.40, type: REAL FID 64 (OPINT_1 [OPEN INTEREST]) = 513, type: REAL FID 65 (OPINTNC [OPN INT NETCHG]) = 0, type: REAL FID 66 (STRIKE_PRC [STRIKE PRICE]) = 1160, type: REAL FID 67 (EXPIR_DATE [EXPIRE DATE]) = 20190117_190000000, type: DATE FID 77 (NUM_MOVES [NUMBER TRADES]) = 0, type: REAL FID 79 (HSTCLSDATE [HIST CLOSE DATE]) = 20180207_190000000, type: DATE FID 100 (TURNOVER [TURNOVER]) = blank, type: REAL FID 109 (PUTCALLIND [PUT/CALL FLAG]) = PUT , type: ENUM FID 131 (PRC_QL2 [PRICE CODE 2]) = blank, type: ENUM FID 178 (TRDVOL_1 [TRADE VOL]) = blank, type: REAL FID 198 (LOT_SIZE_A [LOT SIZE]) = 100, type: REAL FID 259 (RECORDTYPE [RECORDTYPE]) = 115, type: UINT FID 368 (OPINT_2 [PRV OPEN INT]) = 513, type: REAL FID 369 (OPINT_DATE [OPN INT DATE]) = 20180211_190000000, type: DATE FID 372 (IRGPRC [IRG PRICE]) = blank, type: REAL FID 373 (IRGVOL [IRG VOLUME]) = blank, type: REAL FID 374 (IRGCOND [IRG PRICE TYPE]) = blank, type: ENUM FID 728 (BCAST_REF [BROADCAST XREF]) = 100, type: RMTES_STRING FID 967 (BKGD_REF [BKGD REF]) = GOOGM1819B116000, type: ASCII_STRING FID 1000 (GV1_TEXT [GV1 TEXT]) = GOOG, type: RMTES_STRING FID 1021 (SEQNUM [SEQNUM]) = blank, type: REAL FID 1026 (STOCK_RIC [STOCK RIC]) = GOOG.O, type: ASCII_STRING FID 1056 (OFFC_CODE2 [OFFC CODE2]) = blank, type: RMTES_STRING FID 1080 (PREF_DISP [PREF DISP TMPLT]) = 3920, type: UINT FID 1465 (ADJUST_CLS [ADJUSTED CLOSE]) = 174.90, type: REAL FID 1643 (PUT_CALL [PUT/CALL]) = P-AM, type: ENUM FID 1709 (RDN_EXCHD2 [EXCHANGE ID 2]) = OPQ, type: ENUM FID 3132 (IRGVAL [IRGFID CRRECTN VAL]) = blank, type: REAL FID 3264 (PRC_QL3 [PRICE QUALIFIER 3]) = , type: ENUM FID 3307 (CASHINLIEU [CASH IN LIEU]) = blank, type: REAL FID 3372 (OFF_CLOSE [OFFICIAL CLOSE]) = 174.90, type: REAL FID 3386 (QUOTE_DATE [QUOTE DATE]) = 20180211_190000000, type: DATE FID 3422 (PROV_SYMB [PROVIDER SYMBOL]) = GOOG190118P01160000, type: RMTES_STRING FID 3431 (LOT_SIZE2 [LOT SIZE 2]) = blank, type: REAL FID 3432 (MULTIPLIER [MULTIPLIER]) = 100, type: REAL FID 3433 (STOCK_RIC2 [STOCK RIC 2]) = blank, type: ASCII_STRING FID 3580 (BID_ASK_DT [BID ASK DATE]) = 20180208_190000000, type: DATE FID 3694 (MNEMONIC [EXCHANGE ID]) = GOOGM1819B116000, type: RMTES_STRING FID 3814 (UNDERLYING [UNDERLYING RIC]) = GOOG.O, type: ASCII_STRING FID 3854 (SALTIM_MS [SALTIM MS]) = blank, type: UINT FID 3855 (QUOTIM_MS [QUOTIM MS]) = 67608718, type: UINT FID 3990 (UNDERLYNG2 [UNDERLYING ASSET2]) = blank, type: ASCII_STRING FID 4008 (SESSION_FL [SESSION FLAG]) = 0, type: RMTES_STRING FID 4200 (UN_SYMBOL [UNDERLYING SYMBOL]) = GOOG, type: RMTES_STRING FID 4349 (IRGDATE [IRG DATE]) = blank, type: DATE FID 4756 (LSTSALCOND [LAST SALE COND]) = blank, type: RMTES_STRING FID 4757 (IRGSALCOND [IRG SALE COND]) = blank, type: RMTES_STRING FID 5289 (IMPU_CLS [IMPUTED CLOSE]) = 176.40, type: REAL FID 6579 (BID_COND_N [BID COND NATIVE]) = A, type: RMTES_STRING FID 6580 (ASK_COND_N [ASK COND NATIVE]) = , type: RMTES_STRING FID 6583 (CAN_PRC [CANCELLED TRD PR]) = blank, type: REAL FID 6584 (CAN_VOL [CANCELLED TRD VOL]) = blank, type: INT FID 6585 (CAN_COND [CANCELLED TRD COND]) = blank, type: ENUM FID 6586 (CAN_COND_N [CANCEL COND NATIVE]) = blank, type: RMTES_STRING FID 6620 (BID_INDCTV [BID INDICATIVE]) = blank, type: REAL FID 6621 (ASK_INDCTV [ASK INDICATIVE]) = blank, type: REAL FID 6636 (BID_EXID [BID EXCHANGE ID]) = BTX, type: ENUM FID 6637 (ASK_EXID [ASK EXCHANGE ID]) = PHO, type: ENUM FID 6638 (TRADE_EXID [TRADE EXCHANGE ID]) = blank, type: ENUM FID 6639 (OPEN_EXID [OPEN EXCHANGE ID]) = blank, type: ENUM FID 6762 (OFF_CLS_DT [OFFICIAL CLS DATE]) = 20180207_190000000, type: DATE FID 6763 (IMPUCLS_DT [IMPUTED CLOSE DATE]) = 20180207_190000000, type: DATE FID 6810 (INSTRD_DT [INSERT PRICE DATE]) = blank, type: DATE FID 7475 (MAX_PAYOUT [MAX PAYOUT]) = blank, type: REAL FID 7600 (UPP_RNGLIM [UPPER RANGE LMT]) = blank, type: REAL FID 7626 (LOW_RNGLIM [LOWER RANGE LMT]) = blank, type: REAL FID 7627 (RNG_INT [RANGE INVERVAL]) = blank, type: REAL FID 7628 (RNG_LENGTH [RANGE LENGTH]) = blank, type: REAL FID 8743 (UN_SYMB [UNDLY SYMBOL]) = GOOG, type: RMTES_STRING FID 8980 (IRG_EXID [IRG EXCHANGE ID]) = blank, type: ENUM FID 8981 (CLS_EXID [CLOSE EXCHANGE ID]) = NBZ, type: ENUM FID 8992 (CAN_EXID [CAN TRD EXCH ID]) = blank, type: ENUM FID 9061 (INSTIM_MS [INSERT PRICE MS]) = blank, type: UINT FID 9063 (IRGTIM_MS [IRGTIM_MS]) = blank, type: UINT FID 14209 (OPINT_1_MS [OPEN INT TIME MS]) = 20180212_063024597, type: TIME FID 32743 (ACVOL_UNS [ACVOL UNS]) = 0, type: UINT

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David Thomas avatar image
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Hello @magno.yu

The initial response to a successful request will be a refresh message, this will contain the full set of fields for the instrument with the last values applied, there will be a message type in the header to indicate that this is the refresh response.

You should not treat this as market activity, think of it as an event to synchronise your application view of the data with the current state of the instrument.

To determine the message type here are the RFA C++, Java and .NET class methods and the corresponding return value for a refresh response;

RFA C++:

rfa::message::RespMsg::getRespType();

The value returned by this method for a Refresh response is 

RespMsg::RefreshEnum

RFA Java:

com.reuters.rfa.omm.OMMMsg.getMsgType();

The value returned by this method for a Refresh response is 

com.reuters.rfa.omm.OMMMsg.MsgType.REFRESH_RESP

RFA.NET property :

RespMsg.RespType

The value for a Refresh response is

RespMsg.RespTypeEnum.Refresh

The initial refresh response is marked as solicited but your application should also handle subsequent unsolicited refresh responses, these can be sent when the system is recovering from a transient failure during operation and must re-synchronise its clients with the current data values which may have changed in the period between failure and recovery.

Also, in case your application should treat them differently I suggest you also look at the different update types you can receive.

For RFA C++ these are defined in the namespace: rfa::rdm e.g. rfa::rdm::INSTRUMENT_UPDATE_CORRECTION

For RFA Java the update types are defined in: com.reuters.rfa.rdm.RDMInstrument.Update

and for RFA .NET: RDM.INSTRUMENT_UPDATE_RESPONSE_TYPES

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