RFAJ api to get multiple snap data with single session

madhavareddy.bollu
madhavareddy.bollu Newcomer
in RFA

Hi Team,
Greetings for the day,
We are using a RFAJ api to get the marketdata to one of our customer. We have already existing component to get the various type of market data from the service.But client raised an issue like every time appication was opening a session and capturing the data and cleanup call. So IT team raising that it was expensive calls from their network it seems. So they asked to change the polling logic like application need to open a session and capture the data after that also system has to use the same session and capture the latest image data.
We need reuters help on this how to capture the data with one session to get data multiple times during the day. Please share your expertise inputs so that we will build the to fulfill the client needs.

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Best Answer

  • umer.nalla
    umer.nalla LSEG
    Answer ✓

    Hi @madhavareddy.bollu

    To make multiple Snap requests using the same session is relatively straight forward.

    The application needs to perform the initial steps such as loading config, creating session,login, dictionary etc one at the startup.

    You then send an snapshot request as and when you wish to do so.

    In the meantime you should continue dispatching events throughout the duration of the program, in case there are events your application needs to be made aware of and process e.g. connection events, login related events such as logged out or service level events such as service down / up.

    If you have not already done so, please refer to the RFA Java tutorial which should provide a good understanding of how RFA API can be used. In Step 8, it is SendRequest method which makes the data item request - so you would use some similar code (with changes for SnapShot mode) each time you want to make a request.

    When you make a SnapShot request, the API closes the item stream etc once it has delivered the RefreshMsg - so there would be no need to call unregisterClient for your SnapShot once the data has been received,

    The un-initialisation code, and cleanup code etc should only be called when the application exits.

Answers

  • pimchaya.wongrukun01
    pimchaya.wongrukun01 LSEG

    Hello @madhavareddy.bollu

    To capture multiple data
    with one session (OMM interface) logging in by one user during the day, the
    application can send an item request with the streaming mode just one time. Then, the
    application gets the following the item data messages:

    1. Refresh (Initial image) message which is the
      first response. The message contains all the possible fields for the requested item.
      The application should keep this as the initial image data.
    2. Update messages contain the fields that have changed since the
      last message the application receives. Hence, the application can get data
      (latest) multiple times during the day in Update messages.
      To maintain the latest image data, after receiving an Update message, the application
      should update the image data with the fields'value in the
      update message.

    To request an item data with the streaming mode, set the indication flag of the item request message
    to REFRESH without NONSTREAMING. For example:

    msg.setIndicationFlags(OMMMsg.Indication.REFRESH);

    After the application
    requests an item with the streaming mode, it continues receiving data until it
    invokes OMMConsumer.unregisterClient(Handle). Then, the item stream is
    closed and the application will not receive data any more. The method should
    be called when the application cleans up or does not need any data of an item. Note: Handle
    is a handle of the item returned by OMMConsumer.registerClient(..)
    called to request the item.

    The example of update
    message when requesting an item with the streaming mode:

    image

    You can notice that there
    is no any item name shown in the update message above. If the session requests
    one item, there is no problem.

    If the session requests
    more than one item, ATTRIB_INFO_IN_UPDATES indication flag should be set
    in each request item. For example:

    ommmsg.setIndicationFlags(OMMMsg.Indication.REFRESH
    | OMMMsg.Indication.ATTRIB_INFO_IN_UPDATES);

    This makes each update
    message contains the item name. Hence, you can know if an update message is for
    which item. For example:

    image

    For the complete application source code and more
    details, please refer to Tutorial 8 - Retrieving Level 1 MARKET PRICE Data

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