We have recently met a new column in our TRTH weekly extractions which is named 'Alias Underlying RIC'. We apparently did not change anything to our process.
We did not receive any product change notifications about it.
Is it something which is going to last ?
How can we be aware of these format modifications ?
I have found some information about the issue. The field is generated by Display Source RIC feature which is broken previously. The feature has been fixed last week. It was a mistake that there was no PCN. For these kind of changes next time, PCNs will be issued with 2-3 weeks advance notice allowing clients adequate time to adjust their applications.
Below is the response from TRTH support team.
The feature of Display Source RIC was available in TRTH v1, but was not working as per design in TRTH v2. This feature is extensively utilized by many of TRTH clients to identify the source RIC information, especially for Futures Alias instruments (e.g. CLc1) the feature allows users to identify the underlying source RIC or expiration right through history.
The design of this ‘Display source RIC’ in TRTH v2 was fixed on our primary data center this weekend, will be replicated in our secondary data center this Wednesday. When the feature is checked an additional column ‘Alias Underlying RIC’ is included in the Tick History extraction results.
If you don’t find value in the feature or if your applications are hard-wired with a fixed list of columns you are requested to uncheck the feature as demonstrated below.
If you are using GUI, please disable “Display source RIC” as highlighted in the screenshot below:
If you are using REST API, please make the below changes to your API code to disable the “Display source RIC” functionality.