No Market Price data in canned data

sgan208
sgan208 Explorer
in Elektron

I was using the amersCannedData and emeaCannedData for replay of data. But I can't get any MARKET_PRICE data from the data replay. I'm getting MARKET_BY_ORDER and MARKET_BY_PRICE but no MARKET_PRICE. I'm testing with emeaCannedData and symbol LLOY.L.

consumer.registerClient( ReqMsg().serviceName( "DIRECT_FEED" ).name( "LLOY.L" ), client );

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  • sgan208
    sgan208 Explorer
    Answer ✓

    Not sure what the issue was but the market price is coming now. My guess would be the marketprice was coming before but I was not flushing the output buffer. Thanks for the help.

Answers

  • Gurpreet
    Gurpreet admin

    @sgan208: Where did you get the canned data from, and what application are you using to replay it back?

  • sgan208
    sgan208 Explorer
    https://community.developers.refinitiv.com/discussion/comment/28292#Comment_28292

    From here: https://developers.thomsonreuters.com/pages/elektron-test-data-1

  • Gurpreet
    Gurpreet admin

    I tried getting MarketPrice data for AMZN.O and was successful. Similarly, CAD=N worked too for amersCannedData file.

    Running consumer - Host: localhost:14002, Service: DIRECT_FEED, User: user1, RIC: AMZN.O

    Jun 06, 2018 11:48:10 AM com.thomsonreuters.ema.access.ChannelCallbackClient reactorChannelEventCallback
    INFO: loggerMsg
        ClientName: ChannelCallbackClient
        Severity: Info
        Text:    Received ChannelUp event on channel Channel_1
            Instance Name Consumer_1_1
            Component Version upa7.6.0.L1.win.rrg 64-bit Static
    loggerMsgEnd

    Item Name: AMZN.O
    Service Name: DIRECT_FEED
    Item State: Open / Ok / None / 'All is well'
    PROD_PERM(1): 74
    RDNDISPLAY(2): 66
    DSPLY_NAME(3): AMAZON COM
    RDN_EXCHID(4): 0
    TRDPRC_1(6): 1165.261
    TRDPRC_2(7): 1165.1955
    TRDPRC_3(8): 1165.19<br>.
    ..
  • moragodkrit.chumsri_1
    moragodkrit.chumsri_1 LSEG

    @sgan208

    The canned data you are using support MarketPrice for RIC LLOY.L, I guess that original issue that you did not get the data occurs due to EMA has to download data dictionary from the server but sink_driven_source cannot provide data dict.

    Please make sure that you modify EMA configuration file to use local data dictionary before testing with EMA example. It mentioned in this article .

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