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tradingTech avatar image
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Not receiving updates while snapshotting other data

I'm currently requesting ~2700 stocks as a batch every minute. This bulk snapshot requests only InitialImage. Separately, I'm subscribing to ~25 bonds with InitialImage and InterestAfterRefresh. (Sample RIC 9128284S6=) I don't subscribe to everything since I was informed I can subscribe to a maximum 1000 instruments.

For the bonds, I receive the initial image and then have never seen an update. The request logging has these values.

RfaSessionHost.InitializeInstrument() Create Item Request ItemName: 9128284S6= ServiceName: ELEKTRON_DD IndicationMask: 4 MsgModelType: 6 MarketPrice InteractionType: 3 InitialImage | InterestAfterRefresh

Is it impossible to receive updates if you're requesting more than 1000 instruments at all?

treprfarfa-api
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moragodkrit.chumsri_1 avatar image
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@tradingTech

In general, there is no limit on RFA side, the limit you are talking should be the limit on TREP side or Provider server you are connecting to.

Each time you send a streaming request (InitialImage | InterestAfterRefresh) for a new item, it will increase a total number of item limit for your user on infra side.

There are cases such as aggregate item limit exceed, when a total number of opening items has exceeded a limit per user. But it seems not to be this case because you should receive the status message instead of the Refresh.

We still need RSSL tracing log to confirm issue you are experiencing and if possible you may test the RICs with our example such as StarterConsumer so it can generate application log(StarterConsumer_<pid>.log) which contains all messages it receives from infra. Then you can review the logs and compare with RSSL tracing to see if it has an error.

Note that you can open a new API support case to investigate the issue further.

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moragodkrit.chumsri_1 avatar image
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@tradingTech

What version of RFA.NET you currently use?

As far as I understand if the new subscription reaches the maximum limit on TREP, you should get response status message instead of receiving Refresh message. But in this case, you already get the new Refresh message but no update.

Maybe the RIC does not have an update at the time you request. Or it could be an issue on TREP side. Can you please turn on RSSL tracing log when testing the application?

You can find a configuration for turn on RSSL tracing log from the following post . We can see what are incoming and outgoing messages from the RSSL tracing log.

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tradingTech avatar image
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The dll I'm using is called RFA8_NET140_x64. I will turn on logging again and see what I get.

Just confirming, does the amount of instruments I request an initial image for impact how many subscriptions I'm allowed? I'm only attempting to subscribe to ~25 bonds.

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