MarketFeed message reference manual

NWM
NWM Contributor
in TREP APIs

Hello TR Dev Team,

Is there a copy of MarketFeed reference manual available for download ?

Thank you.

NWM

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Best Answer

  • moragodkrit.chumsri_1
    moragodkrit.chumsri_1 LSEG
    Answer ✓

    @NWM

    If you still need the document, we still provide the Market Feed Reference manual in RFA 7.6.2.L1 package. If you can download the package you can get it from folder "<rfa7.2.1.L1>\Legacy\Docs", it's a file named "MFdata.pdf".

Answers

  • zoya faberov
    zoya faberov ✭✭✭✭✭

    Hello @NWM,

    We would like to strongly discourage any new development using Market Feed protocol.

    For a new application, we encourage you to consider Elektron-SDK that uses OMM (Object Message Model) over RWF, as more efficient and more flexible then Market Feed, it's EMA API is easy to learn and develop, allowing you to get your requirements implemented quickly.

    The same thought process applies to a significant rework of an existent application. Explore porting it to Elektron EMA.

    Would you be willing to discuss what are you trying to achieve, why do you need it?

    Or, alternatively, please contact your account management team, they will be able to help with your requirements in a confidential manner.

    Regards,

    -AHS

  • NWM
    NWM Contributor

    Hello AHS,

    Thank you for your response. Sorry, I was not clear in the previous post.

    We are not doing new development using MarketFeed protocol, it's to investigate an issue with current application using marketFeed message format.

    The application received several 000's of Full "VERIFY" messages mixed with "UPDATE" messages for some CME futures instrument which the application was unable to handle. Therefore, wanted to reference the MF manual for VERIFY message structure and understand the cause behind transmission of VERIFY messages? Should the app discard the VERIFY messages or apply the data? Please share if you have any advice on VERIFY message records.

    Thank you.

    Regards

    NWM

  • zoya faberov
    zoya faberov ✭✭✭✭✭

    Hello @NWM,

    VERIFY response type is a type of REFRESH and can be received by a consumer, when there is no full confidence that all information has been successfully conveyed to the consumer. For example, when there were disruptions, or suspected disruptions of the connectivity, or disconnects, possibly resulting in missing updates to the stream. It may contain all the fields, may contain a subset of fields, that potentially need to be verified.

    Because VERIFYs carry the latest "valid state" of the stream, they should be applied. This type of approach continues to be used in OMM, to avoid any potential loss of information.

  • NWM
    NWM Contributor

    @moragodkrit

    Thank you for the response. I have been able to get the manual.

    Regards

    NWM

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