delayed receptting high frequency market data
starterconsumer08.zipWhen using TREP products to receive high frequency market data, there will often be data updated in the morning, which is received only in the afternoon of that day, i.e. delayed reception. How to check, please see the attached code.
To verify this problem, you need to enable RSSL tracing in RFA API. In RFA configurations, please add ipcTraceFlags and logFileName to the connection. The value of ipcTraceFlags is 31.
From the trace file, we can verify messages sent and received by the RFA API at that time.
If there was no data at that time and the application still subscribed to that item, we should contact the server team to verify the problem. Otherwise, if there was data in the trace file but the application didn't get it, it could be the problem in the application. The application may be a slow consumer.