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erol.komac1 avatar image
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Websocket API returns the same instrument twice in a single JSON response

  1. All the updates we see come down with the "Unspecified" Update type. Is this to do with the trial free data?
  2. There are situations where two or more updates are part of the same json message. See below for an example in GBP=. The first line represents 99% of the updates, a single record. However in a smaller number of cases more updates for the same instrument are transported by a single json message. How should we interpret the situation when two or more updates for the same RIC are collapsed in the same json object? Does one precede the other?

2019-05-07 13:17:08.550 DEBUG 

[  {  "ID": 6,  "Type": "Update",  "UpdateType":
"Unspecified",  "DoNotConflate": true,  "Key": {  "Service":
"ELEKTRON_DD",  "Name": "GBP="  },  "SeqNumber": 39086,  "Fields": {  "BID": 1.3046,  "ASK": 1.305  }  }]

2019-05-07 13:17:09.242 DEBUG 

[  {  "ID": 6,  "Type": "Update",  "UpdateType":
"Unspecified",  "DoNotConflate": true,  "Key": {  "Service":
"ELEKTRON_DD",  "Name": "GBP="  },  "SeqNumber": 39150,  "Fields": {  "BID": 1.3047,  "ASK": 1.3048  }  },  {  "ID": 6,  "Type": "Update",  "UpdateType":
"Unspecified",  "DoNotConflate": true,  "Key": {  "Service":
"ELEKTRON_DD",  "Name": "GBP="  },  "SeqNumber": 39214,  "Fields": {  "BID": 1.3047,  "ASK": 1.3048  }  }  }
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Christiaan Meihsl avatar image   Christiaan Meihsl

@erol.komac, thank you for your participation in the forum. Are any of the replies below satisfactory in resolving your query? If yes please click the 'Accept' text beneath the most appropriate reply. This will guide all community members who have a similar question. Otherwise please post again offering further insight into your question. Thanks, AHS

bansalshah avatar image bansalshah

Hi,

Can someone please answer the first question here? Facing the same issue about UpdateType being Unspecified a lot in the response.

umer.nalla avatar image umer.nalla bansalshah

Hi @bansalshah

Please see this reply which covers the same type of question

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umer.nalla avatar image
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Hi @erol.komac

You would treat it the same as you would when you receive two update messages in separate payloads. Process the first and then process the 2nd e.g. in your example above, you have Seqnum 39150 followed by Seqnum 39214

If you decide to discard the 1st message, how can you be sure that the 2nd contains the same fields with the updated values? You have start comparing fields in the 1st message with fields in the 2nd message - to ensure they both contain the same fields...

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umer.nalla avatar image
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Hi @erol.komac

If you refer to the ADS Install guide you will note there is a wsMsgPacking parameter which defaults to True.

In summary the parameter determines if multiple message can be packed into a single message - determined by the flushInterval parameter (and maximum message size). This allows the ADS to improve bandwidth and performance - but can be disabled if lower latency is required.

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erol.komac1 avatar image
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Hi @Umer Nalla,

This one is related to ERT in Cloud (AWS) so i can't make changes on ADS level. A customer trialing the feed came with this query.

How should we interpret the situation when two or more updates for the same RIC are collapsed in the same json object? Does one precede the other?

Ideally we get a single message as in this particular case the same instrument is populated twice in the same message and the as same fields are populated, basically the first one is outdated?

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erol.komac1 avatar image
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Yes, makes sense for other asset classes not for fx as bid/ask are always changing at the same time. Thank you for the clarification!!

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umer.nalla avatar image umer.nalla

I am not a content expert so cannot comment on the behaviour of FX instruments compared to other asset classes.

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