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How to establish a streaming connection through WebSocket API
Hi,
I have sent a market price request for FX rates as below:
{ "ID":2, "Domain" : "MarketPrice", "Streaming":True, "Key":{ "Name":"10YAUDFX=SG", "Service": "DDS" }, "Priority":{ "Class": 1, "Count": 1 }, "Qos":{ "Timeliness":"Realtime", "Rate":"TickByTick" } }
and I get a one-time off response, no further updates:
RECEIVED: [ { "Fields":{ "ASK":-1234.2, "ASK_TIME":"08:36:00", "BID":-1299.2, "BID_TIME":"08:36:00", "DSPLY_NAME":"AUD10Y SGID", "MKT_MKR_NM":"Soc Gen", "RDNDISPLAY":67, "RECORDTYPE":209, "TIMACT":"13:40:45.759", "TRADE_DATE":"2019-06-10" }, "ID":2, "Key":{ "Name":"10YAUDFX=SG", "Service":"DDS" }, "Qos":{ "Rate":"TickByTick", "Timeliness":"Realtime" }, "State":{ "Data":"Suspect", "Stream":"Open", "Text":"Live Contrib Timeout\u0000" }, "Type":"Refresh" } ]
Is there anything wrong with my request? I am expecting a streaming connection to market data will keep pushing real-time market prices to me, how to achieve my goal?
And BTW, how can I find the Key.Name for a specific market price, for example EUR-USD rate?
Thanks,
Lishuo
Hi @lzhuang1
You can use the RIC search tool to help you find the right RIC code.
So, for example if I type 'eur usd' into the tool and then click 'FX & Money' on the next screen, I can see 'EUR=' as the top hit in the list of possible matching RICs - which is the 'Euro/US Dollar FX Spot Rate'
Hi @lzhuang1
It looks like you are consuming internally contributed / generated data from an ATS (or DTS?) server.
The Stream State indicates it is Open and therefore ready to receive any updates.
However, the data state is marked as suspect with the explanation 'Live Contrib Timeout'
I have not used ATS for some time now, but I believe this would indicate that your server has been configured such that if a RIC does not receive a updated contribution within a timeout period, the Data state for that item is marked as Suspect / Stale.
You would need to speak to your Market Data team / ATS administrator / or whichever internal team generates the RIC '10YAUDFX=SG' and determine how often they are contributing values to that RIC.
The above Status may also occur if the data for the RIC is auto derived based on multiple sources of data and if one of the sources is down.
Also, in terms of specific Key name - you need to speak to your internal Market Data team - as the RIC codes used internally will most likely be configured by your Market Data team / your ATS administrator.
Thanks @Umer Nalla, this is useful! For external service "IDN_SELECTFEED" (I believe it is but correct me if I am wrong), how to find out the RIC code for FX rates, EURUSD for example, thanks!